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Trade: OMG/USDT/720/DCM/SINWMA/4239

Strategy
OMG/USDT/720/DCM/SINWMA/4239
Pair
OMG_USDT
Interval
12h
Score
505485
Daily Profit
0.263802
Profit Factor
3.514846
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-12 16:21
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 670961.4428 501884.2457 169077.1972 2600238.2042 1768083.4828 832154.7214
Total P&L (%) 670.9614 501.8842 169.0772 2600.2382 1768.0835 832.1547
Avg Daily Profit (%) 0.3527 0.2638 0.0889 0.1734 0.154 0.1174
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130365 -38909 -125111 -813449 -654898 -730194
Profit Factor 2.5355 3.5148 1.7122 1.5071 1.6833 1.3277
Total Trades 64 32 32 64 32 32
Winning Trades 29 15 14 29 15 14
Losing Trades 35 17 18 35 17 18
Profitability (%) 45.3125 46.875 43.75 45.3125 46.875 43.75
Ratio Avg Win / Avg Loss 3.0601 3.9835 2.2014 1.819 1.9077 1.707
Largest Winning Trade 171178 171178 70964 1038325 1038325 999413
Largest Losing Trade -45800 -24047 -45800 -590073 -480566 -590073
Avg Bars in Trades 54 35 73 54 35 73
Avg Bars in Winners 94 48 143 94 48 143
Avg Bars in Losers 20 23 18 20 23 18
Bars Traded 3468 1132 2336 3468 1132 2336
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -131424 505485 -73529 -135329 345093 -36948
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": 1559304000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760275280126,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 8,
            "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": [
        [
            670961.4428056447,
            501884.245651442,
            169077.1971542026,
            2600238.2041996596,
            1768083.4828235551,
            832154.721376104
        ],
        [
            670.961443,
            501.884246,
            169.077197,
            2600.238204,
            1768.083483,
            832.154721
        ],
        [
            0.352674,
            0.263802,
            0.088871,
            0.173392,
            0.153995,
            0.117405
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130365,
            -38909,
            -125111,
            -813449,
            -654898,
            -730194
        ],
        [
            2.535501,
            3.514846,
            1.712212,
            1.507137,
            1.6833,
            1.327656
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            45.3125,
            46.875,
            43.75,
            45.3125,
            46.875,
            43.75
        ],
        [
            3.060087,
            3.983492,
            2.201416,
            1.818959,
            1.90774,
            1.706986
        ],
        [
            171178,
            171178,
            70964,
            1038325,
            1038325,
            999413
        ],
        [
            -45800,
            -24047,
            -45800,
            -590073,
            -480566,
            -590073
        ],
        [
            54,
            35,
            73,
            54,
            35,
            73
        ],
        [
            94,
            48,
            143,
            94,
            48,
            143
        ],
        [
            20,
            23,
            18,
            20,
            23,
            18
        ],
        [
            3468,
            1132,
            2336,
            3468,
            1132,
            2336
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -131424,
            505485,
            -73529,
            -135329,
            345093,
            -36948
        ]
    ]
}
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": 1559304000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760275280126,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 8,
            "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)