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Trade: OMG/USDT/720/OHLC4/WMA/3417

Strategy
OMG/USDT/720/OHLC4/WMA/3417
Pair
OMG_USDT
Interval
12h
Score
490928
Daily Profit
0.208947
Profit Factor
2.022228
Profitability
56.179775
Streak
586.525126
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-26 03:36
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 442606.9638 397520.9492 45086.0147 60887.7421 85035.7931 -24148.0509
Total P&L (%) 442.607 397.5209 45.086 60.8877 85.0358 -24.1481
Avg Daily Profit (%) 0.2326 0.2089 0.0237 0.025 0.0324 -0.0145
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -220699 -87947 -226423 -126309 -67472 -141011
Profit Factor 1.5435 2.0222 1.106 1.1223 1.3671 0.9093
Total Trades 178 89 89 178 89 89
Winning Trades 96 50 46 96 50 46
Losing Trades 82 39 43 82 39 43
Profitability (%) 53.9326 56.1798 51.6854 53.9326 56.1798 51.6854
Ratio Avg Win / Avg Loss 1.3184 1.5773 1.0338 0.9586 1.0663 0.85
Largest Winning Trade 230616 230616 58773 76348 76348 37745
Largest Losing Trade -55358 -34510 -55358 -62083 -31796 -62083
Avg Bars in Trades 19 24 14 19 24 14
Avg Bars in Winners 22 25 19 22 25 19
Avg Bars in Losers 15 22 9 15 22 9
Bars Traded 3470 2160 1310 3470 2160 1310
Profit Streak 580.5251 586.5251 580.5251 580.5251 586.5251 580.5251
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 451514 490928 -265822 -244716 -147081 -579639

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": 1564358400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758846970858,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 76
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 235,
            "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": [
        [
            442606.9638396666,
            397520.949174814,
            45086.0146648526,
            60887.7421461251,
            85035.7930833666,
            -24148.0509372416
        ],
        [
            442.606964,
            397.520949,
            45.086015,
            60.887742,
            85.035793,
            -24.148051
        ],
        [
            0.232645,
            0.208947,
            0.023698,
            0.024998,
            0.032351,
            -0.014527
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -220699,
            -87947,
            -226423,
            -126309,
            -67472,
            -141011
        ],
        [
            1.543464,
            2.022228,
            1.10595,
            1.122264,
            1.367102,
            0.909341
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            96,
            50,
            46,
            96,
            50,
            46
        ],
        [
            82,
            39,
            43,
            82,
            39,
            43
        ],
        [
            53.932584,
            56.179775,
            51.685393,
            53.932584,
            56.179775,
            51.685393
        ],
        [
            1.318375,
            1.577338,
            1.033823,
            0.958601,
            1.066339,
            0.850036
        ],
        [
            230616,
            230616,
            58773,
            76348,
            76348,
            37745
        ],
        [
            -55358,
            -34510,
            -55358,
            -62083,
            -31796,
            -62083
        ],
        [
            19,
            24,
            14,
            19,
            24,
            14
        ],
        [
            22,
            25,
            19,
            22,
            25,
            19
        ],
        [
            15,
            22,
            9,
            15,
            22,
            9
        ],
        [
            3470,
            2160,
            1310,
            3470,
            2160,
            1310
        ],
        [
            580.525126,
            586.525126,
            580.525126,
            580.525126,
            586.525126,
            580.525126
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            451514,
            490928,
            -265822,
            -244716,
            -147081,
            -579639
        ]
    ]
}
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": 1564358400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758846970858,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 76
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 235,
            "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)