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Trade: COMP/USDT/480/DEMA/SINWMA/3403

Strategy
COMP/USDT/480/DEMA/SINWMA/3403
Pair
COMP_USDT
Interval
8h
Score
374244
Daily Profit
0.216487
Profit Factor
1.566184
Profitability
48.717949
Streak
0.000000
Best Strategy
Training Data Length
1921.000000
Evaluation Time
2025-09-27 22:12
Expiration Time
2025-11-24 09:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 415870.6172 312704.4582 103166.159 145564.9339 -56925.7632 202490.697
Total P&L (%) 415.8706 312.7045 103.1662 145.5649 -56.9258 202.4907
Avg Daily Profit (%) 0.2165 0.1628 0.0537 0.0468 -0.0438 0.0576
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119906 -103487 -80103 -216257 -254298 -116235
Profit Factor 1.5662 1.7367 1.3328 1.1115 0.9314 1.4253
Total Trades 117 59 58 117 59 58
Winning Trades 57 25 32 57 25 32
Losing Trades 60 34 26 60 34 26
Profitability (%) 48.7179 42.3729 55.1724 48.7179 42.3729 55.1724
Ratio Avg Win / Avg Loss 1.6486 2.3619 1.0829 1.17 1.2667 1.158
Largest Winning Trade 144960 144960 56333 151181 151181 89440
Largest Losing Trade -51820 -51820 -33675 -112740 -112740 -48196
Avg Bars in Trades 47 52 43 47 52 43
Avg Bars in Winners 63 74 55 63 74 55
Avg Bars in Losers 33 36 28 33 36 28
Bars Traded 5612 3098 2514 5612 3098 2514
Profit Streak 0 0 48.8005 0 0 48.8005
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374244 -169051 -299739 -228496 -758757 -293929
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5763,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596096000000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759000359580,
    "expiration_time": 1763968032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 15,
            "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": [
        [
            415870.6172275305,
            312704.4582041081,
            103166.1590234226,
            145564.9338682842,
            -56925.7631724257,
            202490.69704071
        ],
        [
            415.870617,
            312.704458,
            103.166159,
            145.564934,
            -56.925763,
            202.490697
        ],
        [
            0.216487,
            0.162782,
            0.053704,
            0.046778,
            -0.043834,
            0.057637
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119906,
            -103487,
            -80103,
            -216257,
            -254298,
            -116235
        ],
        [
            1.566184,
            1.736673,
            1.332759,
            1.111504,
            0.93136,
            1.425287
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            57,
            25,
            32,
            57,
            25,
            32
        ],
        [
            60,
            34,
            26,
            60,
            34,
            26
        ],
        [
            48.717949,
            42.372881,
            55.172414,
            48.717949,
            42.372881,
            55.172414
        ],
        [
            1.648614,
            2.361875,
            1.082866,
            1.170004,
            1.26665,
            1.158046
        ],
        [
            144960,
            144960,
            56333,
            151181,
            151181,
            89440
        ],
        [
            -51820,
            -51820,
            -33675,
            -112740,
            -112740,
            -48196
        ],
        [
            47,
            52,
            43,
            47,
            52,
            43
        ],
        [
            63,
            74,
            55,
            63,
            74,
            55
        ],
        [
            33,
            36,
            28,
            33,
            36,
            28
        ],
        [
            5612,
            3098,
            2514,
            5612,
            3098,
            2514
        ],
        [
            0,
            0,
            48.800458,
            0,
            0,
            48.800458
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374244,
            -169051,
            -299739,
            -228496,
            -758757,
            -293929
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5763,
    "evaluation_days": 1921,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596096000000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759000359580,
    "expiration_time": 1763968032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 15,
            "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)