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Trade: OMG/USDT/120/PWMA/HILO/4746

Strategy
OMG/USDT/120/PWMA/HILO/4746
Pair
OMG_USDT
Interval
2h
Score
340790
Daily Profit
0.206655
Profit Factor
1.211351
Profitability
43.468468
Streak
475.565269
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 18:33
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 334367.0104 332460.455 1906.5554 -33981.8935 76467.3431 -110449.2365
Total P&L (%) 334.367 332.4605 1.9066 -33.9819 76.4673 -110.4492
Avg Daily Profit (%) 0.2067 0.2055 0.0012 -0.0257 0.0351 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -246098 -184285 -154688 -510116 -315385 -410637
Profit Factor 1.2114 1.4497 1.0023 0.9886 1.0549 0.9299
Total Trades 444 222 222 444 222 222
Winning Trades 193 87 106 193 87 106
Losing Trades 251 135 116 251 135 116
Profitability (%) 43.4685 39.1892 47.7477 43.4685 39.1892 47.7477
Ratio Avg Win / Avg Loss 1.5754 2.2496 1.0968 1.2856 1.637 1.0177
Largest Winning Trade 233845 233845 36508 168484 168484 92184
Largest Losing Trade -38923 -24754 -38923 -87973 -87973 -83862
Avg Bars in Trades 43 40 46 43 40 46
Avg Bars in Winners 58 56 59 58 56 59
Avg Bars in Losers 31 30 34 31 30 34
Bars Traded 19228 8963 10265 19228 8963 10265
Profit Streak 475.5653 475.5653 490.3986 475.5653 475.5653 490.3986
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340790 257067 -573985 -577976 -307613 -578044
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579478400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759073639276,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            334367.0104021067,
            332460.4550232342,
            1906.5553788721,
            -33981.8934518394,
            76467.3430549063,
            -110449.2365067459
        ],
        [
            334.36701,
            332.460455,
            1.906555,
            -33.981893,
            76.467343,
            -110.449237
        ],
        [
            0.206655,
            0.205476,
            0.001178,
            -0.025661,
            0.035109,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -246098,
            -184285,
            -154688,
            -510116,
            -315385,
            -410637
        ],
        [
            1.211351,
            1.449729,
            1.002262,
            0.988552,
            1.05494,
            0.929947
        ],
        [
            444,
            222,
            222,
            444,
            222,
            222
        ],
        [
            193,
            87,
            106,
            193,
            87,
            106
        ],
        [
            251,
            135,
            116,
            251,
            135,
            116
        ],
        [
            43.468468,
            39.189189,
            47.747748,
            43.468468,
            39.189189,
            47.747748
        ],
        [
            1.575384,
            2.249579,
            1.096815,
            1.28563,
            1.636975,
            1.017678
        ],
        [
            233845,
            233845,
            36508,
            168484,
            168484,
            92184
        ],
        [
            -38923,
            -24754,
            -38923,
            -87973,
            -87973,
            -83862
        ],
        [
            43,
            40,
            46,
            43,
            40,
            46
        ],
        [
            58,
            56,
            59,
            58,
            56,
            59
        ],
        [
            31,
            30,
            34,
            31,
            30,
            34
        ],
        [
            19228,
            8963,
            10265,
            19228,
            8963,
            10265
        ],
        [
            475.565269,
            475.565269,
            490.398603,
            475.565269,
            475.565269,
            490.398603
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340790,
            257067,
            -573985,
            -577976,
            -307613,
            -578044
        ]
    ]
}
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": 1579478400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759073639276,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)