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Trade: OMG/USDT/720/DCM/EMA/5040

Strategy
OMG/USDT/720/DCM/EMA/5040
Pair
OMG_USDT
Interval
12h
Score
468397
Daily Profit
0.271022
Profit Factor
3.289092
Profitability
45.161290
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-03 22:42
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 749736.8355 515618.4926 234118.3429 5766190.5926 -234987.9845 6001178.5772
Total P&L (%) 749.7368 515.6185 234.1183 5766.1906 -234.988 6001.1786
Avg Daily Profit (%) 0.3941 0.271 0.1231 0.2143 0 0.2163
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103765 -74209 -77827 -8811927 -5726167 -5863556
Profit Factor 2.6997 3.2891 2.0846 1.2417 0.9825 1.5735
Total Trades 62 31 31 62 31 31
Winning Trades 29 14 15 29 14 15
Losing Trades 33 17 16 33 17 16
Profitability (%) 46.7742 45.1613 48.3871 46.7742 45.1613 48.3871
Ratio Avg Win / Avg Loss 3.072 3.9939 2.2236 1.413 1.193 1.6784
Largest Winning Trade 160339 160339 61769 3801587 3489749 3801587
Largest Losing Trade -43793 -31600 -43793 -4793056 -2710197 -4793056
Avg Bars in Trades 59 40 78 59 40 78
Avg Bars in Winners 105 71 137 105 71 137
Avg Bars in Losers 18 14 22 18 14 22
Bars Traded 3676 1245 2431 3676 1245 2431
Profit Streak 0 0 586.8211 0 0 586.8211
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144907 468397 -24849 -151867 -581033 394552
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": 1558310400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759520541513,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 6,
            "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": [
        [
            749736.835514346,
            515618.4925841234,
            234118.3429302225,
            5766190.592621239,
            -234987.9845347083,
            6001178.577155947
        ],
        [
            749.736836,
            515.618493,
            234.118343,
            5766.190593,
            -234.987985,
            6001.178577
        ],
        [
            0.39408,
            0.271022,
            0.123058,
            0.214252,
            0,
            0.216321
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103765,
            -74209,
            -77827,
            -8811927,
            -5726167,
            -5863556
        ],
        [
            2.699663,
            3.289092,
            2.08459,
            1.241717,
            0.982452,
            1.573502
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            46.774194,
            45.16129,
            48.387097,
            46.774194,
            45.16129,
            48.387097
        ],
        [
            3.072031,
            3.993897,
            2.223563,
            1.412989,
            1.192977,
            1.678402
        ],
        [
            160339,
            160339,
            61769,
            3801587,
            3489749,
            3801587
        ],
        [
            -43793,
            -31600,
            -43793,
            -4793056,
            -2710197,
            -4793056
        ],
        [
            59,
            40,
            78,
            59,
            40,
            78
        ],
        [
            105,
            71,
            137,
            105,
            71,
            137
        ],
        [
            18,
            14,
            22,
            18,
            14,
            22
        ],
        [
            3676,
            1245,
            2431,
            3676,
            1245,
            2431
        ],
        [
            0,
            0,
            586.821082,
            0,
            0,
            586.821082
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144907,
            468397,
            -24849,
            -151867,
            -581033,
            394552
        ]
    ]
}
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": 1558310400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759520541513,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 6,
            "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)