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Trade: OMG/USDT/120/SINWMA/EMA/2018

Strategy
OMG/USDT/120/SINWMA/EMA/2018
Pair
OMG_USDT
Interval
2h
Score
300987
Daily Profit
0.346648
Profit Factor
1.737262
Profitability
36.690647
Streak
500.113838
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-30 03:43
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 560876.709 457499.9876 103376.7214 886968.2859 574539.5955 312428.6905
Total P&L (%) 560.8767 457.5 103.3767 886.9683 574.5396 312.4287
Avg Daily Profit (%) 0.3466 0.2828 0.0639 0.1416 0.118 0.0876
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147687 -162815 -138476 -722310 -797009 -493558
Profit Factor 1.7373 2.1676 1.2802 1.2695 1.3142 1.2136
Total Trades 139 70 69 139 70 69
Winning Trades 51 22 29 51 22 29
Losing Trades 88 48 40 88 48 40
Profitability (%) 36.6906 31.4286 42.029 36.6906 31.4286 42.029
Ratio Avg Win / Avg Loss 2.9976 4.7293 1.7658 2.1906 2.8674 1.674
Largest Winning Trade 213489 213489 53276 450934 450934 241122
Largest Losing Trade -23854 -16576 -23854 -142562 -142562 -112500
Avg Bars in Trades 136 128 145 136 128 145
Avg Bars in Winners 256 260 252 256 260 252
Avg Bars in Losers 67 68 67 67 68 67
Bars Traded 19039 9020 10019 19039 9020 10019
Profit Streak 500.1138 505.5305 0 500.1138 505.5305 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 300987 -88644 -211600 -6804 -134809 -180385
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580068800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759193035644,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 44,
            "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": [
        [
            560876.7089692702,
            457499.9875514073,
            103376.7214178627,
            886968.285948689,
            574539.5954638675,
            312428.6904848215
        ],
        [
            560.876709,
            457.499988,
            103.376721,
            886.968286,
            574.539595,
            312.42869
        ],
        [
            0.346648,
            0.282756,
            0.063892,
            0.1416,
            0.118046,
            0.087609
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147687,
            -162815,
            -138476,
            -722310,
            -797009,
            -493558
        ],
        [
            1.737262,
            2.167613,
            1.280205,
            1.269526,
            1.314217,
            1.213646
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            51,
            22,
            29,
            51,
            22,
            29
        ],
        [
            88,
            48,
            40,
            88,
            48,
            40
        ],
        [
            36.690647,
            31.428571,
            42.028986,
            36.690647,
            31.428571,
            42.028986
        ],
        [
            2.997628,
            4.729338,
            1.765801,
            2.190554,
            2.867382,
            1.673994
        ],
        [
            213489,
            213489,
            53276,
            450934,
            450934,
            241122
        ],
        [
            -23854,
            -16576,
            -23854,
            -142562,
            -142562,
            -112500
        ],
        [
            136,
            128,
            145,
            136,
            128,
            145
        ],
        [
            256,
            260,
            252,
            256,
            260,
            252
        ],
        [
            67,
            68,
            67,
            67,
            68,
            67
        ],
        [
            19039,
            9020,
            10019,
            19039,
            9020,
            10019
        ],
        [
            500.113838,
            505.530505,
            0,
            500.113838,
            505.530505,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300987,
            -88644,
            -211600,
            -6804,
            -134809,
            -180385
        ]
    ]
}
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": 1580068800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759193035644,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 44,
            "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)