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Trade: OMG/USDT/120/WMA/JMA/3764

Strategy
OMG/USDT/120/WMA/JMA/3764
Pair
OMG_USDT
Interval
2h
Score
355420
Daily Profit
0.294773
Profit Factor
1.557390
Profitability
42.622951
Streak
497.699350
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 15:47
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 476941.9872 377929.4502 99012.537 630480.9516 180568.5713 449912.3804
Total P&L (%) 476.942 377.9295 99.0125 630.481 180.5686 449.9124
Avg Daily Profit (%) 0.2948 0.2336 0.0612 0.123 0.0638 0.1054
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147309 -154855 -141568 -513401 -650224 -262295
Profit Factor 1.5574 1.8636 1.2369 1.2477 1.1239 1.4135
Total Trades 183 92 91 183 92 91
Winning Trades 78 34 44 78 34 44
Losing Trades 105 58 47 105 58 47
Profitability (%) 42.623 36.9565 48.3516 42.623 36.9565 48.3516
Ratio Avg Win / Avg Loss 2.0965 3.179 1.3212 1.6796 1.9172 1.5098
Largest Winning Trade 177180 177180 41484 266775 266775 168348
Largest Losing Trade -27972 -16845 -27972 -107321 -107321 -106980
Avg Bars in Trades 103 98 109 103 98 109
Avg Bars in Winners 169 168 169 169 168 169
Avg Bars in Losers 55 57 52 55 57 52
Bars Traded 19025 9086 9939 19025 9086 9939
Profit Streak 497.6994 501.5327 0 497.6994 501.5327 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355420 239337 -112468 -28872 -195698 -51327

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580140800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758890823856,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 72,
            "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": [
        [
            476941.9871621011,
            377929.4502018325,
            99012.5369602684,
            630480.9516421537,
            180568.5712864905,
            449912.3803556634
        ],
        [
            476.941987,
            377.92945,
            99.012537,
            630.480952,
            180.568571,
            449.91238
        ],
        [
            0.294773,
            0.233578,
            0.061194,
            0.122976,
            0.063781,
            0.105407
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147309,
            -154855,
            -141568,
            -513401,
            -650224,
            -262295
        ],
        [
            1.55739,
            1.863553,
            1.236858,
            1.24767,
            1.12389,
            1.413463
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            78,
            34,
            44,
            78,
            34,
            44
        ],
        [
            105,
            58,
            47,
            105,
            58,
            47
        ],
        [
            42.622951,
            36.956522,
            48.351648,
            42.622951,
            36.956522,
            48.351648
        ],
        [
            2.096487,
            3.179001,
            1.321189,
            1.679556,
            1.917224,
            1.509835
        ],
        [
            177180,
            177180,
            41484,
            266775,
            266775,
            168348
        ],
        [
            -27972,
            -16845,
            -27972,
            -107321,
            -107321,
            -106980
        ],
        [
            103,
            98,
            109,
            103,
            98,
            109
        ],
        [
            169,
            168,
            169,
            169,
            168,
            169
        ],
        [
            55,
            57,
            52,
            55,
            57,
            52
        ],
        [
            19025,
            9086,
            9939,
            19025,
            9086,
            9939
        ],
        [
            497.69935,
            501.532683,
            0,
            497.69935,
            501.532684,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355420,
            239337,
            -112468,
            -28872,
            -195698,
            -51327
        ]
    ]
}
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": 1580140800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758890823856,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 72,
            "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)