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Trade: OMG/USDT/360/PWMA/MIDPRICE/6066

Strategy
OMG/USDT/360/PWMA/MIDPRICE/6066
Pair
OMG_USDT
Interval
6h
Score
396285
Daily Profit
0.350725
Profit Factor
1.760087
Profitability
43.708609
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-09-25 18:14
Expiration Time
2024-08-13 04:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 667079.2051 524631.6455 142447.5595 686383.6503 351051.6373 335332.013
Total P&L (%) 667.0792 524.6316 142.4476 686.3837 351.0516 335.332
Avg Daily Profit (%) 0.3507 0.2758 0.0749 0.1085 0.0792 0.0774
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106613 -91172 -126380 -1215892 -1008482 -582401
Profit Factor 1.7601 2.0714 1.3672 1.1039 1.0918 1.1205
Total Trades 151 76 75 151 76 75
Winning Trades 66 28 38 66 28 38
Losing Trades 85 48 37 85 48 37
Profitability (%) 43.7086 36.8421 50.6667 43.7086 36.8421 50.6667
Ratio Avg Win / Avg Loss 2.2668 3.5509 1.3312 1.4217 1.8716 1.0911
Largest Winning Trade 277399 277399 55820 887532 887532 383887
Largest Losing Trade -43242 -31365 -43242 -384197 -323799 -384197
Avg Bars in Trades 49 49 49 49 49 49
Avg Bars in Winners 76 88 66 76 88 66
Avg Bars in Losers 28 26 30 28 26 30
Bars Traded 7415 3728 3686 7415 3728 3686
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 396285 -41951 -149324 -155642 -260190 -234452

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1556258400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758813257196,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 27,
            "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": [
        [
            667079.2050542152,
            524631.6455297677,
            142447.5595244478,
            686383.6503261065,
            351051.6373197003,
            335332.0130064065
        ],
        [
            667.079205,
            524.631646,
            142.44756,
            686.38365,
            351.051637,
            335.332013
        ],
        [
            0.350725,
            0.275832,
            0.074894,
            0.108485,
            0.079233,
            0.077366
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106613,
            -91172,
            -126380,
            -1215892,
            -1008482,
            -582401
        ],
        [
            1.760087,
            2.071359,
            1.367183,
            1.103894,
            1.091785,
            1.120544
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            66,
            28,
            38,
            66,
            28,
            38
        ],
        [
            85,
            48,
            37,
            85,
            48,
            37
        ],
        [
            43.708609,
            36.842105,
            50.666667,
            43.708609,
            36.842105,
            50.666667
        ],
        [
            2.266778,
            3.550901,
            1.331204,
            1.421682,
            1.871631,
            1.091056
        ],
        [
            277399,
            277399,
            55820,
            887532,
            887532,
            383887
        ],
        [
            -43242,
            -31365,
            -43242,
            -384197,
            -323799,
            -384197
        ],
        [
            49,
            49,
            49,
            49,
            49,
            49
        ],
        [
            76,
            88,
            66,
            76,
            88,
            66
        ],
        [
            28,
            26,
            30,
            28,
            26,
            30
        ],
        [
            7415,
            3728,
            3686,
            7415,
            3728,
            3686
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396285,
            -41951,
            -149324,
            -155642,
            -260190,
            -234452
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1556258400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758813257196,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 27,
            "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)