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Trade: OMG/USDT/720/HWMA/FWMA/1796

Strategy
OMG/USDT/720/HWMA/FWMA/1796
Pair
OMG_USDT
Interval
12h
Score
348065
Daily Profit
0.214233
Profit Factor
1.339053
Profitability
50.000000
Streak
508.040232
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-07 15:57
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 407578.4883 395508.6572 12069.8311 -81055.0511 -62506.6031 -18548.4481
Total P&L (%) 407.5785 395.5087 12.0698 -81.0551 -62.5066 -18.5484
Avg Daily Profit (%) 0.2142 0.2079 0.0063 -0.0874 -0.0516 -0.0108
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -271265 -149680 -220281 -81797 -78717 -41094
Profit Factor 1.3391 1.7452 1.018 0.7904 0.6859 0.9012
Total Trades 138 69 69 138 69 69
Winning Trades 69 33 36 69 33 36
Losing Trades 69 36 33 69 36 33
Profitability (%) 50 47.8261 52.1739 50 47.8261 52.1739
Ratio Avg Win / Avg Loss 1.3391 1.9039 0.9331 0.7904 0.7482 0.8261
Largest Winning Trade 267400 267400 62225 20997 17379 20997
Largest Losing Trade -69130 -37563 -69130 -27523 -27523 -24925
Avg Bars in Trades 27 27 27 27 27 27
Avg Bars in Winners 28 28 28 28 28 28
Avg Bars in Losers 26 26 25 26 26 25
Bars Traded 3767 1877 1890 3767 1877 1890
Profit Streak 508.0402 523.5402 508.0402 508.0402 523.5402 508.0402
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348065 -90944 -588686 -579174 -682719 -681314
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": 1554984000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759841876032,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.09933,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 18,
            "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": [
        [
            407578.4883239798,
            395508.6572415387,
            12069.831082441,
            -81055.0511387096,
            -62506.6030770062,
            -18548.4480617033
        ],
        [
            407.578488,
            395.508657,
            12.069831,
            -81.055051,
            -62.506603,
            -18.548448
        ],
        [
            0.214233,
            0.207889,
            0.006344,
            -0.087406,
            -0.051551,
            -0.010783
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -271265,
            -149680,
            -220281,
            -81797,
            -78717,
            -41094
        ],
        [
            1.339053,
            1.745249,
            1.017977,
            0.790446,
            0.685873,
            0.90124
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            69,
            36,
            33,
            69,
            36,
            33
        ],
        [
            50,
            47.826087,
            52.173913,
            50,
            47.826087,
            52.173913
        ],
        [
            1.339053,
            1.903909,
            0.933146,
            0.790446,
            0.748225,
            0.826137
        ],
        [
            267400,
            267400,
            62225,
            20997,
            17379,
            20997
        ],
        [
            -69130,
            -37563,
            -69130,
            -27523,
            -27523,
            -24925
        ],
        [
            27,
            27,
            27,
            27,
            27,
            27
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            26,
            26,
            25,
            26,
            26,
            25
        ],
        [
            3767,
            1877,
            1890,
            3767,
            1877,
            1890
        ],
        [
            508.040232,
            523.540232,
            508.040232,
            508.040232,
            523.540232,
            508.040232
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348065,
            -90944,
            -588686,
            -579174,
            -682719,
            -681314
        ]
    ]
}
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": 1554984000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759841876032,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.09933,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 18,
            "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)