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Trade: OMG/USDT/360/SINWMA/LINREG/7947

Strategy
OMG/USDT/360/SINWMA/LINREG/7947
Pair
OMG_USDT
Interval
6h
Score
338087
Daily Profit
0.347982
Profit Factor
2.006756
Profitability
39.784946
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-09-25 18:14
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 661862.4692 503483.9376 158378.5316 955552.1084 872102.6637 83449.4446
Total P&L (%) 661.8625 503.4839 158.3785 955.5521 872.1027 83.4494
Avg Daily Profit (%) 0.348 0.2647 0.0833 0.124 0.1196 0.0319
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112456 -140190 -72848 -2252052 -2209637 -794267
Profit Factor 2.0068 2.3857 1.5386 1.1382 1.2247 1.0275
Total Trades 93 47 46 93 47 46
Winning Trades 37 17 20 37 17 20
Losing Trades 56 30 26 56 30 26
Profitability (%) 39.7849 36.1702 43.4783 39.7849 36.1702 43.4783
Ratio Avg Win / Avg Loss 3.0373 4.21 2.0001 1.7226 2.1613 1.3357
Largest Winning Trade 249494 249494 55457 1952686 1952686 630795
Largest Losing Trade -48647 -33739 -48647 -690967 -529633 -690967
Avg Bars in Trades 79 71 87 79 71 87
Avg Bars in Winners 138 134 142 138 134 142
Avg Bars in Losers 40 36 45 40 36 45
Bars Traded 7399 3369 4031 7399 3369 4031
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338087 282176 -81590 -98233 -37425 -343011

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1555891200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758813261864,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 73,
            "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": [
        [
            661862.4692227038,
            503483.9375978528,
            158378.5316248514,
            955552.1083774278,
            872102.6637370788,
            83449.444640348
        ],
        [
            661.862469,
            503.483938,
            158.378532,
            955.552108,
            872.102664,
            83.449445
        ],
        [
            0.347982,
            0.264713,
            0.083269,
            0.123981,
            0.119645,
            0.031907
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112456,
            -140190,
            -72848,
            -2252052,
            -2209637,
            -794267
        ],
        [
            2.006756,
            2.385679,
            1.538568,
            1.138172,
            1.224747,
            1.027493
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            39.784946,
            36.170213,
            43.478261,
            39.784946,
            36.170213,
            43.478261
        ],
        [
            3.037252,
            4.210023,
            2.000139,
            1.722639,
            2.161319,
            1.335741
        ],
        [
            249494,
            249494,
            55457,
            1952686,
            1952686,
            630795
        ],
        [
            -48647,
            -33739,
            -48647,
            -690967,
            -529633,
            -690967
        ],
        [
            79,
            71,
            87,
            79,
            71,
            87
        ],
        [
            138,
            134,
            142,
            138,
            134,
            142
        ],
        [
            40,
            36,
            45,
            40,
            36,
            45
        ],
        [
            7399,
            3369,
            4031,
            7399,
            3369,
            4031
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338087,
            282176,
            -81590,
            -98233,
            -37425,
            -343011
        ]
    ]
}
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": 1555891200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758813261864,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 73,
            "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)