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Trade: OMG/USDT/120/WMA/DEMA/5234

Strategy
OMG/USDT/120/WMA/DEMA/5234
Pair
OMG_USDT
Interval
2h
Score
389720
Daily Profit
0.440106
Profit Factor
2.546524
Profitability
38.823529
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 04:07
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 712090.7093 529925.5488 182165.1605 3952259.0177 716019.7941 3236239.2236
Total P&L (%) 712.0907 529.9255 182.1652 3952.259 716.0198 3236.2392
Avg Daily Profit (%) 0.4401 0.3275 0.1126 0.2291 0.1298 0.217
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92829 -69751 -113270 -1792639 -2082387 -1155777
Profit Factor 2.5465 3.0368 1.9096 1.4363 1.1235 1.9917
Total Trades 85 43 42 85 43 42
Winning Trades 33 15 18 33 15 18
Losing Trades 52 28 24 52 28 24
Profitability (%) 38.8235 34.8837 42.8571 38.8235 34.8837 42.8571
Ratio Avg Win / Avg Loss 4.0127 5.6687 2.5461 2.2632 2.0973 2.6556
Largest Winning Trade 239637 239637 52602 1705604 1705604 1579795
Largest Losing Trade -21998 -21998 -20507 -918710 -918710 -859806
Avg Bars in Trades 223 194 253 223 194 253
Avg Bars in Winners 434 394 466 434 394 466
Avg Bars in Losers 90 87 93 90 87 93
Bars Traded 19036 8384 10652 19036 8384 10652
Profit Streak 0 0 550.1305 0 0 550.1305
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389720 327637 -41215 222998 -108644 353400
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579960800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759021675394,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 139,
            "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": [
        [
            712090.7093273351,
            529925.5488321801,
            182165.1604951548,
            3952259.0176641736,
            716019.7940619318,
            3236239.223602241
        ],
        [
            712.090709,
            529.925549,
            182.16516,
            3952.259018,
            716.019794,
            3236.239224
        ],
        [
            0.440106,
            0.327519,
            0.112587,
            0.229054,
            0.129829,
            0.217011
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92829,
            -69751,
            -113270,
            -1792639,
            -2082387,
            -1155777
        ],
        [
            2.546524,
            3.036802,
            1.909595,
            1.436255,
            1.123531,
            1.991727
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            38.823529,
            34.883721,
            42.857143,
            38.823529,
            34.883721,
            42.857143
        ],
        [
            4.012704,
            5.668697,
            2.546126,
            2.26319,
            2.097258,
            2.655636
        ],
        [
            239637,
            239637,
            52602,
            1705604,
            1705604,
            1579795
        ],
        [
            -21998,
            -21998,
            -20507,
            -918710,
            -918710,
            -859806
        ],
        [
            223,
            194,
            253,
            223,
            194,
            253
        ],
        [
            434,
            394,
            466,
            434,
            394,
            466
        ],
        [
            90,
            87,
            93,
            90,
            87,
            93
        ],
        [
            19036,
            8384,
            10652,
            19036,
            8384,
            10652
        ],
        [
            0,
            0,
            550.130502,
            0,
            0,
            550.130502
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389720,
            327637,
            -41215,
            222998,
            -108644,
            353400
        ]
    ]
}
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": 1579960800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759021675394,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 139,
            "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)