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Trade: OMG/USDT/240/DCL/SWMA/7059

Strategy
OMG/USDT/240/DCL/SWMA/7059
Pair
OMG_USDT
Interval
4h
Score
445154
Daily Profit
0.181287
Profit Factor
1.920384
Profitability
58.064516
Streak
690.196285
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-09-28 07:42
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 430220.2542 344687.1631 85533.0911 162765.4312 -100921.8658 263687.2969
Total P&L (%) 430.2203 344.6872 85.5331 162.7654 -100.9219 263.6873
Avg Daily Profit (%) 0.2263 0.1813 0.045 0.0508 0 0.0679
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145184 -186563 -16811 -813126 -966957 -32596
Profit Factor 2.0212 1.9204 2.8285 1.1119 0.9278 5.586
Total Trades 63 31 32 63 31 32
Winning Trades 40 18 22 40 18 22
Losing Trades 23 13 10 23 13 10
Profitability (%) 63.4921 58.0645 68.75 63.4921 58.0645 68.75
Ratio Avg Win / Avg Loss 1.1622 1.3869 1.2857 0.6394 0.67 2.5391
Largest Winning Trade 150755 150755 21855 333572 333572 90284
Largest Losing Trade -60414 -60414 -15375 -472451 -472451 -24314
Avg Bars in Trades 167 315 23 167 315 23
Avg Bars in Winners 89 173 21 89 173 21
Avg Bars in Losers 301 512 27 301 512 27
Bars Traded 10529 9788 741 10529 9788 741
Profit Streak 636.863 690.1963 636.863 636.863 690.1963 636.863
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -137293 445154 -124528 -371996 -578409 -90001
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1557806400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759034558995,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 247,
            "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": [
        [
            430220.2541957527,
            344687.163082453,
            85533.0911132996,
            162765.4311859336,
            -100921.8657539874,
            263687.2969399212
        ],
        [
            430.220254,
            344.687163,
            85.533091,
            162.765431,
            -100.921866,
            263.687297
        ],
        [
            0.226273,
            0.181287,
            0.044986,
            0.050824,
            0,
            0.067929
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145184,
            -186563,
            -16811,
            -813126,
            -966957,
            -32596
        ],
        [
            2.021217,
            1.920384,
            2.828485,
            1.111916,
            0.92775,
            5.585959
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            23,
            13,
            10,
            23,
            13,
            10
        ],
        [
            63.492063,
            58.064516,
            68.75,
            63.492063,
            58.064516,
            68.75
        ],
        [
            1.1622,
            1.386944,
            1.285675,
            0.639352,
            0.670042,
            2.539072
        ],
        [
            150755,
            150755,
            21855,
            333572,
            333572,
            90284
        ],
        [
            -60414,
            -60414,
            -15375,
            -472451,
            -472451,
            -24314
        ],
        [
            167,
            315,
            23,
            167,
            315,
            23
        ],
        [
            89,
            173,
            21,
            89,
            173,
            21
        ],
        [
            301,
            512,
            27,
            301,
            512,
            27
        ],
        [
            10529,
            9788,
            741,
            10529,
            9788,
            741
        ],
        [
            636.862951,
            690.196285,
            636.862951,
            636.862951,
            690.196285,
            636.862951
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -137293,
            445154,
            -124528,
            -371996,
            -578409,
            -90001
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1557806400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759034558995,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 247,
            "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)