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Trade: OMG/USDT/120/WMA/LINREG/3501

Strategy
OMG/USDT/120/WMA/LINREG/3501
Pair
OMG_USDT
Interval
2h
Score
341498
Daily Profit
0.363405
Profit Factor
1.763080
Profitability
39.041096
Streak
508.526394
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-08 17:38
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 587989.5448 459322.3707 128667.1741 993228.4544 712538.1165 280690.338
Total P&L (%) 587.9895 459.3224 128.6672 993.2285 712.5381 280.6903
Avg Daily Profit (%) 0.3634 0.2839 0.0795 0.1479 0.1296 0.0827
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197136 -184683 -103251 -1098814 -876856 -565981
Profit Factor 1.7631 2.2021 1.3312 1.2912 1.3978 1.1733
Total Trades 146 73 73 146 73 73
Winning Trades 57 25 32 57 25 32
Losing Trades 89 48 41 89 48 41
Profitability (%) 39.0411 34.2466 43.8356 39.0411 34.2466 43.8356
Ratio Avg Win / Avg Loss 2.7529 4.2281 1.7056 2.0161 2.6838 1.5033
Largest Winning Trade 219082 219082 51900 685263 685263 271661
Largest Losing Trade -26098 -21463 -26098 -222972 -139993 -222972
Avg Bars in Trades 128 118 138 128 118 138
Avg Bars in Winners 230 226 234 230 226 234
Avg Bars in Losers 62 62 63 62 62 63
Bars Traded 18767 8653 10114 18767 8653 10114
Profit Streak 508.5264 514.5264 0 508.5264 514.5264 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 341498 -64972 -159746 97161 -95345 -185747
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580335200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759934280483,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 93,
            "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": [
        [
            587989.5447736623,
            459322.370722316,
            128667.1740513466,
            993228.4544070277,
            712538.1164569338,
            280690.3379500938
        ],
        [
            587.989545,
            459.322371,
            128.667174,
            993.228454,
            712.538116,
            280.690338
        ],
        [
            0.363405,
            0.283883,
            0.079522,
            0.147929,
            0.129564,
            0.082656
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197136,
            -184683,
            -103251,
            -1098814,
            -876856,
            -565981
        ],
        [
            1.76308,
            2.202144,
            1.331223,
            1.291202,
            1.397835,
            1.173293
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            57,
            25,
            32,
            57,
            25,
            32
        ],
        [
            89,
            48,
            41,
            89,
            48,
            41
        ],
        [
            39.041096,
            34.246575,
            43.835616,
            39.041096,
            34.246575,
            43.835616
        ],
        [
            2.75288,
            4.228116,
            1.705629,
            2.016087,
            2.683843,
            1.503281
        ],
        [
            219082,
            219082,
            51900,
            685263,
            685263,
            271661
        ],
        [
            -26098,
            -21463,
            -26098,
            -222972,
            -139993,
            -222972
        ],
        [
            128,
            118,
            138,
            128,
            118,
            138
        ],
        [
            230,
            226,
            234,
            230,
            226,
            234
        ],
        [
            62,
            62,
            63,
            62,
            62,
            63
        ],
        [
            18767,
            8653,
            10114,
            18767,
            8653,
            10114
        ],
        [
            508.526394,
            514.526394,
            0,
            508.526394,
            514.526394,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341498,
            -64972,
            -159746,
            97161,
            -95345,
            -185747
        ]
    ]
}
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": 1580335200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759934280483,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 93,
            "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)