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Trade: OMG/USDT/720/SINWMA/FWMA/1199

Strategy
OMG/USDT/720/SINWMA/FWMA/1199
Pair
OMG_USDT
Interval
12h
Score
342076
Daily Profit
0.412736
Profit Factor
2.518084
Profitability
36.082474
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 785230.4603 542563.535 242666.9253 5175946.677 396883.5527 4779063.1243
Total P&L (%) 785.2305 542.5635 242.6669 5175.9467 396.8836 4779.0631
Avg Daily Profit (%) 0.4127 0.2852 0.1276 0.2087 0.0843 0.2045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60732 -105924 -86025 -2490748 -4297265 -1114606
Profit Factor 2.5181 2.8478 2.0851 1.3611 1.0434 1.9197
Total Trades 97 49 48 97 49 48
Winning Trades 35 14 21 35 14 21
Losing Trades 62 35 27 62 35 27
Profitability (%) 36.0825 28.5714 43.75 36.0825 28.5714 43.75
Ratio Avg Win / Avg Loss 4.4606 7.1196 2.6809 2.411 2.6086 2.4682
Largest Winning Trade 257086 257086 52420 2836994 2836994 1728429
Largest Losing Trade -24701 -24701 -18391 -1730775 -1730775 -670214
Avg Bars in Trades 37 32 42 37 32 42
Avg Bars in Winners 77 75 79 77 75 79
Avg Bars in Losers 14 15 14 14 15 14
Bars Traded 3630 1585 2045 3630 1585 2045
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 342076 -53 -21114 162939 -266302 337684

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": 1560297600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758842979603,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 141,
            "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": [
        [
            785230.4602568836,
            542563.535004202,
            242666.9252526815,
            5175946.677001844,
            396883.5527338802,
            4779063.124267964
        ],
        [
            785.23046,
            542.563535,
            242.666925,
            5175.946677,
            396.883553,
            4779.063124
        ],
        [
            0.412736,
            0.285185,
            0.127552,
            0.208666,
            0.084303,
            0.204547
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60732,
            -105924,
            -86025,
            -2490748,
            -4297265,
            -1114606
        ],
        [
            2.518084,
            2.847844,
            2.085121,
            1.361075,
            1.043429,
            1.919745
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            35,
            14,
            21,
            35,
            14,
            21
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            36.082474,
            28.571429,
            43.75,
            36.082474,
            28.571429,
            43.75
        ],
        [
            4.460606,
            7.119609,
            2.68087,
            2.411046,
            2.608571,
            2.468244
        ],
        [
            257086,
            257086,
            52420,
            2836994,
            2836994,
            1728429
        ],
        [
            -24701,
            -24701,
            -18391,
            -1730775,
            -1730775,
            -670214
        ],
        [
            37,
            32,
            42,
            37,
            32,
            42
        ],
        [
            77,
            75,
            79,
            77,
            75,
            79
        ],
        [
            14,
            15,
            14,
            14,
            15,
            14
        ],
        [
            3630,
            1585,
            2045,
            3630,
            1585,
            2045
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342076,
            -53,
            -21114,
            162939,
            -266302,
            337684
        ]
    ]
}
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": 1560297600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758842979603,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 141,
            "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)