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Trade: OMG/USDT/720/FWMA/HILO/5792

Strategy
OMG/USDT/720/FWMA/HILO/5792
Pair
OMG_USDT
Interval
12h
Score
396209
Daily Profit
0.186051
Profit Factor
2.094161
Profitability
48.717949
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-26 02:29
Expiration Time
2024-08-13 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 421092.2225 353962.8216 67129.4009 96069.1069 399956.0788 -303886.9719
Total P&L (%) 421.0922 353.9628 67.1294 96.0691 399.9561 -303.887
Avg Daily Profit (%) 0.2213 0.1861 0.0353 0.0354 0.0846 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101117 -126296 -110556 -413139 -273986 -524019
Profit Factor 1.7052 2.0942 1.2453 1.0639 1.5504 0.6085
Total Trades 77 39 38 77 39 38
Winning Trades 38 19 19 38 19 19
Losing Trades 39 20 19 39 20 19
Profitability (%) 49.3506 48.7179 50 49.3506 48.7179 50
Ratio Avg Win / Avg Loss 1.75 2.2044 1.2453 1.0919 1.632 0.6085
Largest Winning Trade 180069 180069 56619 217878 217878 73890
Largest Losing Trade -54397 -46719 -54397 -266675 -122856 -266675
Avg Bars in Trades 43 38 49 43 38 49
Avg Bars in Winners 63 55 71 63 55 71
Avg Bars in Losers 24 21 27 24 21 27
Bars Traded 3362 1486 1876 3362 1486 1876
Profit Streak 0 0 652.9789 0 0 652.9789
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -35495 396209 -145230 -342349 -77723 -579807

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1566561600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758842979372,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 227,
            "offset": 59
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            421092.2225278348,
            353962.8216470002,
            67129.4008808348,
            96069.1068838297,
            399956.0787640979,
            -303886.9718802681
        ],
        [
            421.092223,
            353.962822,
            67.129401,
            96.069107,
            399.956079,
            -303.886972
        ],
        [
            0.221336,
            0.186051,
            0.035285,
            0.035396,
            0.084627,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101117,
            -126296,
            -110556,
            -413139,
            -273986,
            -524019
        ],
        [
            1.705162,
            2.094161,
            1.245307,
            1.063927,
            1.550395,
            0.608456
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            49.350649,
            48.717949,
            50,
            49.350649,
            48.717949,
            50
        ],
        [
            1.750035,
            2.20438,
            1.245307,
            1.091925,
            1.631995,
            0.608456
        ],
        [
            180069,
            180069,
            56619,
            217878,
            217878,
            73890
        ],
        [
            -54397,
            -46719,
            -54397,
            -266675,
            -122856,
            -266675
        ],
        [
            43,
            38,
            49,
            43,
            38,
            49
        ],
        [
            63,
            55,
            71,
            63,
            55,
            71
        ],
        [
            24,
            21,
            27,
            24,
            21,
            27
        ],
        [
            3362,
            1486,
            1876,
            3362,
            1486,
            1876
        ],
        [
            0,
            0,
            652.978928,
            0,
            0,
            652.978928
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -35495,
            396209,
            -145230,
            -342349,
            -77723,
            -579807
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1566561600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758842979372,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 227,
            "offset": 59
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)