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Trade: COMP/USDT/720/DEMA/JMA/5745

Strategy
COMP/USDT/720/DEMA/JMA/5745
Pair
COMP_USDT
Interval
12h
Score
455578
Daily Profit
0.179133
Profit Factor
1.642628
Profitability
61.290323
Streak
30.959583
Best Strategy
Training Data Length
1937.000000
Evaluation Time
2025-10-14 02:01
Expiration Time
2025-12-10 16:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 346981.396 181252.536 165728.86 337599.9628 -9553.7645 347153.7273
Total P&L (%) 346.9814 181.2525 165.7289 337.6 -9.5538 347.1537
Avg Daily Profit (%) 0.1791 0.0936 0.0856 0.0762 -0.0052 0.0774
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110496 -69194 -85212 -761567 -302114 -528523
Profit Factor 1.6426 1.6073 1.6863 1.1477 0.9927 1.3535
Total Trades 93 47 46 93 47 46
Winning Trades 57 26 31 57 26 31
Losing Trades 36 21 15 36 21 15
Profitability (%) 61.2903 55.3191 67.3913 61.2903 55.3191 67.3913
Ratio Avg Win / Avg Loss 1.0374 1.2982 0.8159 0.7248 0.8018 0.6549
Largest Winning Trade 115766 115766 42069 228087 228087 130828
Largest Losing Trade -43667 -37743 -43667 -316337 -147859 -316337
Avg Bars in Trades 40 50 30 40 50 30
Avg Bars in Winners 36 46 27 36 46 27
Avg Bars in Losers 47 54 38 47 54 38
Bars Traded 3770 2355 1415 3770 2355 1415
Profit Streak 30.9596 30.9596 77.4596 30.9596 30.9596 77.4596
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 455578 -64338 -74610 -147717 -579007 -87228
Evaluation Data
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3874,
    "evaluation_days": 1937,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596110400000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760396507955,
    "expiration_time": 1765377504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 68,
            "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": [
        [
            346981.3959697611,
            181252.5359982253,
            165728.8599715355,
            337599.9628156085,
            -9553.7645028777,
            347153.7273184861
        ],
        [
            346.981396,
            181.252536,
            165.72886,
            337.599963,
            -9.553765,
            347.153727
        ],
        [
            0.179133,
            0.093574,
            0.08556,
            0.076236,
            -0.005184,
            0.077352
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110496,
            -69194,
            -85212,
            -761567,
            -302114,
            -528523
        ],
        [
            1.642628,
            1.607304,
            1.686284,
            1.147656,
            0.992675,
            1.35346
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            36,
            21,
            15,
            36,
            21,
            15
        ],
        [
            61.290323,
            55.319149,
            67.391304,
            61.290323,
            55.319149,
            67.391304
        ],
        [
            1.037449,
            1.298207,
            0.815944,
            0.724836,
            0.801776,
            0.6549
        ],
        [
            115766,
            115766,
            42069,
            228087,
            228087,
            130828
        ],
        [
            -43667,
            -37743,
            -43667,
            -316337,
            -147859,
            -316337
        ],
        [
            40,
            50,
            30,
            40,
            50,
            30
        ],
        [
            36,
            46,
            27,
            36,
            46,
            27
        ],
        [
            47,
            54,
            38,
            47,
            54,
            38
        ],
        [
            3770,
            2355,
            1415,
            3770,
            2355,
            1415
        ],
        [
            30.959583,
            30.959583,
            77.459583,
            30.959583,
            30.959583,
            77.459583
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            455578,
            -64338,
            -74610,
            -147717,
            -579007,
            -87228
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3874,
    "evaluation_days": 1937,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1596110400000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760396507955,
    "expiration_time": 1765377504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 68,
            "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)