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Trade: OMG/USDT/720/PWMA/OHLC4/7626

Strategy
OMG/USDT/720/PWMA/OHLC4/7626
Pair
OMG_USDT
Interval
12h
Score
409319
Daily Profit
0.488316
Profit Factor
2.213036
Profitability
36.453202
Streak
493.563626
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-25 16:31
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 929020.6021 631742.7094 297277.8927 24226876.8623 7495544.8623 16731332
Total P&L (%) 929.0206 631.7427 297.2779 24226.8769 7495.5449 16731.332
Avg Daily Profit (%) 0.4883 0.3321 0.1563 0.2892 0.2279 0.2698
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57716 -98429 -51885 -13785416 -15920990 -5426154
Profit Factor 2.213 2.4926 1.8677 1.3081 1.1601 1.5258
Total Trades 203 102 101 203 102 101
Winning Trades 74 34 40 74 34 40
Losing Trades 129 68 61 129 68 61
Profitability (%) 36.4532 33.3333 39.604 36.4532 33.3333 39.604
Ratio Avg Win / Avg Loss 3.8579 4.9852 2.8482 2.2804 2.3203 2.3269
Largest Winning Trade 227323 227323 49971 13924108 13924108 7372933
Largest Losing Trade -22044 -15743 -22044 -5335373 -5335373 -2437396
Avg Bars in Trades 18 17 19 18 17 19
Avg Bars in Winners 35 34 35 35 34 35
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 3709 1773 1936 3709 1773 1936
Profit Streak 493.5636 494.0636 0 493.5636 494.0636 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409319 288559 242710 241249 -40900 257723

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": 1758807097304,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "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": [
        [
            929020.6020942081,
            631742.7093819485,
            297277.8927122594,
            24226876.8622899,
            7495544.862265781,
            16731332.000024114
        ],
        [
            929.020602,
            631.742709,
            297.277893,
            24226.876862,
            7495.544862,
            16731.332
        ],
        [
            0.488316,
            0.332059,
            0.156256,
            0.289204,
            0.227862,
            0.269789
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57716,
            -98429,
            -51885,
            -13785416,
            -15920990,
            -5426154
        ],
        [
            2.213036,
            2.492595,
            1.867679,
            1.308113,
            1.160129,
            1.525805
        ],
        [
            203,
            102,
            101,
            203,
            102,
            101
        ],
        [
            74,
            34,
            40,
            74,
            34,
            40
        ],
        [
            129,
            68,
            61,
            129,
            68,
            61
        ],
        [
            36.453202,
            33.333333,
            39.60396,
            36.453202,
            33.333333,
            39.60396
        ],
        [
            3.85786,
            4.985189,
            2.848211,
            2.28036,
            2.320259,
            2.326852
        ],
        [
            227323,
            227323,
            49971,
            13924108,
            13924108,
            7372933
        ],
        [
            -22044,
            -15743,
            -22044,
            -5335373,
            -5335373,
            -2437396
        ],
        [
            18,
            17,
            19,
            18,
            17,
            19
        ],
        [
            35,
            34,
            35,
            35,
            34,
            35
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            3709,
            1773,
            1936,
            3709,
            1773,
            1936
        ],
        [
            493.563626,
            494.063626,
            0,
            493.563626,
            494.063626,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409319,
            288559,
            242710,
            241249,
            -40900,
            257723
        ]
    ]
}
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": 1758807097304,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "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)