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Trade: OMG/USDT/120/LINREG/SINWMA/3699

Strategy
OMG/USDT/120/LINREG/SINWMA/3699
Pair
OMG_USDT
Interval
2h
Score
442748
Daily Profit
0.219369
Profit Factor
1.646190
Profitability
51.879699
Streak
530.409320
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 02:49
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 418123.8689 354938.4997 63185.3692 -14143.2465 113707.223 -127850.4695
Total P&L (%) 418.1239 354.9385 63.1854 -14.1432 113.7072 -127.8505
Avg Daily Profit (%) 0.2584 0.2194 0.0391 -0.0094 0.0469 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150441 -157862 -152049 -342888 -275611 -303808
Profit Factor 1.3376 1.6462 1.0917 0.9908 1.1639 0.8498
Total Trades 266 133 133 266 133 133
Winning Trades 132 69 63 132 69 63
Losing Trades 134 64 70 134 64 70
Profitability (%) 49.6241 51.8797 47.3684 49.6241 51.8797 47.3684
Ratio Avg Win / Avg Loss 1.3579 1.5269 1.213 1.0059 1.0796 0.9442
Largest Winning Trade 89509 89509 53785 105021 105021 83606
Largest Losing Trade -89112 -37824 -89112 -134811 -104651 -134811
Avg Bars in Trades 71 75 68 71 75 68
Avg Bars in Winners 74 75 73 74 75 73
Avg Bars in Losers 69 74 64 69 74 64
Bars Traded 19097 9992 9105 19097 9992 9105
Profit Streak 497.6593 530.4093 497.6593 497.6593 530.4093 497.6593
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383024 442748 -261523 -576905 -169058 -581418
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580025600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758930565261,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 42,
            "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": [
        [
            418123.8688860018,
            354938.4997323885,
            63185.3691536131,
            -14143.2464905148,
            113707.2229868592,
            -127850.4694773742
        ],
        [
            418.123869,
            354.9385,
            63.185369,
            -14.143246,
            113.707223,
            -127.850469
        ],
        [
            0.25842,
            0.219369,
            0.039052,
            -0.009424,
            0.046948,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150441,
            -157862,
            -152049,
            -342888,
            -275611,
            -303808
        ],
        [
            1.33759,
            1.64619,
            1.091669,
            0.990846,
            1.163894,
            0.849815
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            132,
            69,
            63,
            132,
            69,
            63
        ],
        [
            134,
            64,
            70,
            134,
            64,
            70
        ],
        [
            49.62406,
            51.879699,
            47.368421,
            49.62406,
            51.879699,
            47.368421
        ],
        [
            1.357856,
            1.526901,
            1.212966,
            1.005859,
            1.079554,
            0.944239
        ],
        [
            89509,
            89509,
            53785,
            105021,
            105021,
            83606
        ],
        [
            -89112,
            -37824,
            -89112,
            -134811,
            -104651,
            -134811
        ],
        [
            71,
            75,
            68,
            71,
            75,
            68
        ],
        [
            74,
            75,
            73,
            74,
            75,
            73
        ],
        [
            69,
            74,
            64,
            69,
            74,
            64
        ],
        [
            19097,
            9992,
            9105,
            19097,
            9992,
            9105
        ],
        [
            497.65932,
            530.40932,
            497.65932,
            497.65932,
            530.40932,
            497.65932
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383024,
            442748,
            -261523,
            -576905,
            -169058,
            -581418
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580025600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758930565261,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 42,
            "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)