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Trade: OMG/USDT/720/PWMA/OHLC4/9688

Strategy
OMG/USDT/720/PWMA/OHLC4/9688
Pair
OMG_USDT
Interval
12h
Score
381066
Daily Profit
0.440851
Profit Factor
2.355700
Profitability
36.809816
Streak
0.000000
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 838719.9255 549457.4349 289262.4905 15387857.3612 -409247.3254 15797104.6866
Total P&L (%) 838.7199 549.4574 289.2625 15387.8574 -409.2473 15797.1047
Avg Daily Profit (%) 0.4409 0.2888 0.152 0.2654 0 0.2668
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75577 -95252 -75730 -20712073 -17947064 -8447980
Profit Factor 2.3557 2.6311 2.0265 1.2169 0.9903 1.5509
Total Trades 163 82 81 163 82 81
Winning Trades 60 26 34 60 26 34
Losing Trades 103 56 47 103 56 47
Profitability (%) 36.8098 31.7073 41.9753 36.8098 31.7073 41.9753
Ratio Avg Win / Avg Loss 4.044 5.6669 2.8013 2.0891 2.133 2.1439
Largest Winning Trade 165516 165516 52071 13431391 13431391 8429182
Largest Losing Trade -31238 -29552 -31238 -6497200 -6497200 -4173588
Avg Bars in Trades 22 20 24 22 20 24
Avg Bars in Winners 45 47 43 45 47 43
Avg Bars in Losers 9 8 10 9 8 10
Bars Traded 3705 1703 2002 3705 1703 2002
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381066 90745 -3738 190304 -589294 -3464

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": 1556409600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758863618443,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 51,
            "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": [
        [
            838719.925453178,
            549457.4349364653,
            289262.4905167125,
            15387857.361185266,
            -409247.3254379183,
            15797104.686623182
        ],
        [
            838.719925,
            549.457435,
            289.262491,
            15387.857361,
            -409.247325,
            15797.104687
        ],
        [
            0.440851,
            0.288808,
            0.152043,
            0.265405,
            0,
            0.26678
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75577,
            -95252,
            -75730,
            -20712073,
            -17947064,
            -8447980
        ],
        [
            2.3557,
            2.631077,
            2.026503,
            1.216924,
            0.990317,
            1.550923
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            60,
            26,
            34,
            60,
            26,
            34
        ],
        [
            103,
            56,
            47,
            103,
            56,
            47
        ],
        [
            36.809816,
            31.707317,
            41.975309,
            36.809816,
            31.707317,
            41.975309
        ],
        [
            4.043952,
            5.666934,
            2.801343,
            2.089053,
            2.13299,
            2.143923
        ],
        [
            165516,
            165516,
            52071,
            13431391,
            13431391,
            8429182
        ],
        [
            -31238,
            -29552,
            -31238,
            -6497200,
            -6497200,
            -4173588
        ],
        [
            22,
            20,
            24,
            22,
            20,
            24
        ],
        [
            45,
            47,
            43,
            45,
            47,
            43
        ],
        [
            9,
            8,
            10,
            9,
            8,
            10
        ],
        [
            3705,
            1703,
            2002,
            3705,
            1703,
            2002
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381066,
            90745,
            -3738,
            190304,
            -589294,
            -3464
        ]
    ]
}
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": 1556409600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758863618443,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 51,
            "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)