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Trade: OMG/USDT/720/DCM/HWMA/6339

Strategy
OMG/USDT/720/DCM/HWMA/6339
Pair
OMG_USDT
Interval
12h
Score
300551
Daily Profit
0.247942
Profit Factor
4.936493
Profitability
31.034483
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-05 02:15
Expiration Time
2024-08-13 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 511751.2676 471709.43 40041.8376 465602.9069 341712.1668 123890.7401
Total P&L (%) 511.7513 471.7094 40.0418 465.6029 341.7122 123.8907
Avg Daily Profit (%) 0.269 0.2479 0.021 0.0911 0.0781 0.0424
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104878 -49108 -82890 -590824 -177540 -575782
Profit Factor 2.5457 4.9365 1.1895 1.2562 1.5272 1.106
Total Trades 57 29 28 57 29 28
Winning Trades 15 9 6 15 9 6
Losing Trades 42 20 22 42 20 22
Profitability (%) 26.3158 31.0345 21.4286 26.3158 31.0345 21.4286
Ratio Avg Win / Avg Loss 7.1279 10.97 4.3616 3.5174 3.3938 4.0553
Largest Winning Trade 395402 395402 72502 467901 346502 467901
Largest Losing Trade -24145 -12831 -24145 -207662 -93528 -207662
Avg Bars in Trades 54 32 77 54 32 77
Avg Bars in Winners 166 81 294 166 81 294
Avg Bars in Losers 14 9 17 14 9 17
Bars Traded 3088 932 2156 3088 932 2156
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -190312 300551 -244495 -274181 -93505 -305752
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1563753600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759619714132,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.65772,
            "nb": 0.1,
            "nc": 0.10202
        }
    }
}
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": [
        [
            511751.2676379052,
            471709.4300225481,
            40041.8376153574,
            465602.9069062193,
            341712.1668403946,
            123890.7400658249
        ],
        [
            511.751268,
            471.70943,
            40.041838,
            465.602907,
            341.712167,
            123.89074
        ],
        [
            0.268989,
            0.247942,
            0.021047,
            0.091118,
            0.078111,
            0.042374
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104878,
            -49108,
            -82890,
            -590824,
            -177540,
            -575782
        ],
        [
            2.545667,
            4.936493,
            1.18954,
            1.25623,
            1.527194,
            1.105984
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            15,
            9,
            6,
            15,
            9,
            6
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            26.315789,
            31.034483,
            21.428571,
            26.315789,
            31.034483,
            21.428571
        ],
        [
            7.127869,
            10.969984,
            4.361648,
            3.517444,
            3.393764,
            4.055275
        ],
        [
            395402,
            395402,
            72502,
            467901,
            346502,
            467901
        ],
        [
            -24145,
            -12831,
            -24145,
            -207662,
            -93528,
            -207662
        ],
        [
            54,
            32,
            77,
            54,
            32,
            77
        ],
        [
            166,
            81,
            294,
            166,
            81,
            294
        ],
        [
            14,
            9,
            17,
            14,
            9,
            17
        ],
        [
            3088,
            932,
            2156,
            3088,
            932,
            2156
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -190312,
            300551,
            -244495,
            -274181,
            -93505,
            -305752
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1563753600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759619714132,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.65772,
            "nb": 0.1,
            "nc": 0.10202
        }
    }
}

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)