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Trade: OMG/USDT/120/DCM/JMA/9877

Strategy
OMG/USDT/120/DCM/JMA/9877
Pair
OMG_USDT
Interval
2h
Score
412280
Daily Profit
0.374458
Profit Factor
1.635134
Profitability
44.278607
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 14:40
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 605873.8439 463264.344 142609.4999 1370902.6442 608918.1539 761984.4903
Total P&L (%) 605.8738 463.2643 142.6095 1370.9026 608.9182 761.9845
Avg Daily Profit (%) 0.3745 0.2863 0.0881 0.1663 0.1211 0.1332
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130478 -146912 -138035 -1092927 -1378305 -443752
Profit Factor 1.6351 2.003 1.2898 1.2411 1.1818 1.3262
Total Trades 201 101 100 201 101 100
Winning Trades 89 40 49 89 40 49
Losing Trades 112 61 51 112 61 51
Profitability (%) 44.2786 39.604 49 44.2786 39.604 49
Ratio Avg Win / Avg Loss 2.0577 3.0546 1.3425 1.5618 1.8022 1.3803
Largest Winning Trade 119680 119680 54524 1016941 1016941 405951
Largest Losing Trade -51429 -23242 -51429 -445386 -445386 -181770
Avg Bars in Trades 94 81 108 94 81 108
Avg Bars in Winners 127 105 145 127 105 145
Avg Bars in Losers 68 65 72 68 65 72
Bars Traded 19054 8247 10807 19054 8247 10807
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 412280 282129 -75942 266832 -54700 -15195

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580018400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758886806596,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 99,
            "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": [
        [
            605873.8439064756,
            463264.3439719983,
            142609.4999344771,
            1370902.6442039048,
            608918.1539348301,
            761984.4902690754
        ],
        [
            605.873844,
            463.264344,
            142.6095,
            1370.902644,
            608.918154,
            761.98449
        ],
        [
            0.374458,
            0.286319,
            0.088139,
            0.166298,
            0.121122,
            0.13322
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130478,
            -146912,
            -138035,
            -1092927,
            -1378305,
            -443752
        ],
        [
            1.635134,
            2.002994,
            1.289828,
            1.2411,
            1.181761,
            1.326203
        ],
        [
            201,
            101,
            100,
            201,
            101,
            100
        ],
        [
            89,
            40,
            49,
            89,
            40,
            49
        ],
        [
            112,
            61,
            51,
            112,
            61,
            51
        ],
        [
            44.278607,
            39.60396,
            49,
            44.278607,
            39.60396,
            49
        ],
        [
            2.057697,
            3.054566,
            1.342474,
            1.561834,
            1.802185,
            1.380334
        ],
        [
            119680,
            119680,
            54524,
            1016941,
            1016941,
            405951
        ],
        [
            -51429,
            -23242,
            -51429,
            -445386,
            -445386,
            -181770
        ],
        [
            94,
            81,
            108,
            94,
            81,
            108
        ],
        [
            127,
            105,
            145,
            127,
            105,
            145
        ],
        [
            68,
            65,
            72,
            68,
            65,
            72
        ],
        [
            19054,
            8247,
            10807,
            19054,
            8247,
            10807
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412280,
            282129,
            -75942,
            266832,
            -54700,
            -15195
        ]
    ]
}
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": 1580018400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758886806596,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 99,
            "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)