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Trade: OMG/USDT/120/RMA/DCM/2855

Strategy
OMG/USDT/120/RMA/DCM/2855
Pair
OMG_USDT
Interval
2h
Score
322603
Daily Profit
0.260044
Profit Factor
1.738714
Profitability
41.322314
Streak
475.631955
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-02 04:10
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 420750.4589 308783.4691 111966.9898 539766.4241 275901.3084 263865.1157
Total P&L (%) 420.7505 308.7835 111.967 539.7664 275.9013 263.8651
Avg Daily Profit (%) 0.26 0.1908 0.0692 0.1148 0.0819 0.0799
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93552 -81070 -124317 -363440 -313269 -311817
Profit Factor 1.7387 2.1199 1.381 1.3334 1.332 1.3348
Total Trades 121 60 61 121 60 61
Winning Trades 50 23 27 50 23 27
Losing Trades 71 37 34 71 37 34
Profitability (%) 41.3223 38.3333 44.2623 41.3223 38.3333 44.2623
Ratio Avg Win / Avg Loss 2.469 3.4102 1.7391 1.8934 2.1428 1.6809
Largest Winning Trade 104844 104844 50642 197045 149575 197045
Largest Losing Trade -50687 -50687 -38863 -112079 -87111 -112079
Avg Bars in Trades 158 167 150 158 167 150
Avg Bars in Winners 263 301 232 263 301 232
Avg Bars in Losers 84 83 84 84 83 84
Bars Traded 19178 10023 9155 19178 10023 9155
Profit Streak 475.632 0 586.5486 475.632 0 586.5486
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322603 -162420 -261409 -40431 -256247 -247479
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580004000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759367400914,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 178,
            "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": [
        [
            420750.4588662333,
            308783.4691090042,
            111966.989757229,
            539766.4241430205,
            275901.3084182746,
            263865.1157247458
        ],
        [
            420.750459,
            308.783469,
            111.96699,
            539.766424,
            275.901308,
            263.865116
        ],
        [
            0.260044,
            0.190843,
            0.069201,
            0.114771,
            0.081873,
            0.07986
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93552,
            -81070,
            -124317,
            -363440,
            -313269,
            -311817
        ],
        [
            1.738714,
            2.119884,
            1.381043,
            1.333375,
            1.33198,
            1.334846
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            71,
            37,
            34,
            71,
            37,
            34
        ],
        [
            41.322314,
            38.333333,
            44.262295,
            41.322314,
            38.333333,
            44.262295
        ],
        [
            2.468974,
            3.410248,
            1.739091,
            1.893393,
            2.142751,
            1.680917
        ],
        [
            104844,
            104844,
            50642,
            197045,
            149575,
            197045
        ],
        [
            -50687,
            -50687,
            -38863,
            -112079,
            -87111,
            -112079
        ],
        [
            158,
            167,
            150,
            158,
            167,
            150
        ],
        [
            263,
            301,
            232,
            263,
            301,
            232
        ],
        [
            84,
            83,
            84,
            84,
            83,
            84
        ],
        [
            19178,
            10023,
            9155,
            19178,
            10023,
            9155
        ],
        [
            475.631955,
            0,
            586.548622,
            475.631955,
            0,
            586.548622
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322603,
            -162420,
            -261409,
            -40431,
            -256247,
            -247479
        ]
    ]
}
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": 1580004000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759367400914,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 178,
            "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)