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Trade: OMG/USDT/360/JMA/HMA/2568

Strategy
OMG/USDT/360/JMA/HMA/2568
Pair
OMG_USDT
Interval
6h
Score
425742
Daily Profit
0.313584
Profit Factor
1.724956
Profitability
48.113208
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-09-26 09:41
Expiration Time
2024-08-13 04:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 596436.4744 447554.5326 148881.9418 638045.2017 1090643.7209 -452598.5192
Total P&L (%) 596.4365 447.5545 148.8819 638.0452 1090.6437 -452.5985
Avg Daily Profit (%) 0.3136 0.2353 0.0783 0.1051 0.1303 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -181197 -146935 -101437 -1824022 -696752 -1544561
Profit Factor 1.725 2.0448 1.3775 1.141 1.5231 0.8146
Total Trades 106 53 53 106 53 53
Winning Trades 51 25 26 51 25 26
Losing Trades 55 28 27 55 28 27
Profitability (%) 48.1132 47.1698 49.0566 48.1132 47.1698 49.0566
Ratio Avg Win / Avg Loss 1.8602 2.2902 1.4305 1.2305 1.7059 0.8459
Largest Winning Trade 198459 198459 59960 1003682 1003682 376672
Largest Losing Trade -48488 -38564 -48488 -955324 -278829 -955324
Avg Bars in Trades 69 69 68 69 69 68
Avg Bars in Winners 95 93 97 95 93 97
Avg Bars in Losers 45 48 41 45 48 41
Bars Traded 7345 3695 3650 7345 3695 3650
Profit Streak 0 0 591.0285 0 0 591.0285
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425742 -169346 -267343 -118090 -197227 -760241

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557813600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758868862338,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 75,
            "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": [
        [
            596436.4744149229,
            447554.5326382279,
            148881.9417766952,
            638045.2017336686,
            1090643.7209218822,
            -452598.5191882137
        ],
        [
            596.436474,
            447.554533,
            148.881942,
            638.045202,
            1090.643721,
            -452.598519
        ],
        [
            0.313584,
            0.235307,
            0.078277,
            0.105146,
            0.13032,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -181197,
            -146935,
            -101437,
            -1824022,
            -696752,
            -1544561
        ],
        [
            1.724956,
            2.044826,
            1.377521,
            1.140985,
            1.523132,
            0.814569
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            48.113208,
            47.169811,
            49.056604,
            48.113208,
            47.169811,
            49.056604
        ],
        [
            1.860247,
            2.290205,
            1.430502,
            1.230474,
            1.705908,
            0.845898
        ],
        [
            198459,
            198459,
            59960,
            1003682,
            1003682,
            376672
        ],
        [
            -48488,
            -38564,
            -48488,
            -955324,
            -278829,
            -955324
        ],
        [
            69,
            69,
            68,
            69,
            69,
            68
        ],
        [
            95,
            93,
            97,
            95,
            93,
            97
        ],
        [
            45,
            48,
            41,
            45,
            48,
            41
        ],
        [
            7345,
            3695,
            3650,
            7345,
            3695,
            3650
        ],
        [
            0,
            0,
            591.028499,
            0,
            0,
            591.028499
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425742,
            -169346,
            -267343,
            -118090,
            -197227,
            -760241
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557813600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758868862338,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 75,
            "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)