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Trade: OMG/USDT/120/SINWMA/PWMA/6904

Strategy
OMG/USDT/120/SINWMA/PWMA/6904
Pair
OMG_USDT
Interval
2h
Score
346776
Daily Profit
0.263521
Profit Factor
1.485685
Profitability
43.564356
Streak
504.045809
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-04 02:05
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 426376.6518 357060.9658 69315.686 142683.9799 141810.1492 873.8308
Total P&L (%) 426.3767 357.061 69.3157 142.684 141.8101 0.8738
Avg Daily Profit (%) 0.2635 0.2207 0.0428 0.0548 0.0546 0.0005
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -194824 -184984 -192500 -177153 -204980 -244039
Profit Factor 1.4857 1.837 1.1536 1.147 1.2981 1.0018
Total Trades 202 101 101 202 101 101
Winning Trades 88 40 48 88 40 48
Losing Trades 114 61 53 114 61 53
Profitability (%) 43.5644 39.604 47.5248 43.5644 39.604 47.5248
Ratio Avg Win / Avg Loss 1.9246 2.8015 1.2738 1.4859 1.9796 1.1061
Largest Winning Trade 158747 158747 42376 108272 108272 67179
Largest Losing Trade -59887 -39446 -59887 -98855 -32175 -98855
Avg Bars in Trades 92 85 100 92 85 100
Avg Bars in Winners 147 137 155 147 137 155
Avg Bars in Losers 51 50 51 51 50 51
Bars Traded 18782 8616 10166 18782 8616 10166
Profit Streak 504.0458 508.7958 0 504.0458 508.7958 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346776 271433 -188557 -179443 -122584 -577700
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580306400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759532757878,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 49,
            "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": [
        [
            426376.6517590041,
            357060.9657941655,
            69315.6859648384,
            142683.9799166118,
            141810.1491554607,
            873.8307611508
        ],
        [
            426.376652,
            357.060966,
            69.315686,
            142.68398,
            141.810149,
            0.873831
        ],
        [
            0.263521,
            0.22068,
            0.04284,
            0.05481,
            0.054587,
            0.000538
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -194824,
            -184984,
            -192500,
            -177153,
            -204980,
            -244039
        ],
        [
            1.485685,
            1.837023,
            1.15359,
            1.146974,
            1.298096,
            1.001765
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            88,
            40,
            48,
            88,
            40,
            48
        ],
        [
            114,
            61,
            53,
            114,
            61,
            53
        ],
        [
            43.564356,
            39.60396,
            47.524752,
            43.564356,
            39.60396,
            47.524752
        ],
        [
            1.924638,
            2.80146,
            1.273756,
            1.485853,
            1.979597,
            1.106116
        ],
        [
            158747,
            158747,
            42376,
            108272,
            108272,
            67179
        ],
        [
            -59887,
            -39446,
            -59887,
            -98855,
            -32175,
            -98855
        ],
        [
            92,
            85,
            100,
            92,
            85,
            100
        ],
        [
            147,
            137,
            155,
            147,
            137,
            155
        ],
        [
            51,
            50,
            51,
            51,
            50,
            51
        ],
        [
            18782,
            8616,
            10166,
            18782,
            8616,
            10166
        ],
        [
            504.045809,
            508.795809,
            0,
            504.045809,
            508.795809,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346776,
            271433,
            -188557,
            -179443,
            -122584,
            -577700
        ]
    ]
}
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": 1580306400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759532757878,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 49,
            "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)