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Trade: OMG/USDT/720/T3/JMA/7642

Strategy
OMG/USDT/720/T3/JMA/7642
Pair
OMG_USDT
Interval
12h
Score
401633
Daily Profit
0.261683
Profit Factor
2.799823
Profitability
43.902439
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-03 23:45
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 705213.0025 497851.1169 207361.8856 2774675.0283 1411470.0709 1363204.9574
Total P&L (%) 705.213 497.8511 207.3619 2774.675 1411.4701 1363.205
Avg Daily Profit (%) 0.3707 0.2617 0.109 0.1767 0.1428 0.1411
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69975 -105995 -92255 -2043745 -2689775 -1435314
Profit Factor 2.3416 2.7998 1.8326 1.2636 1.2387 1.2955
Total Trades 81 41 40 81 41 40
Winning Trades 38 18 20 38 18 20
Losing Trades 43 23 20 43 23 20
Profitability (%) 46.9136 43.9024 50 46.9136 43.9024 50
Ratio Avg Win / Avg Loss 2.6497 3.5776 1.8326 1.4298 1.5827 1.2955
Largest Winning Trade 232667 232667 51810 2342888 2342888 1089953
Largest Losing Trade -33797 -29552 -33797 -1205934 -1205934 -860136
Avg Bars in Trades 45 38 52 45 38 52
Avg Bars in Winners 73 64 80 73 64 80
Avg Bars in Losers 21 17 25 21 17 25
Bars Traded 3693 1577 2116 3693 1577 2116
Profit Streak 0 0 552.865 0 0 552.865
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3521 401633 -43391 -9778 -3446 -3539
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": 1555243200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759524332190,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 24,
            "offset": 0,
            "a": 0.19124
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 17,
            "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": [
        [
            705213.0024951072,
            497851.1168933883,
            207361.8856017188,
            2774675.028300916,
            1411470.0708815653,
            1363204.9574193498
        ],
        [
            705.213002,
            497.851117,
            207.361886,
            2774.675028,
            1411.470071,
            1363.204957
        ],
        [
            0.370677,
            0.261683,
            0.108994,
            0.176688,
            0.142844,
            0.141136
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69975,
            -105995,
            -92255,
            -2043745,
            -2689775,
            -1435314
        ],
        [
            2.34157,
            2.799823,
            1.832608,
            1.26358,
            1.238671,
            1.295513
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            46.91358,
            43.902439,
            50,
            46.91358,
            43.902439,
            50
        ],
        [
            2.649672,
            3.577552,
            1.832608,
            1.42984,
            1.582746,
            1.295513
        ],
        [
            232667,
            232667,
            51810,
            2342888,
            2342888,
            1089953
        ],
        [
            -33797,
            -29552,
            -33797,
            -1205934,
            -1205934,
            -860136
        ],
        [
            45,
            38,
            52,
            45,
            38,
            52
        ],
        [
            73,
            64,
            80,
            73,
            64,
            80
        ],
        [
            21,
            17,
            25,
            21,
            17,
            25
        ],
        [
            3693,
            1577,
            2116,
            3693,
            1577,
            2116
        ],
        [
            0,
            0,
            552.864956,
            0,
            0,
            552.864956
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3521,
            401633,
            -43391,
            -9778,
            -3446,
            -3539
        ]
    ]
}
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": 1555243200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759524332190,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 24,
            "offset": 0,
            "a": 0.19124
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 17,
            "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)