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Trade: OMG/USDT/240/HWMA/HILO/8047

Strategy
OMG/USDT/240/HWMA/HILO/8047
Pair
OMG_USDT
Interval
4h
Score
342016
Daily Profit
0.197601
Profit Factor
1.306690
Profitability
49.282297
Streak
499.296106
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-09-28 22:06
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 375705.4557 329570.4393 46135.0164 -48903.7398 -3042.326 -45861.4137
Total P&L (%) 375.7055 329.5704 46.135 -48.9037 -3.0423 -45.8614
Avg Daily Profit (%) 0.1976 0.1733 0.0243 -0.0353 -0.0016 -0.0323
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157116 -154922 -179272 -135417 -70189 -118327
Profit Factor 1.3067 1.5923 1.069 0.9108 0.9869 0.8546
Total Trades 209 104 105 209 104 105
Winning Trades 103 48 55 103 48 55
Losing Trades 106 56 50 106 56 50
Profitability (%) 49.2823 46.1538 52.381 49.2823 46.1538 52.381
Ratio Avg Win / Avg Loss 1.3447 1.8577 0.9718 0.9373 1.1514 0.7769
Largest Winning Trade 214683 214683 44167 42641 42641 20176
Largest Losing Trade -53642 -53642 -42699 -47692 -23797 -47692
Avg Bars in Trades 54 52 55 54 52 55
Avg Bars in Winners 61 57 65 61 57 65
Avg Bars in Losers 46 48 45 46 48 45
Bars Traded 11330 5467 5863 11330 5467 5863
Profit Streak 499.2961 513.7961 499.2961 499.2961 513.7961 499.2961
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342016 330682 -307803 -579002 -580300 -580159
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1554696000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759086383557,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 30,
            "na": 0.01696,
            "nb": 0.1,
            "nc": 0.00903
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            375705.4557046297,
            329570.4392674216,
            46135.0164372083,
            -48903.739753352,
            -3042.3260239471,
            -45861.413729405
        ],
        [
            375.705456,
            329.570439,
            46.135016,
            -48.90374,
            -3.042326,
            -45.861414
        ],
        [
            0.197601,
            0.173337,
            0.024265,
            -0.035309,
            -0.001625,
            -0.032268
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157116,
            -154922,
            -179272,
            -135417,
            -70189,
            -118327
        ],
        [
            1.30669,
            1.59229,
            1.069002,
            0.910773,
            0.986929,
            0.854559
        ],
        [
            209,
            104,
            105,
            209,
            104,
            105
        ],
        [
            103,
            48,
            55,
            103,
            48,
            55
        ],
        [
            106,
            56,
            50,
            106,
            56,
            50
        ],
        [
            49.282297,
            46.153846,
            52.380952,
            49.282297,
            46.153846,
            52.380952
        ],
        [
            1.344749,
            1.857671,
            0.97182,
            0.937301,
            1.151417,
            0.776872
        ],
        [
            214683,
            214683,
            44167,
            42641,
            42641,
            20176
        ],
        [
            -53642,
            -53642,
            -42699,
            -47692,
            -23797,
            -47692
        ],
        [
            54,
            52,
            55,
            54,
            52,
            55
        ],
        [
            61,
            57,
            65,
            61,
            57,
            65
        ],
        [
            46,
            48,
            45,
            46,
            48,
            45
        ],
        [
            11330,
            5467,
            5863,
            11330,
            5467,
            5863
        ],
        [
            499.296106,
            513.796106,
            499.296106,
            499.296106,
            513.796106,
            499.296106
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342016,
            330682,
            -307803,
            -579002,
            -580300,
            -580159
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1554696000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759086383557,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 30,
            "na": 0.01696,
            "nb": 0.1,
            "nc": 0.00903
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)