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Trade: OMG/USDT/120/DCM/LINREG/7771

Strategy
OMG/USDT/120/DCM/LINREG/7771
Pair
OMG_USDT
Interval
2h
Score
311301
Daily Profit
0.371139
Profit Factor
1.423854
Profitability
37.437186
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 04:20
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 600502.2596 463997.5725 136504.6871 1124890.647 387482.3771 737408.27
Total P&L (%) 600.5023 463.9976 136.5047 1124.8906 387.4824 737.4083
Avg Daily Profit (%) 0.3711 0.2868 0.0844 0.155 0.098 0.1314
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129823 -105258 -116618 -1120305 -1109502 -1079723
Profit Factor 1.4239 1.6543 1.1929 1.115 1.0776 1.154
Total Trades 398 199 199 398 199 199
Winning Trades 149 69 80 149 69 80
Losing Trades 249 130 119 249 130 119
Profitability (%) 37.4372 34.6734 40.201 37.4372 34.6734 40.201
Ratio Avg Win / Avg Loss 2.3795 3.1168 1.7744 1.8633 2.0302 1.7166
Largest Winning Trade 159185 159185 43289 369338 369338 350838
Largest Losing Trade -36078 -21025 -36078 -264815 -206027 -264815
Avg Bars in Trades 48 45 51 48 45 51
Avg Bars in Winners 74 71 77 74 71 77
Avg Bars in Losers 32 31 33 32 31 33
Bars Traded 19137 8983 10154 19137 8983 10154
Profit Streak 0 0 497.7222 0 0 497.7222
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311301 216783 -90280 -88076 -201754 -69882

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579327200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849601158,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 42,
            "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": [
        [
            600502.2596467519,
            463997.5725211871,
            136504.6871255641,
            1124890.647040389,
            387482.3770820708,
            737408.2699583186
        ],
        [
            600.50226,
            463.997573,
            136.504687,
            1124.890647,
            387.482377,
            737.40827
        ],
        [
            0.371139,
            0.286772,
            0.084366,
            0.154968,
            0.097952,
            0.13143
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129823,
            -105258,
            -116618,
            -1120305,
            -1109502,
            -1079723
        ],
        [
            1.423854,
            1.654313,
            1.192904,
            1.114993,
            1.077581,
            1.154021
        ],
        [
            398,
            199,
            199,
            398,
            199,
            199
        ],
        [
            149,
            69,
            80,
            149,
            69,
            80
        ],
        [
            249,
            130,
            119,
            249,
            130,
            119
        ],
        [
            37.437186,
            34.673367,
            40.201005,
            37.437186,
            34.673367,
            40.201005
        ],
        [
            2.37946,
            3.116823,
            1.774444,
            1.86331,
            2.030226,
            1.716606
        ],
        [
            159185,
            159185,
            43289,
            369338,
            369338,
            350838
        ],
        [
            -36078,
            -21025,
            -36078,
            -264815,
            -206027,
            -264815
        ],
        [
            48,
            45,
            51,
            48,
            45,
            51
        ],
        [
            74,
            71,
            77,
            74,
            71,
            77
        ],
        [
            32,
            31,
            33,
            32,
            31,
            33
        ],
        [
            19137,
            8983,
            10154,
            19137,
            8983,
            10154
        ],
        [
            0,
            0,
            497.722235,
            0,
            0,
            497.722236
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311301,
            216783,
            -90280,
            -88076,
            -201754,
            -69882
        ]
    ]
}
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": 1579327200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849601158,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 42,
            "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)