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Trade: OMG/USDT/120/SWMA/JMA/2934

Strategy
OMG/USDT/120/SWMA/JMA/2934
Pair
OMG_USDT
Interval
2h
Score
343877
Daily Profit
0.355784
Profit Factor
1.876892
Profitability
40.517241
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 17:19
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 575658.917 421310.7796 154348.1375 1410639.0172 442902.3259 967736.6914
Total P&L (%) 575.6589 421.3108 154.3481 1410.639 442.9023 967.7367
Avg Daily Profit (%) 0.3558 0.2604 0.0954 0.1679 0.1046 0.1465
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124796 -154525 -135562 -769464 -898109 -283664
Profit Factor 1.8769 2.3282 1.4549 1.3968 1.205 1.6938
Total Trades 116 58 58 116 58 58
Winning Trades 47 19 28 47 19 28
Losing Trades 69 39 30 69 39 30
Profitability (%) 40.5172 32.7586 48.2759 40.5172 32.7586 48.2759
Ratio Avg Win / Avg Loss 2.7554 4.7789 1.5589 2.0506 2.4734 1.8147
Largest Winning Trade 169890 169890 54591 772074 772074 503675
Largest Losing Trade -39909 -17988 -39909 -331355 -331355 -156912
Avg Bars in Trades 161 150 173 161 150 173
Avg Bars in Winners 280 285 276 280 285 276
Avg Bars in Losers 81 85 76 81 85 76
Bars Traded 18791 8748 10043 18791 8748 10043
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 343877 -174467 -244198 222134 -239745 -174615
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580313600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760019587128,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 105,
            "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": [
        [
            575658.9170498354,
            421310.7795928695,
            154348.137456966,
            1410639.017240284,
            442902.3258543708,
            967736.6913859134
        ],
        [
            575.658917,
            421.31078,
            154.348137,
            1410.639017,
            442.902326,
            967.736691
        ],
        [
            0.355784,
            0.26039,
            0.095394,
            0.167948,
            0.104613,
            0.146468
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124796,
            -154525,
            -135562,
            -769464,
            -898109,
            -283664
        ],
        [
            1.876892,
            2.328195,
            1.454941,
            1.396772,
            1.205014,
            1.69375
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            47,
            19,
            28,
            47,
            19,
            28
        ],
        [
            69,
            39,
            30,
            69,
            39,
            30
        ],
        [
            40.517241,
            32.758621,
            48.275862,
            40.517241,
            32.758621,
            48.275862
        ],
        [
            2.755437,
            4.778927,
            1.558865,
            2.05058,
            2.473449,
            1.814732
        ],
        [
            169890,
            169890,
            54591,
            772074,
            772074,
            503675
        ],
        [
            -39909,
            -17988,
            -39909,
            -331355,
            -331355,
            -156912
        ],
        [
            161,
            150,
            173,
            161,
            150,
            173
        ],
        [
            280,
            285,
            276,
            280,
            285,
            276
        ],
        [
            81,
            85,
            76,
            81,
            85,
            76
        ],
        [
            18791,
            8748,
            10043,
            18791,
            8748,
            10043
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343877,
            -174467,
            -244198,
            222134,
            -239745,
            -174615
        ]
    ]
}
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": 1580313600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760019587128,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 105,
            "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)