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Trade: OMG/USDT/720/HWMA/ALMA/5787

Strategy
OMG/USDT/720/HWMA/ALMA/5787
Pair
OMG_USDT
Interval
12h
Score
351856
Daily Profit
0.169735
Profit Factor
1.258885
Profitability
54.761905
Streak
481.907846
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-27 00:47
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 322920.6535 279598.7981 43321.8554 -58482.416 552395.8407 -610878.2567
Total P&L (%) 322.9207 279.5988 43.3219 -58.4824 552.3958 -610.8783
Avg Daily Profit (%) 0.1697 0.147 0.0228 -0.0462 0.0986 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171343 -182467 -176447 -780998 -482289 -847396
Profit Factor 1.2589 1.4395 1.0709 0.9819 1.3846 0.6608
Total Trades 210 105 105 210 105 105
Winning Trades 115 54 61 115 54 61
Losing Trades 95 51 44 95 51 44
Profitability (%) 54.7619 51.4286 58.0952 54.7619 51.4286 58.0952
Ratio Avg Win / Avg Loss 1.0399 1.3595 0.7724 0.8112 1.3077 0.4766
Largest Winning Trade 105789 105789 43993 247018 247018 154729
Largest Losing Trade -75304 -40507 -75304 -436402 -239432 -436402
Avg Bars in Trades 16 17 16 16 17 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 17 17 16 17 17 16
Bars Traded 3566 1785 1782 3566 1785 1782
Profit Streak 481.9078 0 490.4078 481.9078 0 490.4078
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351856 153735 -306955 -578199 -60096 -579141
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": 1563148800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758923237920,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.41255
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 207,
            "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": [
        [
            322920.6534760277,
            279598.7980837139,
            43321.8553923136,
            -58482.4160133843,
            552395.8407334769,
            -610878.2567468614
        ],
        [
            322.920653,
            279.598798,
            43.321855,
            -58.482416,
            552.395841,
            -610.878257
        ],
        [
            0.169735,
            0.146964,
            0.022771,
            -0.046194,
            0.098628,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171343,
            -182467,
            -176447,
            -780998,
            -482289,
            -847396
        ],
        [
            1.258885,
            1.439486,
            1.070885,
            0.981933,
            1.384614,
            0.660765
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            115,
            54,
            61,
            115,
            54,
            61
        ],
        [
            95,
            51,
            44,
            95,
            51,
            44
        ],
        [
            54.761905,
            51.428571,
            58.095238,
            54.761905,
            51.428571,
            58.095238
        ],
        [
            1.039949,
            1.359514,
            0.772442,
            0.811162,
            1.307691,
            0.476617
        ],
        [
            105789,
            105789,
            43993,
            247018,
            247018,
            154729
        ],
        [
            -75304,
            -40507,
            -75304,
            -436402,
            -239432,
            -436402
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            17,
            17,
            16,
            17,
            17,
            16
        ],
        [
            3566,
            1785,
            1782,
            3566,
            1785,
            1782
        ],
        [
            481.907846,
            0,
            490.407846,
            481.907846,
            0,
            490.407846
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351856,
            153735,
            -306955,
            -578199,
            -60096,
            -579141
        ]
    ]
}
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": 1563148800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758923237920,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.41255
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 207,
            "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)