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Trade: COMP/USDT/720/HILO/DCM/8067

Strategy
COMP/USDT/720/HILO/DCM/8067
Pair
COMP_USDT
Interval
12h
Score
371072
Daily Profit
0.190090
Profit Factor
1.424539
Profitability
56.250000
Streak
0.000000
Best Strategy
Training Data Length
1918.000000
Evaluation Time
2025-09-26 10:54
Expiration Time
2025-11-21 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 364593.41 268830.6398 95762.7701 38836.8677 124215.8348 -85378.9671
Total P&L (%) 364.5934 268.8306 95.7628 38.8369 124.2158 -85.379
Avg Daily Profit (%) 0.1901 0.1402 0.0499 0.0171 0.0421 -0.1002
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169843 -161504 -91494 -397329 -397806 -267581
Profit Factor 1.4245 1.5643 1.2504 1.0249 1.1562 0.888
Total Trades 160 80 80 160 80 80
Winning Trades 90 44 46 90 44 46
Losing Trades 70 36 34 70 36 34
Profitability (%) 56.25 55 57.5 56.25 55 57.5
Ratio Avg Win / Avg Loss 1.108 1.2799 0.9242 0.7972 0.946 0.6563
Largest Winning Trade 92710 92710 53609 109792 77057 109792
Largest Losing Trade -66121 -66121 -65321 -176846 -133914 -176846
Avg Bars in Trades 23 34 12 23 34 12
Avg Bars in Winners 20 26 15 20 26 15
Avg Bars in Losers 26 43 8 26 43 8
Bars Traded 3712 2720 992 3712 2720 992
Profit Streak 0 0 234.3296 0 0 234.3296
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371072 -23034 -144649 -365157 -205831 -597305

Evaluation Data

{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1595419200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758873276181,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 56,
            "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": [
        [
            364593.4099659275,
            268830.6398277574,
            95762.7701381702,
            38836.8677031185,
            124215.8347689243,
            -85378.9670658058
        ],
        [
            364.59341,
            268.83064,
            95.76277,
            38.836868,
            124.215835,
            -85.378967
        ],
        [
            0.19009,
            0.140162,
            0.049928,
            0.017109,
            0.042107,
            -0.100195
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169843,
            -161504,
            -91494,
            -397329,
            -397806,
            -267581
        ],
        [
            1.424539,
            1.564304,
            1.250422,
            1.024936,
            1.156215,
            0.887998
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            90,
            44,
            46,
            90,
            44,
            46
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            56.25,
            55,
            57.5,
            56.25,
            55,
            57.5
        ],
        [
            1.107975,
            1.279885,
            0.924225,
            0.797173,
            0.945994,
            0.656346
        ],
        [
            92710,
            92710,
            53609,
            109792,
            77057,
            109792
        ],
        [
            -66121,
            -66121,
            -65321,
            -176846,
            -133914,
            -176846
        ],
        [
            23,
            34,
            12,
            23,
            34,
            12
        ],
        [
            20,
            26,
            15,
            20,
            26,
            15
        ],
        [
            26,
            43,
            8,
            26,
            43,
            8
        ],
        [
            3712,
            2720,
            992,
            3712,
            2720,
            992
        ],
        [
            0,
            0,
            234.329585,
            0,
            0,
            234.329585
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371072,
            -23034,
            -144649,
            -365157,
            -205831,
            -597305
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "COMP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3836,
    "evaluation_days": 1918,
    "actual_first_datapoint_time": 1593043200000,
    "first_datapoint_time": 1595419200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758873276181,
    "expiration_time": 1763686656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 56,
            "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)