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Trade: OMG/USDT/120/PWMA/LINREG/9827

Strategy
OMG/USDT/120/PWMA/LINREG/9827
Pair
OMG_USDT
Interval
2h
Score
317626
Daily Profit
0.309456
Profit Factor
1.471659
Profitability
39.366516
Streak
497.000680
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 11:00
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 500699.5232 435662.4131 65037.1101 295158.3769 468145.2517 -172986.8748
Total P&L (%) 500.6995 435.6624 65.0371 295.1584 468.1453 -172.9869
Avg Daily Profit (%) 0.3095 0.2693 0.0402 0.085 0.1074 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -237433 -194740 -88098 -2399366 -2028259 -1123520
Profit Factor 1.4717 1.7929 1.127 1.0351 1.1069 0.9571
Total Trades 221 111 110 221 111 110
Winning Trades 87 41 46 87 41 46
Losing Trades 134 70 64 134 70 64
Profitability (%) 39.3665 36.9369 41.8182 39.3665 36.9369 41.8182
Ratio Avg Win / Avg Loss 2.2667 3.061 1.568 1.5942 1.8898 1.3317
Largest Winning Trade 211643 211643 60003 958887 673842 958887
Largest Losing Trade -36415 -25951 -36415 -612315 -612315 -566321
Avg Bars in Trades 85 85 86 85 85 86
Avg Bars in Winners 133 136 131 133 136 131
Avg Bars in Losers 55 56 53 55 56 53
Bars Traded 19004 9527 9477 19004 9527 9477
Profit Streak 497.0007 504.4173 0 497.0007 504.4173 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 317626 246917 -222703 -262754 -156205 -582554
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579968000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758960058731,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 92,
            "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": [
        [
            500699.523202158,
            435662.4131322148,
            65037.1100699435,
            295158.3769324989,
            468145.251733855,
            -172986.8748013563
        ],
        [
            500.699523,
            435.662413,
            65.03711,
            295.158377,
            468.145252,
            -172.986875
        ],
        [
            0.309456,
            0.26926,
            0.040196,
            0.084963,
            0.107425,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -237433,
            -194740,
            -88098,
            -2399366,
            -2028259,
            -1123520
        ],
        [
            1.471659,
            1.792887,
            1.126999,
            1.035071,
            1.106853,
            0.957125
        ],
        [
            221,
            111,
            110,
            221,
            111,
            110
        ],
        [
            87,
            41,
            46,
            87,
            41,
            46
        ],
        [
            134,
            70,
            64,
            134,
            70,
            64
        ],
        [
            39.366516,
            36.936937,
            41.818182,
            39.366516,
            36.936937,
            41.818182
        ],
        [
            2.266694,
            3.061026,
            1.567999,
            1.594248,
            1.88975,
            1.331653
        ],
        [
            211643,
            211643,
            60003,
            958887,
            673842,
            958887
        ],
        [
            -36415,
            -25951,
            -36415,
            -612315,
            -612315,
            -566321
        ],
        [
            85,
            85,
            86,
            85,
            85,
            86
        ],
        [
            133,
            136,
            131,
            133,
            136,
            131
        ],
        [
            55,
            56,
            53,
            55,
            56,
            53
        ],
        [
            19004,
            9527,
            9477,
            19004,
            9527,
            9477
        ],
        [
            497.00068,
            504.417346,
            0,
            497.00068,
            504.417346,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317626,
            246917,
            -222703,
            -262754,
            -156205,
            -582554
        ]
    ]
}
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": 1579968000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758960058731,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 92,
            "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)