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Trade: OP/USDT/5/DCM/MIDPRICE/5866

Strategy
OP/USDT/5/DCM/MIDPRICE/5866
Pair
OP_USDT
Interval
5m
Score
333717
Daily Profit
0.606219
Profit Factor
1.484274
Profitability
61.538462
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-10 20:23
Expiration Time
2025-12-24 19:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 52625.8557 32910.3152 19715.5404 51418.4095 28537.2524 22881.1571
Total P&L (%) 52.6259 32.9103 19.7155 51.4184 28.5373 22.8812
Avg Daily Profit (%) 0.6062 0.3791 0.2271 0.4791 0.2896 0.2376
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30022 -22042 -10551 -57160 -43410 -18141
Profit Factor 1.4843 1.4558 1.5406 1.3275 1.2729 1.4363
Total Trades 91 46 45 91 46 45
Winning Trades 56 29 27 56 29 27
Losing Trades 35 17 18 35 17 18
Profitability (%) 61.5385 63.0435 60 61.5385 63.0435 60
Ratio Avg Win / Avg Loss 0.9277 0.8534 1.0271 0.8297 0.7462 0.9576
Largest Winning Trade 23254 23254 13005 24535 24535 14980
Largest Losing Trade -14622 -14622 -10223 -30167 -30167 -12802
Avg Bars in Trades 266 336 195 266 336 195
Avg Bars in Winners 242 353 123 242 353 123
Avg Bars in Losers 306 308 303 306 308 303
Bars Traded 24270 15477 8792 24270 15477 8792
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 333717 197515 62797 257206 115756 59060
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752617100000,
    "first_datapoint_time": 1752676800000,
    "last_datapoint_time": 1760116800000,
    "evaluation_time": 1760117010361,
    "expiration_time": 1766596800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "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": [
        [
            52625.8556548576,
            32910.3152104812,
            19715.5404443763,
            51418.4095422347,
            28537.2524310119,
            22881.1571112229
        ],
        [
            52.625856,
            32.910315,
            19.71554,
            51.41841,
            28.537252,
            22.881157
        ],
        [
            0.606219,
            0.379107,
            0.227111,
            0.479057,
            0.289612,
            0.237636
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30022,
            -22042,
            -10551,
            -57160,
            -43410,
            -18141
        ],
        [
            1.484274,
            1.455802,
            1.540647,
            1.327516,
            1.272942,
            1.436324
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            61.538462,
            63.043478,
            60,
            61.538462,
            63.043478,
            60
        ],
        [
            0.927671,
            0.853401,
            1.027098,
            0.829698,
            0.746207,
            0.95755
        ],
        [
            23254,
            23254,
            13005,
            24535,
            24535,
            14980
        ],
        [
            -14622,
            -14622,
            -10223,
            -30167,
            -30167,
            -12802
        ],
        [
            266,
            336,
            195,
            266,
            336,
            195
        ],
        [
            242,
            353,
            123,
            242,
            353,
            123
        ],
        [
            306,
            308,
            303,
            306,
            308,
            303
        ],
        [
            24270,
            15477,
            8792,
            24270,
            15477,
            8792
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333717,
            197515,
            62797,
            257206,
            115756,
            59060
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752617100000,
    "first_datapoint_time": 1752676800000,
    "last_datapoint_time": 1760116800000,
    "evaluation_time": 1760117010361,
    "expiration_time": 1766596800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "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)