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Trade: OMG/USDT/720/DCM/SSF/3296

Strategy
OMG/USDT/720/DCM/SSF/3296
Pair
OMG_USDT
Interval
12h
Score
300957
Daily Profit
0.235282
Profit Factor
1.303843
Profitability
42.571429
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-03 22:42
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 447623.1468 330894.8334 116728.3133 163526.8932 -21318.036 184844.9292
Total P&L (%) 447.6231 330.8948 116.7283 163.5269 -21.318 184.8449
Avg Daily Profit (%) 0.2353 0.1739 0.0614 0.0509 -0.0126 0.055
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195664 -176480 -143860 -767025 -669910 -356985
Profit Factor 1.3038 1.4471 1.1592 1.0416 0.9891 1.0932
Total Trades 350 175 175 350 175 175
Winning Trades 149 69 80 149 69 80
Losing Trades 201 106 95 201 106 95
Profitability (%) 42.5714 39.4286 45.7143 42.5714 39.4286 45.7143
Ratio Avg Win / Avg Loss 1.7589 2.223 1.3766 1.4051 1.5194 1.2982
Largest Winning Trade 113090 113090 49328 243125 243125 213665
Largest Losing Trade -39424 -33761 -39424 -203310 -105094 -203310
Avg Bars in Trades 10 9 12 10 9 12
Avg Bars in Winners 13 11 14 13 11 14
Avg Bars in Losers 8 7 9 8 7 9
Bars Traded 3759 1627 2133 3759 1627 2133
Profit Streak 0 0 504.3211 0 0 504.3211
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300957 216704 -156807 -300426 -581472 -237821
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": 1554940800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759520539758,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 16,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            447623.1467537427,
            330894.8334074207,
            116728.3133463219,
            163526.8932371189,
            -21318.0359744157,
            184844.9292115347
        ],
        [
            447.623147,
            330.894833,
            116.728313,
            163.526893,
            -21.318036,
            184.844929
        ],
        [
            0.235282,
            0.173926,
            0.061355,
            0.050945,
            -0.012601,
            0.055036
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195664,
            -176480,
            -143860,
            -767025,
            -669910,
            -356985
        ],
        [
            1.303843,
            1.447054,
            1.159239,
            1.041601,
            0.98906,
            1.093249
        ],
        [
            350,
            175,
            175,
            350,
            175,
            175
        ],
        [
            149,
            69,
            80,
            149,
            69,
            80
        ],
        [
            201,
            106,
            95,
            201,
            106,
            95
        ],
        [
            42.571429,
            39.428571,
            45.714286,
            42.571429,
            39.428571,
            45.714286
        ],
        [
            1.758876,
            2.22301,
            1.376597,
            1.405113,
            1.519425,
            1.298234
        ],
        [
            113090,
            113090,
            49328,
            243125,
            243125,
            213665
        ],
        [
            -39424,
            -33761,
            -39424,
            -203310,
            -105094,
            -203310
        ],
        [
            10,
            9,
            12,
            10,
            9,
            12
        ],
        [
            13,
            11,
            14,
            13,
            11,
            14
        ],
        [
            8,
            7,
            9,
            8,
            7,
            9
        ],
        [
            3759,
            1627,
            2133,
            3759,
            1627,
            2133
        ],
        [
            0,
            0,
            504.321062,
            0,
            0,
            504.321062
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300957,
            216704,
            -156807,
            -300426,
            -581472,
            -237821
        ]
    ]
}
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": 1554940800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759520539758,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 16,
            "offset": 0,
            "poles": 2
        }
    }
}

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)