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Trade: OMG/USDT/720/PWMA/PSAR/8724

Strategy
OMG/USDT/720/PWMA/PSAR/8724
Pair
OMG_USDT
Interval
12h
Score
360776
Daily Profit
0.225585
Profit Factor
1.519756
Profitability
53.448276
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-26 02:29
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 429176.0457 348158.9582 81017.0875 39459.281 21040.753 18418.5279
Total P&L (%) 429.176 348.159 81.0171 39.4593 21.0408 18.4185
Avg Daily Profit (%) 0.2256 0.183 0.0426 0.0175 0.01 0.0089
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144096 -101753 -142986 -100994 -81933 -125444
Profit Factor 1.5198 1.8414 1.1967 1.0683 1.0666 1.0703
Total Trades 116 58 58 116 58 58
Winning Trades 62 35 27 62 35 27
Losing Trades 54 23 31 54 23 31
Profitability (%) 53.4483 60.3448 46.5517 53.4483 60.3448 46.5517
Ratio Avg Win / Avg Loss 1.3237 1.2101 1.374 0.9304 0.7009 1.2289
Largest Winning Trade 164171 164171 54057 57602 54385 57602
Largest Losing Trade -52349 -45150 -52349 -79997 -79997 -31757
Avg Bars in Trades 31 27 35 31 27 35
Avg Bars in Winners 39 29 51 39 29 51
Avg Bars in Losers 22 25 20 22 25 20
Bars Traded 3643 1613 2030 3643 1613 2030
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 360776 -168577 -321616 -318087 -513008 -513444

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": 1559001600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758842980569,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            429176.045651549,
            348158.95816244,
            81017.087489109,
            39459.2809731722,
            21040.7530232224,
            18418.5279499498
        ],
        [
            429.176046,
            348.158958,
            81.017087,
            39.459281,
            21.040753,
            18.418528
        ],
        [
            0.225585,
            0.183001,
            0.042585,
            0.017484,
            0.010038,
            0.008886
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144096,
            -101753,
            -142986,
            -100994,
            -81933,
            -125444
        ],
        [
            1.519756,
            1.841422,
            1.196667,
            1.068287,
            1.066581,
            1.070346
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            54,
            23,
            31,
            54,
            23,
            31
        ],
        [
            53.448276,
            60.344828,
            46.551724,
            53.448276,
            60.344828,
            46.551724
        ],
        [
            1.323659,
            1.210078,
            1.373951,
            0.930443,
            0.700896,
            1.228916
        ],
        [
            164171,
            164171,
            54057,
            57602,
            54385,
            57602
        ],
        [
            -52349,
            -45150,
            -52349,
            -79997,
            -79997,
            -31757
        ],
        [
            31,
            27,
            35,
            31,
            27,
            35
        ],
        [
            39,
            29,
            51,
            39,
            29,
            51
        ],
        [
            22,
            25,
            20,
            22,
            25,
            20
        ],
        [
            3643,
            1613,
            2030,
            3643,
            1613,
            2030
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360776,
            -168577,
            -321616,
            -318087,
            -513008,
            -513444
        ]
    ]
}
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": 1559001600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758842980569,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)