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Trade: OMG/USDT/360/SMA/JMA/5049

Strategy
OMG/USDT/360/SMA/JMA/5049
Pair
OMG_USDT
Interval
6h
Score
425338
Daily Profit
0.173156
Profit Factor
1.711833
Profitability
57.142857
Streak
666.753510
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-02 15:05
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 703848.7031 475462.3458 228386.3573 3729678.9696 1143823.4929 2585855.4767
Total P&L (%) 703.8487 475.4623 228.3864 3729.679 1143.8235 2585.8555
Avg Daily Profit (%) 0.3701 0.25 0.1201 0.1918 0.1326 0.1732
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66171 -94516 -65753 -2121719 -2364509 -1477861
Profit Factor 2.7021 2.9317 2.3645 1.3985 1.1997 1.7118
Total Trades 71 36 35 71 36 35
Winning Trades 35 15 20 35 15 20
Losing Trades 36 21 15 36 21 15
Profitability (%) 49.2958 41.6667 57.1429 49.2958 41.6667 57.1429
Ratio Avg Win / Avg Loss 2.7793 4.1043 1.7734 1.4385 1.6796 1.2839
Largest Winning Trade 227826 227826 52994 1787100 1787100 1230227
Largest Losing Trade -39160 -39160 -38684 -1477861 -1471625 -1477861
Avg Bars in Trades 104 89 119 104 89 119
Avg Bars in Winners 150 142 156 150 142 156
Avg Bars in Losers 58 51 68 58 51 68
Bars Traded 7387 3220 4167 7387 3220 4167
Profit Streak 0 0 666.7535 0 0 666.7535
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -76905 374528 -26326 -82897 -18502 425338
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1556884800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759406703231,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 46,
            "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": [
        [
            703848.7031112191,
            475462.3458285793,
            228386.3572826394,
            3729678.969562258,
            1143823.4928646586,
            2585855.4766975995
        ],
        [
            703.848703,
            475.462346,
            228.386357,
            3729.67897,
            1143.823493,
            2585.855477
        ],
        [
            0.370057,
            0.24998,
            0.120077,
            0.191843,
            0.132621,
            0.173156
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66171,
            -94516,
            -65753,
            -2121719,
            -2364509,
            -1477861
        ],
        [
            2.702113,
            2.931672,
            2.364523,
            1.398507,
            1.199744,
            1.711833
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            36,
            21,
            15,
            36,
            21,
            15
        ],
        [
            49.295775,
            41.666667,
            57.142857,
            49.295775,
            41.666667,
            57.142857
        ],
        [
            2.779316,
            4.104341,
            1.773392,
            1.438464,
            1.679641,
            1.283875
        ],
        [
            227826,
            227826,
            52994,
            1787100,
            1787100,
            1230227
        ],
        [
            -39160,
            -39160,
            -38684,
            -1477861,
            -1471625,
            -1477861
        ],
        [
            104,
            89,
            119,
            104,
            89,
            119
        ],
        [
            150,
            142,
            156,
            150,
            142,
            156
        ],
        [
            58,
            51,
            68,
            58,
            51,
            68
        ],
        [
            7387,
            3220,
            4167,
            7387,
            3220,
            4167
        ],
        [
            0,
            0,
            666.75351,
            0,
            0,
            666.75351
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76905,
            374528,
            -26326,
            -82897,
            -18502,
            425338
        ]
    ]
}
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": 1556884800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759406703231,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 46,
            "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)