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Trade: OMG/USDT/120/PWMA/HILO/3446

Strategy
OMG/USDT/120/PWMA/HILO/3446
Pair
OMG_USDT
Interval
2h
Score
390714
Daily Profit
0.313337
Profit Factor
1.448888
Profitability
43.812709
Streak
495.505496
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 13:07
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 506978.5353 429299.2231 77679.3122 431232.3297 533852.5903 -102620.2606
Total P&L (%) 506.9785 429.2992 77.6793 431.2323 533.8526 -102.6203
Avg Daily Profit (%) 0.3133 0.2653 0.048 0.1033 0.1142 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186596 -172230 -122674 -953320 -753116 -691543
Profit Factor 1.4489 1.8004 1.131 1.0962 1.2474 0.9559
Total Trades 299 150 149 299 150 149
Winning Trades 131 63 68 131 63 68
Losing Trades 168 87 81 168 87 81
Profitability (%) 43.8127 42 45.6376 43.8127 42 45.6376
Ratio Avg Win / Avg Loss 1.8581 2.4863 1.3472 1.4058 1.7226 1.1386
Largest Winning Trade 192159 192159 50708 302016 302016 255709
Largest Losing Trade -34868 -20885 -34868 -208357 -173805 -208357
Avg Bars in Trades 63 60 66 63 60 66
Avg Bars in Winners 92 86 96 92 86 96
Avg Bars in Losers 41 41 41 41 41 41
Bars Traded 19028 9086 9942 19028 9086 9942
Profit Streak 495.5055 502.9222 0 495.5055 502.9222 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 390714 334734 -207103 -170090 -41549 -580967

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580104800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758881274856,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            506978.5352830256,
            429299.2231300944,
            77679.3121529316,
            431232.3297485719,
            533852.590315628,
            -102620.2605670565
        ],
        [
            506.978535,
            429.299223,
            77.679312,
            431.23233,
            533.85259,
            -102.620261
        ],
        [
            0.313337,
            0.265327,
            0.048009,
            0.103269,
            0.114197,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186596,
            -172230,
            -122674,
            -953320,
            -753116,
            -691543
        ],
        [
            1.448888,
            1.800434,
            1.130977,
            1.09619,
            1.247393,
            0.955867
        ],
        [
            299,
            150,
            149,
            299,
            150,
            149
        ],
        [
            131,
            63,
            68,
            131,
            63,
            68
        ],
        [
            168,
            87,
            81,
            168,
            87,
            81
        ],
        [
            43.812709,
            42,
            45.637584,
            43.812709,
            42,
            45.637584
        ],
        [
            1.858116,
            2.486313,
            1.347193,
            1.4058,
            1.72259,
            1.138606
        ],
        [
            192159,
            192159,
            50708,
            302016,
            302016,
            255709
        ],
        [
            -34868,
            -20885,
            -34868,
            -208357,
            -173805,
            -208357
        ],
        [
            63,
            60,
            66,
            63,
            60,
            66
        ],
        [
            92,
            86,
            96,
            92,
            86,
            96
        ],
        [
            41,
            41,
            41,
            41,
            41,
            41
        ],
        [
            19028,
            9086,
            9942,
            19028,
            9086,
            9942
        ],
        [
            495.505496,
            502.922163,
            0,
            495.505496,
            502.922163,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390714,
            334734,
            -207103,
            -170090,
            -41549,
            -580967
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580104800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758881274856,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)