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Trade: OMG/USDT/720/DCM/EMA/5754

Strategy
OMG/USDT/720/DCM/EMA/5754
Pair
OMG_USDT
Interval
12h
Score
516755
Daily Profit
0.304095
Profit Factor
1.608374
Profitability
51.351351
Streak
477.907751
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-27 00:47
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 578540.2648 423411.9897 155128.2751 858951.1359 1727755.0925 -868803.9566
Total P&L (%) 578.5403 423.412 155.1283 858.9511 1727.7551 -868.804
Avg Daily Profit (%) 0.3041 0.2226 0.0815 0.1189 0.1528 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100731 -127524 -120187 -2589441 -2176482 -2016027
Profit Factor 1.6084 1.9175 1.3169 1.0606 1.253 0.8819
Total Trades 185 93 92 185 93 92
Winning Trades 95 50 45 95 50 45
Losing Trades 90 43 47 90 43 47
Profitability (%) 51.3514 53.7634 48.913 51.3514 53.7634 48.913
Ratio Avg Win / Avg Loss 1.5237 1.6491 1.3755 1.0047 1.0776 0.9211
Largest Winning Trade 127755 127755 70467 1126196 1126196 653564
Largest Losing Trade -56830 -33010 -56830 -1904738 -511270 -1904738
Avg Bars in Trades 20 13 27 20 13 27
Avg Bars in Winners 22 10 35 22 10 35
Avg Bars in Losers 17 15 18 17 15 18
Bars Traded 3705 1216 2489 3705 1216 2489
Profit Streak 477.9078 477.9078 497.9078 477.9078 477.9078 497.9078
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 516755 449971 -83769 -185386 305129 -580647

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": 1556150400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758923229671,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 24,
            "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": [
        [
            578540.2647626644,
            423411.9896516096,
            155128.2751110549,
            858951.1359266466,
            1727755.0925133287,
            -868803.9565866815
        ],
        [
            578.540265,
            423.41199,
            155.128275,
            858.951136,
            1727.755093,
            -868.803957
        ],
        [
            0.304095,
            0.222556,
            0.081539,
            0.118897,
            0.152846,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100731,
            -127524,
            -120187,
            -2589441,
            -2176482,
            -2016027
        ],
        [
            1.608374,
            1.917514,
            1.316922,
            1.060562,
            1.253026,
            0.88187
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            95,
            50,
            45,
            95,
            50,
            45
        ],
        [
            90,
            43,
            47,
            90,
            43,
            47
        ],
        [
            51.351351,
            53.763441,
            48.913043,
            51.351351,
            53.763441,
            48.913043
        ],
        [
            1.523723,
            1.649062,
            1.375452,
            1.004743,
            1.077603,
            0.921064
        ],
        [
            127755,
            127755,
            70467,
            1126196,
            1126196,
            653564
        ],
        [
            -56830,
            -33010,
            -56830,
            -1904738,
            -511270,
            -1904738
        ],
        [
            20,
            13,
            27,
            20,
            13,
            27
        ],
        [
            22,
            10,
            35,
            22,
            10,
            35
        ],
        [
            17,
            15,
            18,
            17,
            15,
            18
        ],
        [
            3705,
            1216,
            2489,
            3705,
            1216,
            2489
        ],
        [
            477.907751,
            477.907751,
            497.907751,
            477.907751,
            477.907751,
            497.907751
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            516755,
            449971,
            -83769,
            -185386,
            305129,
            -580647
        ]
    ]
}
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": 1556150400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758923229671,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 24,
            "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)