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Trade: OMG/USDT/120/SWMA/HILO/3115

Strategy
OMG/USDT/120/SWMA/HILO/3115
Pair
OMG_USDT
Interval
2h
Score
346854
Daily Profit
0.305169
Profit Factor
1.481368
Profitability
43.003413
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 12:50
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 493762.7378 406648.8 87113.9378 510548.5855 348139.5038 162409.0817
Total P&L (%) 493.7627 406.6488 87.1139 510.5486 348.1395 162.4091
Avg Daily Profit (%) 0.3052 0.2513 0.0538 0.1119 0.0927 0.0596
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130461 -129209 -152128 -424629 -401478 -442370
Profit Factor 1.4814 1.7825 1.1721 1.1802 1.2319 1.1219
Total Trades 293 147 146 293 147 146
Winning Trades 126 57 69 126 57 69
Losing Trades 167 90 77 167 90 77
Profitability (%) 43.0034 38.7755 47.2603 43.0034 38.7755 47.2603
Ratio Avg Win / Avg Loss 1.9634 2.8145 1.308 1.5642 1.9451 1.2519
Largest Winning Trade 188946 188946 48272 265462 265462 148048
Largest Losing Trade -24556 -23480 -24556 -101212 -74461 -101212
Avg Bars in Trades 64 58 71 64 58 71
Avg Bars in Winners 98 94 101 98 94 101
Avg Bars in Losers 39 35 44 39 35 44
Bars Traded 19024 8632 10392 19024 8632 10392
Profit Streak 0 0 496.827 0 0 496.827
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346854 248769 -152842 -65651 -72896 -200399

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579989600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758880251280,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            493762.7377979592,
            406648.8000043159,
            87113.9377936433,
            510548.5854819873,
            348139.5037768228,
            162409.0817051644
        ],
        [
            493.762738,
            406.6488,
            87.113938,
            510.548585,
            348.139504,
            162.409082
        ],
        [
            0.305169,
            0.251328,
            0.053841,
            0.111879,
            0.092746,
            0.059643
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130461,
            -129209,
            -152128,
            -424629,
            -401478,
            -442370
        ],
        [
            1.481368,
            1.782498,
            1.172138,
            1.180155,
            1.231889,
            1.121872
        ],
        [
            293,
            147,
            146,
            293,
            147,
            146
        ],
        [
            126,
            57,
            69,
            126,
            57,
            69
        ],
        [
            167,
            90,
            77,
            167,
            90,
            77
        ],
        [
            43.003413,
            38.77551,
            47.260274,
            43.003413,
            38.77551,
            47.260274
        ],
        [
            1.9634,
            2.814471,
            1.308038,
            1.564173,
            1.945088,
            1.251944
        ],
        [
            188946,
            188946,
            48272,
            265462,
            265462,
            148048
        ],
        [
            -24556,
            -23480,
            -24556,
            -101212,
            -74461,
            -101212
        ],
        [
            64,
            58,
            71,
            64,
            58,
            71
        ],
        [
            98,
            94,
            101,
            98,
            94,
            101
        ],
        [
            39,
            35,
            44,
            39,
            35,
            44
        ],
        [
            19024,
            8632,
            10392,
            19024,
            8632,
            10392
        ],
        [
            0,
            0,
            496.826982,
            0,
            0,
            496.826982
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346854,
            248769,
            -152842,
            -65651,
            -72896,
            -200399
        ]
    ]
}
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": 1579989600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758880251280,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)