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Trade: OMG/USDT/240/SINWMA/SSF/7567

Strategy
OMG/USDT/240/SINWMA/SSF/7567
Pair
OMG_USDT
Interval
4h
Score
399649
Daily Profit
0.178126
Profit Factor
1.708249
Profitability
47.500000
Streak
662.984190
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-09-26 06:37
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 716721.0545 488017.2971 228703.7574 3519112.6193 671020.9149 2848091.7044
Total P&L (%) 716.7211 488.0173 228.7038 3519.1126 671.0209 2848.0917
Avg Daily Profit (%) 0.377 0.2567 0.1203 0.1889 0.1075 0.1781
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72689 -104723 -47607 -2269464 -3118001 -1622426
Profit Factor 2.5464 2.6612 2.3478 1.3186 1.0955 1.7082
Total Trades 81 41 40 81 41 40
Winning Trades 35 16 19 35 16 19
Losing Trades 46 25 21 46 25 21
Profitability (%) 43.2099 39.0244 47.5 43.2099 39.0244 47.5
Ratio Avg Win / Avg Loss 3.3467 4.1581 2.5949 1.733 1.7118 1.8881
Largest Winning Trade 211554 211554 57231 2321828 2321828 1371419
Largest Losing Trade -42821 -30501 -42821 -1622426 -1588369 -1622426
Avg Bars in Trades 136 118 155 136 118 155
Avg Bars in Winners 230 204 251 230 204 251
Avg Bars in Losers 65 63 68 65 63 68
Bars Traded 11082 4860 6222 11082 4860 6222
Profit Streak 0 0 662.9842 0 0 662.9842
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -4513 322165 -27940 -9666 -167649 399649

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1557187200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758857834001,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 37,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            716721.0545022534,
            488017.2971293658,
            228703.7573728876,
            3519112.6192918527,
            671020.914884836,
            2848091.704407016
        ],
        [
            716.721055,
            488.017297,
            228.703757,
            3519.112619,
            671.020915,
            2848.091704
        ],
        [
            0.376958,
            0.256672,
            0.120286,
            0.188931,
            0.107485,
            0.178126
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72689,
            -104723,
            -47607,
            -2269464,
            -3118001,
            -1622426
        ],
        [
            2.546419,
            2.66116,
            2.34777,
            1.318587,
            1.095523,
            1.708249
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            43.209877,
            39.02439,
            47.5,
            43.209877,
            39.02439,
            47.5
        ],
        [
            3.346722,
            4.158063,
            2.594903,
            1.733,
            1.711755,
            1.888065
        ],
        [
            211554,
            211554,
            57231,
            2321828,
            2321828,
            1371419
        ],
        [
            -42821,
            -30501,
            -42821,
            -1622426,
            -1588369,
            -1622426
        ],
        [
            136,
            118,
            155,
            136,
            118,
            155
        ],
        [
            230,
            204,
            251,
            230,
            204,
            251
        ],
        [
            65,
            63,
            68,
            65,
            63,
            68
        ],
        [
            11082,
            4860,
            6222,
            11082,
            4860,
            6222
        ],
        [
            0,
            0,
            662.98419,
            0,
            0,
            662.98419
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -4513,
            322165,
            -27940,
            -9666,
            -167649,
            399649
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1557187200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758857834001,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 37,
            "offset": 0,
            "poles": 3
        }
    }
}

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)