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Trade: OMG/USDT/120/DCM/SUPERTREND/4405

Strategy
OMG/USDT/120/DCM/SUPERTREND/4405
Pair
OMG_USDT
Interval
2h
Score
340101
Daily Profit
0.294192
Profit Factor
1.495567
Profitability
43.277311
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-10 14:47
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 476003.261 384721.2253 91282.0357 333278.2538 350902.4203 -17624.1664
Total P&L (%) 476.0033 384.7212 91.282 333.2783 350.9024 -17.6242
Avg Daily Profit (%) 0.2942 0.2378 0.0564 0.0907 0.0931 -0.012
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86288 -96805 -148814 -326962 -357998 -433844
Profit Factor 1.4956 1.8661 1.1768 1.0988 1.2141 0.9898
Total Trades 238 119 119 238 119 119
Winning Trades 103 53 50 103 53 50
Losing Trades 135 66 69 135 66 69
Profitability (%) 43.2773 44.5378 42.0168 43.2773 44.5378 42.0168
Ratio Avg Win / Avg Loss 1.9602 2.3238 1.624 1.4401 1.5119 1.366
Largest Winning Trade 193899 193899 53359 268950 268950 172476
Largest Losing Trade -28326 -28326 -27943 -123768 -123768 -119953
Avg Bars in Trades 78 65 92 78 65 92
Avg Bars in Winners 123 91 158 123 91 158
Avg Bars in Losers 44 44 45 44 44 45
Bars Traded 18795 7769 11026 18795 7769 11026
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 340101 328445 -145862 -185195 -70330 -582453
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580371200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760096860115,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 178,
            "offset": 0,
            "multiplier": 2.84618
        }
    }
}
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": [
        [
            476003.2610150295,
            384721.2252975085,
            91282.0357175214,
            333278.2538361266,
            350902.4202755041,
            -17624.1664393769
        ],
        [
            476.003261,
            384.721225,
            91.282036,
            333.278254,
            350.90242,
            -17.624166
        ],
        [
            0.294192,
            0.237776,
            0.056417,
            0.09066,
            0.093126,
            -0.011982
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86288,
            -96805,
            -148814,
            -326962,
            -357998,
            -433844
        ],
        [
            1.495567,
            1.866057,
            1.1768,
            1.098752,
            1.214121,
            0.989848
        ],
        [
            238,
            119,
            119,
            238,
            119,
            119
        ],
        [
            103,
            53,
            50,
            103,
            53,
            50
        ],
        [
            135,
            66,
            69,
            135,
            66,
            69
        ],
        [
            43.277311,
            44.537815,
            42.016807,
            43.277311,
            44.537815,
            42.016807
        ],
        [
            1.96021,
            2.32377,
            1.623984,
            1.440112,
            1.511925,
            1.365991
        ],
        [
            193899,
            193899,
            53359,
            268950,
            268950,
            172476
        ],
        [
            -28326,
            -28326,
            -27943,
            -123768,
            -123768,
            -119953
        ],
        [
            78,
            65,
            92,
            78,
            65,
            92
        ],
        [
            123,
            91,
            158,
            123,
            91,
            158
        ],
        [
            44,
            44,
            45,
            44,
            44,
            45
        ],
        [
            18795,
            7769,
            11026,
            18795,
            7769,
            11026
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340101,
            328445,
            -145862,
            -185195,
            -70330,
            -582453
        ]
    ]
}
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": 1580371200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760096860115,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 178,
            "offset": 0,
            "multiplier": 2.84618
        }
    }
}

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)