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Trade: OMG/USDT/120/PWMA/SSF/5582

Strategy
OMG/USDT/120/PWMA/SSF/5582
Pair
OMG_USDT
Interval
2h
Score
414831
Daily Profit
0.340055
Profit Factor
1.496070
Profitability
44.609665
Streak
501.295923
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-02 06:06
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 550209.1023 454865.4889 95343.6134 526130.7902 500152.7558 25978.0343
Total P&L (%) 550.2091 454.8655 95.3436 526.1308 500.1528 25.978
Avg Daily Profit (%) 0.3401 0.2811 0.0589 0.1134 0.1108 0.0143
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137987 -172188 -117305 -2865114 -2579317 -1638295
Profit Factor 1.4961 1.8239 1.1712 1.0468 1.0882 1.0047
Total Trades 269 135 134 269 135 134
Winning Trades 120 51 69 120 51 69
Losing Trades 149 84 65 149 84 65
Profitability (%) 44.6097 37.7778 51.4925 44.6097 37.7778 51.4925
Ratio Avg Win / Avg Loss 1.8576 3.0041 1.1033 1.2997 1.7923 0.9464
Largest Winning Trade 215696 215696 53157 937198 828389 937198
Largest Losing Trade -47228 -32826 -47228 -1070794 -590907 -1070794
Avg Bars in Trades 70 69 72 70 69 72
Avg Bars in Winners 98 104 94 98 104 94
Avg Bars in Losers 48 48 48 48 48 48
Bars Traded 19055 9382 9673 19055 9382 9673
Profit Streak 501.2959 508.0459 0 501.2959 508.0459 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 414831 266749 -146497 -210330 -171384 -394321
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579896000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759374367737,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 175,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            550209.1023283917,
            454865.4888913747,
            95343.6134370173,
            526130.790170992,
            500152.7558245731,
            25978.0343464191
        ],
        [
            550.209102,
            454.865489,
            95.343613,
            526.13079,
            500.152756,
            25.978034
        ],
        [
            0.340055,
            0.281128,
            0.058927,
            0.113438,
            0.110816,
            0.014274
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137987,
            -172188,
            -117305,
            -2865114,
            -2579317,
            -1638295
        ],
        [
            1.49607,
            1.823913,
            1.171156,
            1.046764,
            1.088211,
            1.004655
        ],
        [
            269,
            135,
            134,
            269,
            135,
            134
        ],
        [
            120,
            51,
            69,
            120,
            51,
            69
        ],
        [
            149,
            84,
            65,
            149,
            84,
            65
        ],
        [
            44.609665,
            37.777778,
            51.492537,
            44.609665,
            37.777778,
            51.492537
        ],
        [
            1.85762,
            3.004092,
            1.103263,
            1.299732,
            1.792347,
            0.946414
        ],
        [
            215696,
            215696,
            53157,
            937198,
            828389,
            937198
        ],
        [
            -47228,
            -32826,
            -47228,
            -1070794,
            -590907,
            -1070794
        ],
        [
            70,
            69,
            72,
            70,
            69,
            72
        ],
        [
            98,
            104,
            94,
            98,
            104,
            94
        ],
        [
            48,
            48,
            48,
            48,
            48,
            48
        ],
        [
            19055,
            9382,
            9673,
            19055,
            9382,
            9673
        ],
        [
            501.295923,
            508.045923,
            0,
            501.295923,
            508.045923,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414831,
            266749,
            -146497,
            -210330,
            -171384,
            -394321
        ]
    ]
}
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": 1579896000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759374367737,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 175,
            "offset": 0,
            "poles": 2
        }
    }
}

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)