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Trade: OMG/USDT/120/SINWMA/BBM/2614

Strategy
OMG/USDT/120/SINWMA/BBM/2614
Pair
OMG_USDT
Interval
2h
Score
341398
Daily Profit
0.349810
Profit Factor
1.636673
Profitability
38.690476
Streak
509.025455
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 03:36
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 565992.6581 471178.9508 94813.7073 634760.3197 551193.3215 83566.9982
Total P&L (%) 565.9927 471.179 94.8137 634.7603 551.1933 83.567
Avg Daily Profit (%) 0.3498 0.2912 0.0586 0.1233 0.1159 0.0375
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185537 -175062 -123257 -1037321 -895904 -612938
Profit Factor 1.6367 2.04 1.2175 1.1689 1.2788 1.0469
Total Trades 168 84 84 168 84 84
Winning Trades 65 28 37 65 28 37
Losing Trades 103 56 47 103 56 47
Profitability (%) 38.6905 33.3333 44.0476 38.6905 33.3333 44.0476
Ratio Avg Win / Avg Loss 2.5935 4.0799 1.5466 1.8523 2.5575 1.3299
Largest Winning Trade 214549 214549 45735 660051 660051 244368
Largest Losing Trade -36118 -20631 -36118 -238729 -150532 -238729
Avg Bars in Trades 113 109 117 113 109 117
Avg Bars in Winners 199 208 193 199 208 193
Avg Bars in Losers 58 59 57 58 59 57
Bars Traded 19062 9186 9876 19062 9186 9876
Profit Streak 509.0255 514.3588 0 509.0255 514.3588 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 341398 217846 -116627 -64470 -43061 -314279
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579881600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759970199361,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 192,
            "offset": 0,
            "std": 2.30553
        }
    }
}
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": [
        [
            565992.6580703104,
            471178.9507821394,
            94813.707288171,
            634760.3197080148,
            551193.3214750802,
            83566.9982329349
        ],
        [
            565.992658,
            471.178951,
            94.813707,
            634.76032,
            551.193321,
            83.566998
        ],
        [
            0.34981,
            0.291211,
            0.058599,
            0.123338,
            0.115867,
            0.037548
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185537,
            -175062,
            -123257,
            -1037321,
            -895904,
            -612938
        ],
        [
            1.636673,
            2.039958,
            1.217507,
            1.168926,
            1.278755,
            1.04694
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            65,
            28,
            37,
            65,
            28,
            37
        ],
        [
            103,
            56,
            47,
            103,
            56,
            47
        ],
        [
            38.690476,
            33.333333,
            44.047619,
            38.690476,
            33.333333,
            44.047619
        ],
        [
            2.593497,
            4.079916,
            1.546563,
            1.852299,
            2.55751,
            1.329897
        ],
        [
            214549,
            214549,
            45735,
            660051,
            660051,
            244368
        ],
        [
            -36118,
            -20631,
            -36118,
            -238729,
            -150532,
            -238729
        ],
        [
            113,
            109,
            117,
            113,
            109,
            117
        ],
        [
            199,
            208,
            193,
            199,
            208,
            193
        ],
        [
            58,
            59,
            57,
            58,
            59,
            57
        ],
        [
            19062,
            9186,
            9876,
            19062,
            9186,
            9876
        ],
        [
            509.025455,
            514.358789,
            0,
            509.025456,
            514.358789,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341398,
            217846,
            -116627,
            -64470,
            -43061,
            -314279
        ]
    ]
}
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": 1579881600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759970199361,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 192,
            "offset": 0,
            "std": 2.30553
        }
    }
}

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)