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Trade: OMG/USDT/120/SWMA/WMA/8507

Strategy
OMG/USDT/120/SWMA/WMA/8507
Pair
OMG_USDT
Interval
2h
Score
337462
Daily Profit
0.351830
Profit Factor
1.626517
Profitability
38.509317
Streak
508.974945
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 06:23
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 569260.9672 466461.372 102799.5952 700376.4133 810197.4056 -109820.9922
Total P&L (%) 569.261 466.4614 102.7996 700.3764 810.1974 -109.821
Avg Daily Profit (%) 0.3518 0.2883 0.0635 0.1286 0.1366 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159350 -147363 -90107 -1950093 -1383611 -1275069
Profit Factor 1.6265 1.9998 1.2325 1.0961 1.2164 0.969
Total Trades 161 81 80 161 81 80
Winning Trades 62 25 37 62 25 37
Losing Trades 99 56 43 99 56 43
Profitability (%) 38.5093 30.8642 46.25 38.5093 30.8642 46.25
Ratio Avg Win / Avg Loss 2.5972 4.4796 1.4324 1.7502 2.7246 1.1261
Largest Winning Trade 214966 214966 51099 791350 791350 522448
Largest Losing Trade -35190 -25022 -35190 -456363 -290692 -456363
Avg Bars in Trades 118 116 119 118 116 119
Avg Bars in Winners 196 218 182 196 218 182
Avg Bars in Losers 68 71 64 68 71 64
Bars Traded 19009 9476 9533 19009 9476 9533
Profit Streak 508.9749 514.8083 0 508.9749 514.8083 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 337462 -6640 -129337 -137636 -28404 -600027
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580083200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759980235262,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 189,
            "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": [
        [
            569260.9672315388,
            466461.372031724,
            102799.5951998149,
            700376.4133397194,
            810197.4055688734,
            -109820.9922291544
        ],
        [
            569.260967,
            466.461372,
            102.799595,
            700.376413,
            810.197406,
            -109.820992
        ],
        [
            0.35183,
            0.288295,
            0.063535,
            0.128631,
            0.136588,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159350,
            -147363,
            -90107,
            -1950093,
            -1383611,
            -1275069
        ],
        [
            1.626517,
            1.999819,
            1.232544,
            1.096093,
            1.216352,
            0.96901
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            62,
            25,
            37,
            62,
            25,
            37
        ],
        [
            99,
            56,
            43,
            99,
            56,
            43
        ],
        [
            38.509317,
            30.864198,
            46.25,
            38.509317,
            30.864198,
            46.25
        ],
        [
            2.597181,
            4.479594,
            1.432416,
            1.750213,
            2.724628,
            1.126146
        ],
        [
            214966,
            214966,
            51099,
            791350,
            791350,
            522448
        ],
        [
            -35190,
            -25022,
            -35190,
            -456363,
            -290692,
            -456363
        ],
        [
            118,
            116,
            119,
            118,
            116,
            119
        ],
        [
            196,
            218,
            182,
            196,
            218,
            182
        ],
        [
            68,
            71,
            64,
            68,
            71,
            64
        ],
        [
            19009,
            9476,
            9533,
            19009,
            9476,
            9533
        ],
        [
            508.974945,
            514.808278,
            0,
            508.974945,
            514.808278,
            0
        ],
        [
            1,
            1,
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            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            337462,
            -6640,
            -129337,
            -137636,
            -28404,
            -600027
        ]
    ]
}
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": 1580083200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759980235262,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 189,
            "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)