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Trade: OP/USDT/360/WMA/DCM/3118

Strategy
OP/USDT/360/WMA/DCM/3118
Pair
OP_USDT
Interval
6h
Score
428388
Daily Profit
0.188477
Profit Factor
1.682311
Profitability
51.162791
Streak
38.625039
Best Strategy
Training Data Length
1211.500000
Evaluation Time
2025-09-26 18:00
Expiration Time
2025-10-30 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 147548.8195 228340.4197 -80791.6002 -71044.166 270352.2634 -341396.4294
Total P&L (%) 147.5488 228.3404 -80.7916 -71.0442 270.3523 -341.3964
Avg Daily Profit (%) 0.1218 0.1885 -0.0667 -0.1023 0.1081 0
Buy And Hold Return (%) 25.2143 25.2143 25.2143 25.2143 25.2143 25.2143
Max Trade Drawdown -237762 -136749 -129108 -789601 -362538 -455193
Profit Factor 1.2341 1.6823 0.7266 0.9487 1.3834 0.497
Total Trades 86 43 43 86 43 43
Winning Trades 44 22 22 44 22 22
Losing Trades 42 21 21 42 21 21
Profitability (%) 51.1628 51.1628 51.1628 51.1628 51.1628 51.1628
Ratio Avg Win / Avg Loss 1.178 1.6058 0.6936 0.9055 1.3206 0.4745
Largest Winning Trade 173100 173100 37648 471365 471365 69093
Largest Losing Trade -50984 -50984 -41287 -248876 -248876 -228523
Avg Bars in Trades 53 67 39 53 67 39
Avg Bars in Winners 57 67 46 57 67 46
Avg Bars in Losers 50 68 32 50 68 32
Bars Traded 4636 2923 1713 4636 2923 1713
Profit Streak 38.625 38.625 124.125 38.625 38.625 124.125
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -29616 428388 -579224 -578890 -46849 -579224

Evaluation Data

{
    "trading_pair": "OP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4846,
    "evaluation_days": 1211.5,
    "actual_first_datapoint_time": 1654063200000,
    "first_datapoint_time": 1656979200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758898803401,
    "expiration_time": 1761855408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 42,
            "offset": 24
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 136,
            "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": [
        [
            147548.8194933816,
            228340.419688988,
            -80791.6001956066,
            -71044.1659856703,
            270352.2633687633,
            -341396.4293544337
        ],
        [
            147.548819,
            228.34042,
            -80.7916,
            -71.044166,
            270.352263,
            -341.396429
        ],
        [
            0.12179,
            0.188477,
            -0.066687,
            -0.10225,
            0.10813,
            0
        ],
        [
            25.214286,
            25.214286,
            25.214286,
            25.214286,
            25.214286,
            25.214286
        ],
        [
            -237762,
            -136749,
            -129108,
            -789601,
            -362538,
            -455193
        ],
        [
            1.234128,
            1.682311,
            0.726638,
            0.948662,
            1.38344,
            0.497047
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            51.162791,
            51.162791,
            51.162791,
            51.162791,
            51.162791,
            51.162791
        ],
        [
            1.178031,
            1.605842,
            0.693609,
            0.905541,
            1.320557,
            0.474454
        ],
        [
            173100,
            173100,
            37648,
            471365,
            471365,
            69093
        ],
        [
            -50984,
            -50984,
            -41287,
            -248876,
            -248876,
            -228523
        ],
        [
            53,
            67,
            39,
            53,
            67,
            39
        ],
        [
            57,
            67,
            46,
            57,
            67,
            46
        ],
        [
            50,
            68,
            32,
            50,
            68,
            32
        ],
        [
            4636,
            2923,
            1713,
            4636,
            2923,
            1713
        ],
        [
            38.625039,
            38.625039,
            124.125039,
            38.625039,
            38.625039,
            124.125039
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -29616,
            428388,
            -579224,
            -578890,
            -46849,
            -579224
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4846,
    "evaluation_days": 1211.5,
    "actual_first_datapoint_time": 1654063200000,
    "first_datapoint_time": 1656979200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758898803401,
    "expiration_time": 1761855408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 42,
            "offset": 24
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 136,
            "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)