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Trade: OMG/USDT/720/FWMA/OHLC4/8020

Strategy
OMG/USDT/720/FWMA/OHLC4/8020
Pair
OMG_USDT
Interval
12h
Score
380021
Daily Profit
0.257080
Profit Factor
1.226606
Profitability
38.251986
Streak
474.217755
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-26 08:13
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 489094.2163 412681.6903 76412.526 57788.0919 186377.837 -128589.7451
Total P&L (%) 489.0942 412.6817 76.4125 57.7881 186.3778 -128.5897
Avg Daily Profit (%) 0.2571 0.2169 0.0402 0.024 0.0553 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175687 -173374 -134309 -1495226 -1207756 -1017766
Profit Factor 1.2266 1.3948 1.0686 1.0058 1.037 0.9741
Total Trades 881 441 440 881 441 440
Winning Trades 337 170 167 337 170 167
Losing Trades 544 271 273 544 271 273
Profitability (%) 38.252 38.5488 37.9545 38.252 38.5488 37.9545
Ratio Avg Win / Avg Loss 1.98 2.2235 1.747 1.6236 1.6532 1.5924
Largest Winning Trade 262587 262587 43501 569181 569181 400342
Largest Losing Trade -26820 -26820 -20638 -254788 -254788 -170928
Avg Bars in Trades 4 4 4 4 4 4
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 2 2 2 2 2 2
Bars Traded 3752 1814 1939 3752 1814 1939
Profit Streak 474.2178 474.2178 487.2178 474.2178 474.2178 487.2178
Trades During Streak 6 3 4 6 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 380021 304233 -284464 -373007 -298801 -579308

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": 1555891200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758863614050,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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": [
        [
            489094.2162953449,
            412681.6902512596,
            76412.5260440847,
            57788.0919116477,
            186377.8369830716,
            -128589.7450714248
        ],
        [
            489.094216,
            412.68169,
            76.412526,
            57.788092,
            186.377837,
            -128.589745
        ],
        [
            0.25708,
            0.216915,
            0.040164,
            0.023976,
            0.055318,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175687,
            -173374,
            -134309,
            -1495226,
            -1207756,
            -1017766
        ],
        [
            1.226606,
            1.394813,
            1.068649,
            1.005782,
            1.037048,
            0.974097
        ],
        [
            881,
            441,
            440,
            881,
            441,
            440
        ],
        [
            337,
            170,
            167,
            337,
            170,
            167
        ],
        [
            544,
            271,
            273,
            544,
            271,
            273
        ],
        [
            38.251986,
            38.548753,
            37.954545,
            38.251986,
            38.548753,
            37.954545
        ],
        [
            1.980041,
            2.223496,
            1.746954,
            1.623576,
            1.653177,
            1.592386
        ],
        [
            262587,
            262587,
            43501,
            569181,
            569181,
            400342
        ],
        [
            -26820,
            -26820,
            -20638,
            -254788,
            -254788,
            -170928
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            2,
            2,
            2,
            2,
            2,
            2
        ],
        [
            3752,
            1814,
            1939,
            3752,
            1814,
            1939
        ],
        [
            474.217755,
            474.217755,
            487.217755,
            474.217755,
            474.217755,
            487.217755
        ],
        [
            6,
            3,
            4,
            6,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            380021,
            304233,
            -284464,
            -373007,
            -298801,
            -579308
        ]
    ]
}
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": 1555891200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758863614050,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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)