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Trade: OMG/USDT/120/DCL/SMA/7398

Strategy
OMG/USDT/120/DCL/SMA/7398
Pair
OMG_USDT
Interval
2h
Score
468036
Daily Profit
0.246770
Profit Factor
1.635911
Profitability
60.550459
Streak
493.937224
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-02 03:29
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 399273.2702 428001.551 -28728.2809 -66821.1284 -40976.4954 -25844.633
Total P&L (%) 399.2733 428.0016 -28.7283 -66.8211 -40.9765 -25.8446
Avg Daily Profit (%) 0.2468 0.2645 -0.0178 -0.0682 -0.0326 -0.0185
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126227 -140169 -99928 -303825 -328861 -107455
Profit Factor 1.6359 1.9527 0.8392 0.9102 0.9299 0.8384
Total Trades 109 54 55 109 54 55
Winning Trades 66 36 30 66 36 30
Losing Trades 43 18 25 43 18 25
Profitability (%) 60.5505 66.6667 54.5455 60.5505 66.6667 54.5455
Ratio Avg Win / Avg Loss 1.0658 0.9763 0.6993 0.593 0.4649 0.6986
Largest Winning Trade 219004 219004 13707 144024 144024 28976
Largest Losing Trade -79612 -79612 -62076 -171508 -171508 -45922
Avg Bars in Trades 173 332 17 173 332 17
Avg Bars in Winners 128 223 15 128 223 15
Avg Bars in Losers 242 552 20 242 552 20
Bars Traded 18920 17966 953 18920 17966 953
Profit Streak 493.9372 493.9372 568.1872 493.9372 493.9372 568.1872
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468036 -168206 -759007 -577784 -758088 -759007
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579975200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759364976161,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 174,
            "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": [
        [
            399273.2701583894,
            428001.5510305384,
            -28728.2808721491,
            -66821.1283846741,
            -40976.4954131721,
            -25844.632971502
        ],
        [
            399.27327,
            428.001551,
            -28.728281,
            -66.821128,
            -40.976495,
            -25.844633
        ],
        [
            0.24677,
            0.264525,
            -0.017755,
            -0.068163,
            -0.03258,
            -0.018478
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126227,
            -140169,
            -99928,
            -303825,
            -328861,
            -107455
        ],
        [
            1.635911,
            1.952657,
            0.839152,
            0.910205,
            0.929866,
            0.838365
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            66,
            36,
            30,
            66,
            36,
            30
        ],
        [
            43,
            18,
            25,
            43,
            18,
            25
        ],
        [
            60.550459,
            66.666667,
            54.545455,
            60.550459,
            66.666667,
            54.545455
        ],
        [
            1.065821,
            0.976329,
            0.699293,
            0.593013,
            0.464933,
            0.698637
        ],
        [
            219004,
            219004,
            13707,
            144024,
            144024,
            28976
        ],
        [
            -79612,
            -79612,
            -62076,
            -171508,
            -171508,
            -45922
        ],
        [
            173,
            332,
            17,
            173,
            332,
            17
        ],
        [
            128,
            223,
            15,
            128,
            223,
            15
        ],
        [
            242,
            552,
            20,
            242,
            552,
            20
        ],
        [
            18920,
            17966,
            953,
            18920,
            17966,
            953
        ],
        [
            493.937224,
            493.937224,
            568.187224,
            493.937224,
            493.937224,
            568.187224
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468036,
            -168206,
            -759007,
            -577784,
            -758088,
            -759007
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579975200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759364976161,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 174,
            "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)