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Trade: OMG/USDT/720/DCM/SSF/4281

Strategy
OMG/USDT/720/DCM/SSF/4281
Pair
OMG_USDT
Interval
12h
Score
438209
Daily Profit
0.298047
Profit Factor
1.732124
Profitability
56.198347
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 567034.1484 421424.5878 145609.5606 305320.3878 1309696.6127 -1004376.2249
Total P&L (%) 567.0341 421.4246 145.6096 305.3204 1309.6966 -1004.3762
Avg Daily Profit (%) 0.298 0.2215 0.0765 0.0736 0.1392 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122422 -117168 -156679 -1338152 -426724 -1477731
Profit Factor 1.7321 2.1755 1.35 1.0788 1.9526 0.5979
Total Trades 121 61 60 121 61 60
Winning Trades 68 34 34 68 34 34
Losing Trades 53 27 26 53 27 26
Profitability (%) 56.1983 55.7377 56.6667 56.1983 55.7377 56.6667
Ratio Avg Win / Avg Loss 1.35 1.7276 1.0324 0.8409 1.5506 0.4572
Largest Winning Trade 108045 108045 68600 447251 447251 259529
Largest Losing Trade -85400 -38358 -85400 -1214587 -252226 -1214587
Avg Bars in Trades 30 21 39 30 21 39
Avg Bars in Winners 34 20 47 34 20 47
Avg Bars in Losers 25 22 29 25 22 29
Bars Traded 3690 1303 2387 3690 1303 2387
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 438209 -148714 -258684 -229037 -163773 -749094
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": 1556884800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759520536909,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 33,
            "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": [
        [
            567034.1483610673,
            421424.5877736419,
            145609.5605874254,
            305320.3878332023,
            1309696.6127314805,
            -1004376.2248982779
        ],
        [
            567.034148,
            421.424588,
            145.609561,
            305.320388,
            1309.696613,
            -1004.376225
        ],
        [
            0.298047,
            0.221511,
            0.076536,
            0.073589,
            0.139175,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122422,
            -117168,
            -156679,
            -1338152,
            -426724,
            -1477731
        ],
        [
            1.732124,
            2.175515,
            1.35002,
            1.078836,
            1.952601,
            0.597925
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            56.198347,
            55.737705,
            56.666667,
            56.198347,
            55.737705,
            56.666667
        ],
        [
            1.350038,
            1.727615,
            1.032368,
            0.840858,
            1.550595,
            0.457236
        ],
        [
            108045,
            108045,
            68600,
            447251,
            447251,
            259529
        ],
        [
            -85400,
            -38358,
            -85400,
            -1214587,
            -252226,
            -1214587
        ],
        [
            30,
            21,
            39,
            30,
            21,
            39
        ],
        [
            34,
            20,
            47,
            34,
            20,
            47
        ],
        [
            25,
            22,
            29,
            25,
            22,
            29
        ],
        [
            3690,
            1303,
            2387,
            3690,
            1303,
            2387
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            438209,
            -148714,
            -258684,
            -229037,
            -163773,
            -749094
        ]
    ]
}
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": 1556884800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759520536909,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 33,
            "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)