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Trade: OMG/USDT/720/DCM/HMA/5374

Strategy
OMG/USDT/720/DCM/HMA/5374
Pair
OMG_USDT
Interval
12h
Score
428698
Daily Profit
0.205567
Profit Factor
2.273467
Profitability
48.888889
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-27 00:12
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 469439.6231 391091.1319 78348.4912 -51725.0398 370623.7535 -422348.7933
Total P&L (%) 469.4396 391.0911 78.3485 -51.725 370.6238 -422.3488
Avg Daily Profit (%) 0.2467 0.2056 0.0412 -0.0383 0.0814 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126105 -72112 -164760 -429251 -55671 -538753
Profit Factor 1.6801 2.2735 1.2045 0.9422 2.6788 0.3734
Total Trades 89 45 44 89 45 44
Winning Trades 44 22 22 44 22 22
Losing Trades 45 23 22 45 23 22
Profitability (%) 49.4382 48.8889 50 49.4382 48.8889 50
Ratio Avg Win / Avg Loss 1.7183 2.3768 1.2045 0.9636 2.8005 0.3734
Largest Winning Trade 246255 246255 69940 164515 164515 52066
Largest Losing Trade -93753 -53138 -93753 -411781 -55671 -411781
Avg Bars in Trades 41 28 54 41 28 54
Avg Bars in Winners 48 28 68 48 28 68
Avg Bars in Losers 34 29 40 34 29 40
Bars Traded 3691 1303 2388 3691 1303 2388
Profit Streak 0 0 569.8837 0 0 569.8837
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404017 428698 -137754 -580758 -79189 -580136

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": 1557878400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758921154487,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 78,
            "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": [
        [
            469439.6231280924,
            391091.1319173001,
            78348.4912107924,
            -51725.0398138365,
            370623.753498388,
            -422348.7933122244
        ],
        [
            469.439623,
            391.091132,
            78.348491,
            -51.72504,
            370.623753,
            -422.348793
        ],
        [
            0.246749,
            0.205567,
            0.041182,
            -0.038272,
            0.081446,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126105,
            -72112,
            -164760,
            -429251,
            -55671,
            -538753
        ],
        [
            1.680143,
            2.273467,
            1.204512,
            0.942194,
            2.678771,
            0.373395
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            49.438202,
            48.888889,
            50,
            49.438202,
            48.888889,
            50
        ],
        [
            1.718328,
            2.376807,
            1.204512,
            0.963607,
            2.800533,
            0.373395
        ],
        [
            246255,
            246255,
            69940,
            164515,
            164515,
            52066
        ],
        [
            -93753,
            -53138,
            -93753,
            -411781,
            -55671,
            -411781
        ],
        [
            41,
            28,
            54,
            41,
            28,
            54
        ],
        [
            48,
            28,
            68,
            48,
            28,
            68
        ],
        [
            34,
            29,
            40,
            34,
            29,
            40
        ],
        [
            3691,
            1303,
            2388,
            3691,
            1303,
            2388
        ],
        [
            0,
            0,
            569.883732,
            0,
            0,
            569.883732
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404017,
            428698,
            -137754,
            -580758,
            -79189,
            -580136
        ]
    ]
}
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": 1557878400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758921154487,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 78,
            "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)