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Trade: OMG/USDT/720/DCM/ZLMA/7895

Strategy
OMG/USDT/720/DCM/ZLMA/7895
Pair
OMG_USDT
Interval
12h
Score
487014
Daily Profit
0.473497
Profit Factor
2.377490
Profitability
44.881890
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-09 06:58
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 900828.6309 634323.2003 266505.4305 11373929.1287 2057606.2581 9316322.8706
Total P&L (%) 900.8286 634.3232 266.5054 11373.9291 2057.6063 9316.3229
Avg Daily Profit (%) 0.4735 0.3334 0.1401 0.2496 0.1616 0.2392
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80149 -139251 -90287 -8175945 -5775043 -2408410
Profit Factor 2.3775 2.8259 1.8693 1.5027 1.1476 2.0723
Total Trades 127 64 63 127 64 63
Winning Trades 57 28 29 57 28 29
Losing Trades 70 36 34 70 36 34
Profitability (%) 44.8819 43.75 46.0317 44.8819 43.75 46.0317
Ratio Avg Win / Avg Loss 2.9197 3.6333 2.1916 1.8454 1.4755 2.4295
Largest Winning Trade 279174 279174 62808 3349652 2954209 3349652
Largest Losing Trade -35619 -30229 -35619 -4971315 -4971315 -1218833
Avg Bars in Trades 29 22 35 29 22 35
Avg Bars in Winners 41 30 51 41 30 51
Avg Bars in Losers 19 16 22 19 16 22
Bars Traded 3699 1455 2244 3699 1455 2244
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 487014 -127038 -150705 342695 -192041 -135911
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": 1556107200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759982315907,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 25,
            "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": [
        [
            900828.6308619844,
            634323.2003140117,
            266505.4305479728,
            11373929.128713753,
            2057606.2580666672,
            9316322.87064708
        ],
        [
            900.828631,
            634.3232,
            266.505431,
            11373.929129,
            2057.606258,
            9316.322871
        ],
        [
            0.473497,
            0.333416,
            0.140082,
            0.249597,
            0.16158,
            0.239183
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80149,
            -139251,
            -90287,
            -8175945,
            -5775043,
            -2408410
        ],
        [
            2.37749,
            2.825913,
            1.869332,
            1.502679,
            1.147625,
            2.072251
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            44.88189,
            43.75,
            46.031746,
            44.88189,
            43.75,
            46.031746
        ],
        [
            2.919724,
            3.633317,
            2.191631,
            1.845395,
            1.475518,
            2.429535
        ],
        [
            279174,
            279174,
            62808,
            3349652,
            2954209,
            3349652
        ],
        [
            -35619,
            -30229,
            -35619,
            -4971315,
            -4971315,
            -1218833
        ],
        [
            29,
            22,
            35,
            29,
            22,
            35
        ],
        [
            41,
            30,
            51,
            41,
            30,
            51
        ],
        [
            19,
            16,
            22,
            19,
            16,
            22
        ],
        [
            3699,
            1455,
            2244,
            3699,
            1455,
            2244
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            487014,
            -127038,
            -150705,
            342695,
            -192041,
            -135911
        ]
    ]
}
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": 1556107200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759982315907,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 25,
            "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)