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Trade: OMG/USDT/120/SWMA/WMA/1089

Strategy
OMG/USDT/120/SWMA/WMA/1089
Pair
OMG_USDT
Interval
2h
Score
433077
Daily Profit
0.373429
Profit Factor
1.563049
Profitability
44.059406
Streak
504.188035
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-03 21:30
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 604208.8084 469149.1395 135059.6689 856063.0396 2886283.6437 -2030220.604
Total P&L (%) 604.2088 469.1491 135.0597 856.063 2886.2836 -2030.2206
Avg Daily Profit (%) 0.3734 0.29 0.0835 0.1396 0.2101 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -207408 -186758 -108916 -11886706 -6789482 -9626669
Profit Factor 1.563 1.8755 1.2514 1.0258 1.1966 0.8906
Total Trades 202 101 101 202 101 101
Winning Trades 89 39 50 89 39 50
Losing Trades 113 62 51 113 62 51
Profitability (%) 44.0594 38.6139 49.505 44.0594 38.6139 49.505
Ratio Avg Win / Avg Loss 1.9845 2.9816 1.2764 1.3024 1.9023 0.9084
Largest Winning Trade 224259 224259 44058 2076415 2076415 1988997
Largest Losing Trade -29158 -29158 -23397 -2521769 -1543556 -2521769
Avg Bars in Trades 94 100 88 94 100 88
Avg Bars in Winners 125 139 115 125 139 115
Avg Bars in Losers 70 76 62 70 76 62
Bars Traded 19118 10177 8941 19118 10177 8941
Profit Streak 504.188 510.3547 504.188 504.188 510.3547 504.188
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433077 281561 -81615 -198706 29273 -580671
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580241600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759516246259,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 211,
            "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": [
        [
            604208.8084230286,
            469149.139499552,
            135059.6689234761,
            856063.0396468553,
            2886283.6436912566,
            -2030220.6040444055
        ],
        [
            604.208808,
            469.149139,
            135.059669,
            856.06304,
            2886.283644,
            -2030.220604
        ],
        [
            0.373429,
            0.289956,
            0.083473,
            0.139631,
            0.210147,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -207408,
            -186758,
            -108916,
            -11886706,
            -6789482,
            -9626669
        ],
        [
            1.563049,
            1.875524,
            1.251389,
            1.025753,
            1.196576,
            0.890604
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            89,
            39,
            50,
            89,
            39,
            50
        ],
        [
            113,
            62,
            51,
            113,
            62,
            51
        ],
        [
            44.059406,
            38.613861,
            49.50495,
            44.059406,
            38.613861,
            49.50495
        ],
        [
            1.984545,
            2.981603,
            1.276417,
            1.302361,
            1.90225,
            0.908416
        ],
        [
            224259,
            224259,
            44058,
            2076415,
            2076415,
            1988997
        ],
        [
            -29158,
            -29158,
            -23397,
            -2521769,
            -1543556,
            -2521769
        ],
        [
            94,
            100,
            88,
            94,
            100,
            88
        ],
        [
            125,
            139,
            115,
            125,
            139,
            115
        ],
        [
            70,
            76,
            62,
            70,
            76,
            62
        ],
        [
            19118,
            10177,
            8941,
            19118,
            10177,
            8941
        ],
        [
            504.188035,
            510.354702,
            504.188035,
            504.188035,
            510.354702,
            504.188035
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433077,
            281561,
            -81615,
            -198706,
            29273,
            -580671
        ]
    ]
}
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": 1580241600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759516246259,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 211,
            "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)