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Trade: COMP/USDT/480/ALMA/DEMA/6752

Strategy
COMP/USDT/480/ALMA/DEMA/6752
Pair
COMP_USDT
Interval
8h
Score
413028
Daily Profit
0.307647
Profit Factor
1.923209
Profitability
43.537415
Streak
44.201667
Best Strategy
Training Data Length
1923.670000
Evaluation Time
2025-09-30 15:50
Expiration Time
2025-11-27 03:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 591812.0595 424749.9751 167062.0843 1249488.0719 693498.5284 555989.5434
Total P&L (%) 591.8121 424.75 167.0621 1249.4881 693.4985 555.9895
Avg Daily Profit (%) 0.3076 0.2208 0.0868 0.1354 0.1077 0.0978
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81472 -73474 -76024 -1646828 -1561536 -748158
Profit Factor 1.9232 2.3022 1.5306 1.2186 1.213 1.2261
Total Trades 147 74 73 147 74 73
Winning Trades 64 29 35 64 29 35
Losing Trades 83 45 38 83 45 38
Profitability (%) 43.5374 39.1892 47.9452 43.5374 39.1892 47.9452
Ratio Avg Win / Avg Loss 2.4942 3.5723 1.6618 1.5804 1.8822 1.3311
Largest Winning Trade 217710 217710 68013 1432027 1432027 462329
Largest Losing Trade -35837 -18436 -35837 -404949 -404949 -227708
Avg Bars in Trades 38 32 43 38 32 43
Avg Bars in Winners 60 53 66 60 53 66
Avg Bars in Losers 20 20 22 20 20 22
Bars Traded 5609 2440 3169 5609 2440 3169
Profit Streak 44.2017 44.2017 52.8683 44.2017 44.2017 52.8683
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413028 -55925 -146601 -12335 -116193 -134514
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5771,
    "evaluation_days": 1923.67,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1594022400000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759236624078,
    "expiration_time": 1764205344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 34,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            591812.0594613303,
            424749.9751322066,
            167062.0843291236,
            1249488.0718782211,
            693498.5284359982,
            555989.5434422225
        ],
        [
            591.812059,
            424.749975,
            167.062084,
            1249.488072,
            693.498528,
            555.989543
        ],
        [
            0.307647,
            0.220802,
            0.086846,
            0.13537,
            0.107731,
            0.097828
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81472,
            -73474,
            -76024,
            -1646828,
            -1561536,
            -748158
        ],
        [
            1.923209,
            2.302174,
            1.530604,
            1.218621,
            1.213002,
            1.226059
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            64,
            29,
            35,
            64,
            29,
            35
        ],
        [
            83,
            45,
            38,
            83,
            45,
            38
        ],
        [
            43.537415,
            39.189189,
            47.945205,
            43.537415,
            39.189189,
            47.945205
        ],
        [
            2.494162,
            3.572339,
            1.661799,
            1.580399,
            1.882245,
            1.331149
        ],
        [
            217710,
            217710,
            68013,
            1432027,
            1432027,
            462329
        ],
        [
            -35837,
            -18436,
            -35837,
            -404949,
            -404949,
            -227708
        ],
        [
            38,
            32,
            43,
            38,
            32,
            43
        ],
        [
            60,
            53,
            66,
            60,
            53,
            66
        ],
        [
            20,
            20,
            22,
            20,
            20,
            22
        ],
        [
            5609,
            2440,
            3169,
            5609,
            2440,
            3169
        ],
        [
            44.201667,
            44.201667,
            52.868334,
            44.201668,
            44.201668,
            52.868334
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413028,
            -55925,
            -146601,
            -12335,
            -116193,
            -134514
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5771,
    "evaluation_days": 1923.67,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1594022400000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759236624078,
    "expiration_time": 1764205344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 34,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)