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Trade: OMG/USDT/480/DCM/WMA/8514

Strategy
OMG/USDT/480/DCM/WMA/8514
Pair
OMG_USDT
Interval
8h
Score
456015
Daily Profit
0.196488
Profit Factor
2.278889
Profitability
64.102564
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-09-29 07:26
Expiration Time
2024-08-13 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 482950.8703 373784.8586 109166.0117 -27275.6301 222890.5815 -250166.2116
Total P&L (%) 482.9509 373.7849 109.166 -27.2756 222.8906 -250.1662
Avg Daily Profit (%) 0.2539 0.1965 0.0574 -0.0167 0.0616 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144792 -86909 -127218 -831736 -314181 -603072
Profit Factor 1.7805 2.2789 1.3343 0.9853 1.3076 0.7779
Total Trades 77 39 38 77 39 38
Winning Trades 46 25 21 46 25 21
Losing Trades 31 14 17 31 14 17
Profitability (%) 59.7403 64.1026 55.2632 59.7403 64.1026 55.2632
Ratio Avg Win / Avg Loss 1.1999 1.2762 1.0802 0.664 0.7323 0.6297
Largest Winning Trade 103423 103423 75520 257249 195104 257249
Largest Losing Trade -93095 -39264 -93095 -540447 -241511 -540447
Avg Bars in Trades 71 41 103 71 41 103
Avg Bars in Winners 78 38 125 78 38 125
Avg Bars in Losers 62 46 75 62 46 75
Bars Traded 5529 1615 3914 5529 1615 3914
Profit Streak 0 0 569.1848 0 0 569.1848
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -34390 456015 -114720 -625515 -110313 -579499
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557705600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759119963817,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 69,
            "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": [
        [
            482950.8702644162,
            373784.8585565341,
            109166.0117078819,
            -27275.6300966845,
            222890.5814598272,
            -250166.211556512
        ],
        [
            482.95087,
            373.784859,
            109.166012,
            -27.27563,
            222.890581,
            -250.166212
        ],
        [
            0.253873,
            0.196488,
            0.057385,
            -0.016741,
            0.061635,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144792,
            -86909,
            -127218,
            -831736,
            -314181,
            -603072
        ],
        [
            1.780462,
            2.278889,
            1.334324,
            0.985264,
            1.30761,
            0.777895
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            59.74026,
            64.102564,
            55.263158,
            59.74026,
            64.102564,
            55.263158
        ],
        [
            1.199877,
            1.276178,
            1.080167,
            0.663982,
            0.732262,
            0.629724
        ],
        [
            103423,
            103423,
            75520,
            257249,
            195104,
            257249
        ],
        [
            -93095,
            -39264,
            -93095,
            -540447,
            -241511,
            -540447
        ],
        [
            71,
            41,
            103,
            71,
            41,
            103
        ],
        [
            78,
            38,
            125,
            78,
            38,
            125
        ],
        [
            62,
            46,
            75,
            62,
            46,
            75
        ],
        [
            5529,
            1615,
            3914,
            5529,
            1615,
            3914
        ],
        [
            0,
            0,
            569.184766,
            0,
            0,
            569.184766
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -34390,
            456015,
            -114720,
            -625515,
            -110313,
            -579499
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557705600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759119963817,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 69,
            "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)