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Trade: OMG/USDT/360/WMA/HWMA/9592

Strategy
OMG/USDT/360/WMA/HWMA/9592
Pair
OMG_USDT
Interval
6h
Score
318059
Daily Profit
0.314647
Profit Factor
1.468098
Profitability
39.416058
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-09-26 08:27
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 598458.0349 416967.6049 181490.43 667343.9359 -1895830.8718 2563174.8078
Total P&L (%) 598.458 416.9676 181.4904 667.3439 -1895.8309 2563.1748
Avg Daily Profit (%) 0.3146 0.2192 0.0954 0.1072 0 0.1727
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -255158 -193312 -112022 -10217419 -8923723 -4727100
Profit Factor 1.4681 1.6575 1.2817 1.019 0.8848 1.1373
Total Trades 274 137 137 274 137 137
Winning Trades 108 47 61 108 47 61
Losing Trades 166 90 76 166 90 76
Profitability (%) 39.4161 34.3066 44.5255 39.4161 34.3066 44.5255
Ratio Avg Win / Avg Loss 2.2565 3.174 1.5968 1.5662 1.6943 1.4169
Largest Winning Trade 219643 219643 39593 2608076 1418570 2608076
Largest Losing Trade -32618 -28366 -32618 -2095305 -1051278 -2095305
Avg Bars in Trades 27 27 27 27 27 27
Avg Bars in Winners 42 45 39 42 45 39
Avg Bars in Losers 18 18 17 18 18 17
Bars Traded 7569 3796 3773 7569 3796 3773
Profit Streak 0 0 497.2271 0 0 497.2271
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318059 176705 -65953 -250390 -584016 -63200

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1554811200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758864423986,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            598458.0349341785,
            416967.6049399325,
            181490.4299942469,
            667343.9359020996,
            -1895830.8718497446,
            2563174.807751845
        ],
        [
            598.458035,
            416.967605,
            181.49043,
            667.343936,
            -1895.830872,
            2563.174808
        ],
        [
            0.314647,
            0.219226,
            0.095421,
            0.107195,
            0,
            0.17271
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -255158,
            -193312,
            -112022,
            -10217419,
            -8923723,
            -4727100
        ],
        [
            1.468098,
            1.657546,
            1.28166,
            1.018994,
            0.884825,
            1.137255
        ],
        [
            274,
            137,
            137,
            274,
            137,
            137
        ],
        [
            108,
            47,
            61,
            108,
            47,
            61
        ],
        [
            166,
            90,
            76,
            166,
            90,
            76
        ],
        [
            39.416058,
            34.306569,
            44.525547,
            39.416058,
            34.306569,
            44.525547
        ],
        [
            2.256522,
            3.174024,
            1.596822,
            1.566231,
            1.694346,
            1.416907
        ],
        [
            219643,
            219643,
            39593,
            2608076,
            1418570,
            2608076
        ],
        [
            -32618,
            -28366,
            -32618,
            -2095305,
            -1051278,
            -2095305
        ],
        [
            27,
            27,
            27,
            27,
            27,
            27
        ],
        [
            42,
            45,
            39,
            42,
            45,
            39
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            7569,
            3796,
            3773,
            7569,
            3796,
            3773
        ],
        [
            0,
            0,
            497.227129,
            0,
            0,
            497.227129
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318059,
            176705,
            -65953,
            -250390,
            -584016,
            -63200
        ]
    ]
}
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": 1554811200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758864423986,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)