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Trade: OMG/USDT/120/DCL/BBL/8512

Strategy
OMG/USDT/120/DCL/BBL/8512
Pair
OMG_USDT
Interval
2h
Score
337122
Daily Profit
0.261506
Profit Factor
1.264670
Profitability
39.934534
Streak
470.235054
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 10:38
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 423117.1833 366900.0563 56217.127 60769.651 -47051.698 107821.349
Total P&L (%) 423.1172 366.9001 56.2171 60.7697 -47.0517 107.8213
Avg Daily Profit (%) 0.2615 0.2268 0.0347 0.0293 -0.0393 0.0452
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -241713 -241307 -99743 -1037485 -1244333 -304711
Profit Factor 1.2647 1.3146 1.13 1.0119 0.9878 1.0874
Total Trades 611 305 306 611 305 306
Winning Trades 244 104 140 244 104 140
Losing Trades 367 201 166 367 201 166
Profitability (%) 39.9345 34.0984 45.7516 39.9345 34.0984 45.7516
Ratio Avg Win / Avg Loss 1.9022 2.5407 1.3399 1.522 1.9092 1.2894
Largest Winning Trade 129296 129296 22161 349999 349999 126979
Largest Losing Trade -39389 -36243 -39389 -265872 -265872 -70541
Avg Bars in Trades 31 58 4 31 58 4
Avg Bars in Winners 45 100 4 45 100 4
Avg Bars in Losers 22 37 4 22 37 4
Bars Traded 19245 17976 1269 19245 17976 1269
Profit Streak 470.2351 470.4017 470.2351 470.2351 470.4017 470.2351
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337122 164662 -224625 -360351 -582560 -256638
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579485600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759045108648,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 159,
            "offset": 0,
            "std": 2.39969
        }
    }
}
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": [
        [
            423117.1833100243,
            366900.0563139237,
            56217.1269961004,
            60769.6509658166,
            -47051.6980174657,
            107821.348983282
        ],
        [
            423.117183,
            366.900056,
            56.217127,
            60.769651,
            -47.051698,
            107.821349
        ],
        [
            0.261506,
            0.226761,
            0.034745,
            0.029349,
            -0.039291,
            0.045221
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -241713,
            -241307,
            -99743,
            -1037485,
            -1244333,
            -304711
        ],
        [
            1.26467,
            1.314569,
            1.130041,
            1.011923,
            0.98782,
            1.087405
        ],
        [
            611,
            305,
            306,
            611,
            305,
            306
        ],
        [
            244,
            104,
            140,
            244,
            104,
            140
        ],
        [
            367,
            201,
            166,
            367,
            201,
            166
        ],
        [
            39.934534,
            34.098361,
            45.751634,
            39.934534,
            34.098361,
            45.751634
        ],
        [
            1.902188,
            2.540657,
            1.339906,
            1.522032,
            1.909153,
            1.289351
        ],
        [
            129296,
            129296,
            22161,
            349999,
            349999,
            126979
        ],
        [
            -39389,
            -36243,
            -39389,
            -265872,
            -265872,
            -70541
        ],
        [
            31,
            58,
            4,
            31,
            58,
            4
        ],
        [
            45,
            100,
            4,
            45,
            100,
            4
        ],
        [
            22,
            37,
            4,
            22,
            37,
            4
        ],
        [
            19245,
            17976,
            1269,
            19245,
            17976,
            1269
        ],
        [
            470.235054,
            470.40172,
            470.235054,
            470.235054,
            470.40172,
            470.235054
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337122,
            164662,
            -224625,
            -360351,
            -582560,
            -256638
        ]
    ]
}
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": 1579485600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759045108648,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 159,
            "offset": 0,
            "std": 2.39969
        }
    }
}

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)