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Trade: OMG/USDT/120/DCM/LINREG/4477

Strategy
OMG/USDT/120/DCM/LINREG/4477
Pair
OMG_USDT
Interval
2h
Score
587875
Daily Profit
0.533233
Profit Factor
1.824513
Profitability
54.477612
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 23:30
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 862770.4155 586707.0303 276063.3852 19002138.5886 2648231.4174 16353907.1713
Total P&L (%) 862.7704 586.707 276.0634 19002.1386 2648.2314 16353.9072
Avg Daily Profit (%) 0.5332 0.3626 0.1706 0.3252 0.205 0.3159
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154616 -163556 -102414 -23140825 -26126848 -6288644
Profit Factor 1.8245 2.0912 1.5427 1.2227 1.0497 1.5106
Total Trades 268 134 134 268 134 134
Winning Trades 146 71 75 146 71 75
Losing Trades 122 63 59 122 63 59
Profitability (%) 54.4776 52.9851 55.9701 54.4776 52.9851 55.9701
Ratio Avg Win / Avg Loss 1.5246 1.8556 1.2136 1.0217 0.9314 1.1883
Largest Winning Trade 105653 105653 54306 12955526 12955526 5514229
Largest Losing Trade -38506 -28904 -38506 -9813478 -9813478 -4418742
Avg Bars in Trades 71 62 80 71 62 80
Avg Bars in Winners 80 70 89 80 70 89
Avg Bars in Losers 60 52 67 60 52 67
Bars Traded 19089 8341 10748 19089 8341 10748
Profit Streak 0 0 496.188 0 0 496.188
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 587875 489309 363458 385247 -159261 416098

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579780800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758918640621,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 123,
            "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": [
        [
            862770.4155367453,
            586707.0302976926,
            276063.385239053,
            19002138.588612787,
            2648231.417351719,
            16353907.171261055
        ],
        [
            862.770416,
            586.70703,
            276.063385,
            19002.138589,
            2648.231417,
            16353.907171
        ],
        [
            0.533233,
            0.362613,
            0.17062,
            0.32515,
            0.205002,
            0.315896
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154616,
            -163556,
            -102414,
            -23140825,
            -26126848,
            -6288644
        ],
        [
            1.824513,
            2.091205,
            1.542651,
            1.222709,
            1.049694,
            1.510558
        ],
        [
            268,
            134,
            134,
            268,
            134,
            134
        ],
        [
            146,
            71,
            75,
            146,
            71,
            75
        ],
        [
            122,
            63,
            59,
            122,
            63,
            59
        ],
        [
            54.477612,
            52.985075,
            55.970149,
            54.477612,
            52.985075,
            55.970149
        ],
        [
            1.524593,
            1.855576,
            1.213552,
            1.021716,
            0.931418,
            1.188305
        ],
        [
            105653,
            105653,
            54306,
            12955526,
            12955526,
            5514229
        ],
        [
            -38506,
            -28904,
            -38506,
            -9813478,
            -9813478,
            -4418742
        ],
        [
            71,
            62,
            80,
            71,
            62,
            80
        ],
        [
            80,
            70,
            89,
            80,
            70,
            89
        ],
        [
            60,
            52,
            67,
            60,
            52,
            67
        ],
        [
            19089,
            8341,
            10748,
            19089,
            8341,
            10748
        ],
        [
            0,
            0,
            496.18797,
            0,
            0,
            496.18797
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            587875,
            489309,
            363458,
            385247,
            -159261,
            416098
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579780800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758918640621,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 123,
            "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)