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Trade: OMG/USDT/720/JMA/SUPERTREND/4284

Strategy
OMG/USDT/720/JMA/SUPERTREND/4284
Pair
OMG_USDT
Interval
12h
Score
312185
Daily Profit
0.250453
Profit Factor
1.627533
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-01 12:56
Expiration Time
2024-08-13 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 476486.3175 346177.4364 130308.8811 287885.8885 159092.6935 128793.1949
Total P&L (%) 476.4863 346.1774 130.3089 287.8859 159.0927 128.7932
Avg Daily Profit (%) 0.2505 0.182 0.0685 0.0713 0.0501 0.0435
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123417 -112658 -91801 -1249741 -1125930 -941607
Profit Factor 1.6275 1.8653 1.3627 1.0488 1.0529 1.0445
Total Trades 119 60 59 119 60 59
Winning Trades 51 26 25 51 26 25
Losing Trades 68 34 34 68 34 34
Profitability (%) 42.8571 43.3333 42.3729 42.8571 43.3333 42.3729
Ratio Avg Win / Avg Loss 2.17 2.4393 1.8533 1.3984 1.3768 1.4205
Largest Winning Trade 144332 144332 56990 512433 512433 426200
Largest Losing Trade -41761 -33565 -41761 -452199 -415572 -452199
Avg Bars in Trades 30 28 31 30 28 31
Avg Bars in Winners 36 28 45 36 28 45
Avg Bars in Losers 25 28 22 25 28 22
Bars Traded 3613 1726 1887 3613 1726 1887
Profit Streak 0 0 584.9145 0 0 584.9145
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312185 -160487 -278967 -267118 -459918 -485443
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1561161600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759312613725,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 212,
            "offset": 0,
            "multiplier": 1.47762
        }
    }
}
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": [
        [
            476486.3174502304,
            346177.4363841461,
            130308.8810660839,
            287885.888462458,
            159092.6935152543,
            128793.1949472033
        ],
        [
            476.486317,
            346.177436,
            130.308881,
            287.885888,
            159.092694,
            128.793195
        ],
        [
            0.250453,
            0.181959,
            0.068493,
            0.071276,
            0.050053,
            0.043513
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123417,
            -112658,
            -91801,
            -1249741,
            -1125930,
            -941607
        ],
        [
            1.627533,
            1.865341,
            1.362721,
            1.048766,
            1.052884,
            1.044487
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            42.857143,
            43.333333,
            42.372881,
            42.857143,
            43.333333,
            42.372881
        ],
        [
            2.170044,
            2.439293,
            1.853301,
            1.398355,
            1.376849,
            1.420502
        ],
        [
            144332,
            144332,
            56990,
            512433,
            512433,
            426200
        ],
        [
            -41761,
            -33565,
            -41761,
            -452199,
            -415572,
            -452199
        ],
        [
            30,
            28,
            31,
            30,
            28,
            31
        ],
        [
            36,
            28,
            45,
            36,
            28,
            45
        ],
        [
            25,
            28,
            22,
            25,
            28,
            22
        ],
        [
            3613,
            1726,
            1887,
            3613,
            1726,
            1887
        ],
        [
            0,
            0,
            584.914511,
            0,
            0,
            584.914511
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312185,
            -160487,
            -278967,
            -267118,
            -459918,
            -485443
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1561161600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759312613725,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 212,
            "offset": 0,
            "multiplier": 1.47762
        }
    }
}

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)