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We present a large-scale cross-sectional study for ambulatory stress detection, consisting of 1002 subjects, containing subjects\u2019 demographics, baseline psychological information, and five consecutive days of free-living physiological and contextual measurements, collected through wearable devices and smartphones. This dataset represents a healthy population, showing associations between wearable physiological signals and self-reported daily-life stress. Using a data-driven approach, we identified digital phenotypes characterized by self-reported poor health indicators and high depression, anxiety and stress scores that are associated with blunted physiological responses to stress. 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