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Trade: OMG/USDT/720/DCM/HMA/7440

Strategy
OMG/USDT/720/DCM/HMA/7440
Pair
OMG_USDT
Interval
12h
Score
458535
Daily Profit
0.207415
Profit Factor
2.245931
Profitability
56.250000
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-28 08:42
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 540617.0713 394606.5496 146010.5217 162924.1268 337816.7094 -174892.5825
Total P&L (%) 540.6171 394.6066 146.0105 162.9241 337.8167 -174.8926
Avg Daily Profit (%) 0.2842 0.2074 0.0767 0.0508 0.0776 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134185 -87310 -146915 -1421331 -469328 -970806
Profit Factor 1.9366 2.2459 1.5605 1.0572 1.2533 0.8846
Total Trades 64 32 32 64 32 32
Winning Trades 37 18 19 37 18 19
Losing Trades 27 14 13 27 14 13
Profitability (%) 57.8125 56.25 59.375 57.8125 56.25 59.375
Ratio Avg Win / Avg Loss 1.4132 1.7468 1.0677 0.7715 0.9748 0.6052
Largest Winning Trade 230135 230135 59741 602953 602953 317687
Largest Losing Trade -70544 -45448 -70544 -947571 -270706 -947571
Avg Bars in Trades 56 34 78 56 34 78
Avg Bars in Winners 55 23 86 55 23 86
Avg Bars in Losers 57 49 66 57 49 66
Bars Traded 3626 1108 2518 3626 1108 2518
Profit Streak 0 0 567.2378 0 0 567.2378
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -131163 458535 -87034 -426818 -90370 -579011
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": 1560772800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759038145551,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 142,
            "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": [
        [
            540617.0712754857,
            394606.5495756915,
            146010.5216997935,
            162924.1268137821,
            337816.7093591993,
            -174892.5825454172
        ],
        [
            540.617071,
            394.60655,
            146.010522,
            162.924127,
            337.816709,
            -174.892583
        ],
        [
            0.284161,
            0.207415,
            0.076747,
            0.050825,
            0.077645,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134185,
            -87310,
            -146915,
            -1421331,
            -469328,
            -970806
        ],
        [
            1.936599,
            2.245931,
            1.560509,
            1.057184,
            1.253277,
            0.884584
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            57.8125,
            56.25,
            59.375,
            57.8125,
            56.25,
            59.375
        ],
        [
            1.413194,
            1.746835,
            1.067716,
            0.771459,
            0.974771,
            0.605242
        ],
        [
            230135,
            230135,
            59741,
            602953,
            602953,
            317687
        ],
        [
            -70544,
            -45448,
            -70544,
            -947571,
            -270706,
            -947571
        ],
        [
            56,
            34,
            78,
            56,
            34,
            78
        ],
        [
            55,
            23,
            86,
            55,
            23,
            86
        ],
        [
            57,
            49,
            66,
            57,
            49,
            66
        ],
        [
            3626,
            1108,
            2518,
            3626,
            1108,
            2518
        ],
        [
            0,
            0,
            567.237796,
            0,
            0,
            567.237796
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -131163,
            458535,
            -87034,
            -426818,
            -90370,
            -579011
        ]
    ]
}
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": 1560772800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759038145551,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 142,
            "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)