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Trade: OMG/USDT/720/DCM/FWMA/8212

Strategy
OMG/USDT/720/DCM/FWMA/8212
Pair
OMG_USDT
Interval
12h
Score
345345
Daily Profit
0.446746
Profit Factor
2.249345
Profitability
36.000000
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-09 08:32
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 849934.7513 645027.6274 204907.1239 3618814.2284 1889534.0605 1729280.1679
Total P&L (%) 849.9348 645.0276 204.9071 3618.8142 1889.5341 1729.2802
Avg Daily Profit (%) 0.4467 0.339 0.1077 0.1902 0.1573 0.1529
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111739 -126774 -99089 -5356399 -6948911 -4436163
Profit Factor 2.2493 2.87 1.611 1.1238 1.1174 1.1316
Total Trades 125 63 62 125 63 62
Winning Trades 45 23 22 45 23 22
Losing Trades 80 40 40 80 40 40
Profitability (%) 36 36.5079 35.4839 36 36.5079 35.4839
Ratio Avg Win / Avg Loss 3.9988 4.9913 2.9291 1.9979 1.9433 2.0575
Largest Winning Trade 343003 343003 60261 4743293 4743293 2282687
Largest Losing Trade -33025 -25775 -33025 -1678477 -1678477 -1255792
Avg Bars in Trades 29 22 36 29 22 36
Avg Bars in Winners 59 43 76 59 43 76
Avg Bars in Losers 12 10 15 12 10 15
Bars Traded 3695 1411 2284 3695 1411 2284
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 345345 -137222 -206254 -80103 -234512 -227071
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": 1556280000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759987955450,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 33,
            "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": [
        [
            849934.7513181496,
            645027.6274357158,
            204907.1238824339,
            3618814.228406185,
            1889534.0605440848,
            1729280.1678621026
        ],
        [
            849.934751,
            645.027627,
            204.907124,
            3618.814228,
            1889.534061,
            1729.280168
        ],
        [
            0.446746,
            0.339042,
            0.107704,
            0.190246,
            0.157311,
            0.15289
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111739,
            -126774,
            -99089,
            -5356399,
            -6948911,
            -4436163
        ],
        [
            2.249345,
            2.869984,
            1.610994,
            1.123812,
            1.117416,
            1.131648
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            36,
            36.507937,
            35.483871,
            36,
            36.507937,
            35.483871
        ],
        [
            3.998835,
            4.991277,
            2.929079,
            1.997888,
            1.943331,
            2.057542
        ],
        [
            343003,
            343003,
            60261,
            4743293,
            4743293,
            2282687
        ],
        [
            -33025,
            -25775,
            -33025,
            -1678477,
            -1678477,
            -1255792
        ],
        [
            29,
            22,
            36,
            29,
            22,
            36
        ],
        [
            59,
            43,
            76,
            59,
            43,
            76
        ],
        [
            12,
            10,
            15,
            12,
            10,
            15
        ],
        [
            3695,
            1411,
            2284,
            3695,
            1411,
            2284
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345345,
            -137222,
            -206254,
            -80103,
            -234512,
            -227071
        ]
    ]
}
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": 1556280000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759987955450,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 33,
            "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)