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Trade: OMG/USDT/360/PWMA/SSF/6389

Strategy
OMG/USDT/360/PWMA/SSF/6389
Pair
OMG_USDT
Interval
6h
Score
406943
Daily Profit
0.248517
Profit Factor
1.574356
Profitability
50.381679
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-09-26 09:40
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 472679.3069 378495.0201 94184.2867 72075.0894 698869.6919 -626794.6025
Total P&L (%) 472.6793 378.495 94.1843 72.0751 698.8697 -626.7946
Avg Daily Profit (%) 0.2485 0.199 0.0495 0.0285 0.1093 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160424 -145871 -145015 -867440 -245158 -1070707
Profit Factor 1.5744 1.8553 1.2476 1.0308 1.8363 0.5824
Total Trades 131 66 65 131 66 65
Winning Trades 66 29 37 66 29 37
Losing Trades 65 37 28 65 37 28
Profitability (%) 50.3817 43.9394 56.9231 50.3817 43.9394 56.9231
Ratio Avg Win / Avg Loss 1.5505 2.3671 0.9441 1.0152 2.3429 0.4407
Largest Winning Trade 214259 214259 54752 295413 295413 138827
Largest Losing Trade -66669 -51353 -66669 -611827 -157077 -611827
Avg Bars in Trades 56 52 61 56 52 61
Avg Bars in Winners 72 68 75 72 68 75
Avg Bars in Losers 40 38 42 40 38 42
Bars Traded 7409 3437 3972 7409 3437 3972
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 406943 -115681 -259467 -340951 -169966 -711560

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1556712000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758868853998,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 105,
            "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": [
        [
            472679.3068756456,
            378495.0201387138,
            94184.2867369317,
            72075.0894350561,
            698869.6919347134,
            -626794.6024996572
        ],
        [
            472.679307,
            378.49502,
            94.184287,
            72.075089,
            698.869692,
            -626.794602
        ],
        [
            0.248517,
            0.198998,
            0.049519,
            0.02854,
            0.109315,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160424,
            -145871,
            -145015,
            -867440,
            -245158,
            -1070707
        ],
        [
            1.574356,
            1.855321,
            1.247557,
            1.030847,
            1.836329,
            0.582383
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            66,
            29,
            37,
            66,
            29,
            37
        ],
        [
            65,
            37,
            28,
            65,
            37,
            28
        ],
        [
            50.381679,
            43.939394,
            56.923077,
            50.381679,
            43.939394,
            56.923077
        ],
        [
            1.550502,
            2.367134,
            0.944097,
            1.015228,
            2.342902,
            0.440723
        ],
        [
            214259,
            214259,
            54752,
            295413,
            295413,
            138827
        ],
        [
            -66669,
            -51353,
            -66669,
            -611827,
            -157077,
            -611827
        ],
        [
            56,
            52,
            61,
            56,
            52,
            61
        ],
        [
            72,
            68,
            75,
            72,
            68,
            75
        ],
        [
            40,
            38,
            42,
            40,
            38,
            42
        ],
        [
            7409,
            3437,
            3972,
            7409,
            3437,
            3972
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406943,
            -115681,
            -259467,
            -340951,
            -169966,
            -711560
        ]
    ]
}
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": 1556712000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758868853998,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 105,
            "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)