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Trade: OMG/USDT/720/SINWMA/HWMA/6742

Strategy
OMG/USDT/720/SINWMA/HWMA/6742
Pair
OMG_USDT
Interval
12h
Score
613849
Daily Profit
0.447936
Profit Factor
2.595565
Profitability
55.639098
Streak
547.569631
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-26 04:40
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 852197.9141 580635.8732 271562.0409 9447759.4188 3762448.4381 5685310.9807
Total P&L (%) 852.1979 580.6359 271.562 9447.7594 3762.4484 5685.311
Avg Daily Profit (%) 0.4479 0.3052 0.1427 0.2399 0.1922 0.2135
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112549 -158155 -88008 -13943536 -17242947 -9274671
Profit Factor 2.5956 2.9186 2.1732 1.1901 1.1507 1.23
Total Trades 133 66 67 133 66 67
Winning Trades 74 38 36 74 38 36
Losing Trades 59 28 31 59 28 31
Profitability (%) 55.6391 57.5758 53.7313 55.6391 57.5758 53.7313
Ratio Avg Win / Avg Loss 2.0694 2.1505 1.8714 0.9489 0.8479 1.0591
Largest Winning Trade 248593 248593 62233 5415167 3549361 5415167
Largest Losing Trade -36779 -36779 -33276 -4451414 -4451414 -3883841
Avg Bars in Trades 26 27 26 26 27 26
Avg Bars in Winners 29 24 35 29 24 35
Avg Bars in Losers 23 31 15 23 31 15
Bars Traded 3552 1795 1757 3552 1795 1757
Profit Streak 547.5696 0 549.5696 547.5696 0 549.5696
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 613849 -108410 -113686 -2734 -171388 -107526

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": 1561766400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758850816110,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 149,
            "na": 0.2,
            "nb": 0.89532,
            "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": [
        [
            852197.9140644392,
            580635.8731553428,
            271562.0409090967,
            9447759.41881764,
            3762448.4381347056,
            5685310.980682924
        ],
        [
            852.197914,
            580.635873,
            271.562041,
            9447.759419,
            3762.448438,
            5685.310981
        ],
        [
            0.447936,
            0.305196,
            0.14274,
            0.239914,
            0.192242,
            0.213521
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112549,
            -158155,
            -88008,
            -13943536,
            -17242947,
            -9274671
        ],
        [
            2.595565,
            2.918598,
            2.173213,
            1.190123,
            1.150686,
            1.22995
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            74,
            38,
            36,
            74,
            38,
            36
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            55.639098,
            57.575758,
            53.731343,
            55.639098,
            57.575758,
            53.731343
        ],
        [
            2.069437,
            2.150546,
            1.871378,
            0.948882,
            0.847874,
            1.059124
        ],
        [
            248593,
            248593,
            62233,
            5415167,
            3549361,
            5415167
        ],
        [
            -36779,
            -36779,
            -33276,
            -4451414,
            -4451414,
            -3883841
        ],
        [
            26,
            27,
            26,
            26,
            27,
            26
        ],
        [
            29,
            24,
            35,
            29,
            24,
            35
        ],
        [
            23,
            31,
            15,
            23,
            31,
            15
        ],
        [
            3552,
            1795,
            1757,
            3552,
            1795,
            1757
        ],
        [
            547.569631,
            0,
            549.569631,
            547.569631,
            0,
            549.569631
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            613849,
            -108410,
            -113686,
            -2734,
            -171388,
            -107526
        ]
    ]
}
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": 1561766400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758850816110,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 149,
            "na": 0.2,
            "nb": 0.89532,
            "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)