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Trade: OMG/USDT/120/SINWMA/SMA/6369

Strategy
OMG/USDT/120/SINWMA/SMA/6369
Pair
OMG_USDT
Interval
2h
Score
430438
Daily Profit
0.372100
Profit Factor
2.006999
Profitability
44.166667
Streak
496.415532
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 16:58
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 602058.2378 446562.4317 155495.806 2222154.7156 1091652.1611 1130502.5546
Total P&L (%) 602.0582 446.5624 155.4958 2222.1547 1091.6522 1130.5026
Avg Daily Profit (%) 0.3721 0.276 0.0961 0.1946 0.1533 0.1553
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112094 -134746 -150664 -535895 -691378 -279024
Profit Factor 2.007 2.49 1.5215 1.7704 1.6193 2.0079
Total Trades 120 60 60 120 60 60
Winning Trades 53 23 30 53 23 30
Losing Trades 67 37 30 67 37 30
Profitability (%) 44.1667 38.3333 50 44.1667 38.3333 50
Ratio Avg Win / Avg Loss 2.5372 4.0056 1.5215 2.238 2.6049 2.0079
Largest Winning Trade 150594 150594 63202 1010925 1010925 636091
Largest Losing Trade -38273 -24707 -38273 -322539 -322539 -250653
Avg Bars in Trades 156 142 170 156 142 170
Avg Bars in Winners 271 264 276 271 264 276
Avg Bars in Losers 65 66 64 65 66 64
Bars Traded 18771 8550 10221 18771 8550 10221
Profit Streak 496.4155 501.5822 0 496.4155 501.5822 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 430438 -160394 -231299 359375 -162707 -157709

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580328000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758895101984,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 40,
            "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": [
        [
            602058.2377501794,
            446562.4317112984,
            155495.8060388812,
            2222154.715643834,
            1091652.1610810251,
            1130502.5545628094
        ],
        [
            602.058238,
            446.562432,
            155.495806,
            2222.154716,
            1091.652161,
            1130.502555
        ],
        [
            0.3721,
            0.275997,
            0.096104,
            0.19457,
            0.153265,
            0.155251
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112094,
            -134746,
            -150664,
            -535895,
            -691378,
            -279024
        ],
        [
            2.006999,
            2.489994,
            1.521508,
            1.770384,
            1.619269,
            2.007877
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            53,
            23,
            30,
            53,
            23,
            30
        ],
        [
            67,
            37,
            30,
            67,
            37,
            30
        ],
        [
            44.166667,
            38.333333,
            50,
            44.166667,
            38.333333,
            50
        ],
        [
            2.53715,
            4.005642,
            1.521508,
            2.238033,
            2.604911,
            2.007877
        ],
        [
            150594,
            150594,
            63202,
            1010925,
            1010925,
            636091
        ],
        [
            -38273,
            -24707,
            -38273,
            -322539,
            -322539,
            -250653
        ],
        [
            156,
            142,
            170,
            156,
            142,
            170
        ],
        [
            271,
            264,
            276,
            271,
            264,
            276
        ],
        [
            65,
            66,
            64,
            65,
            66,
            64
        ],
        [
            18771,
            8550,
            10221,
            18771,
            8550,
            10221
        ],
        [
            496.415532,
            501.582199,
            0,
            496.415532,
            501.582199,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430438,
            -160394,
            -231299,
            359375,
            -162707,
            -157709
        ]
    ]
}
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": 1580328000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758895101984,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 40,
            "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)