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Trade: OMG/USDT/360/ALMA/PWMA/5385

Strategy
OMG/USDT/360/ALMA/PWMA/5385
Pair
OMG_USDT
Interval
6h
Score
337192
Daily Profit
0.197668
Profit Factor
1.357857
Profitability
53.076923
Streak
484.254127
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-04 03:05
Expiration Time
2024-08-13 04:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 375965.3025 345257.7481 30707.5544 -78532.092 -149051.7732 70519.6812
Total P&L (%) 375.9653 345.2577 30.7076 -78.5321 -149.0518 70.5197
Avg Daily Profit (%) 0.1977 0.1815 0.0161 -0.0809 0 0.0281
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -194245 -159922 -157422 -367783 -360988 -216304
Profit Factor 1.3579 1.6911 1.0557 0.946 0.7987 1.0987
Total Trades 130 65 65 130 65 65
Winning Trades 69 34 35 69 34 35
Losing Trades 61 31 30 61 31 30
Profitability (%) 53.0769 52.3077 53.8462 53.0769 52.3077 53.8462
Ratio Avg Win / Avg Loss 1.2004 1.5419 0.9049 0.8363 0.7282 0.9417
Largest Winning Trade 234933 234933 47508 146581 146581 92552
Largest Losing Trade -77721 -64624 -77721 -129467 -120817 -129467
Avg Bars in Trades 56 51 62 56 51 62
Avg Bars in Winners 57 47 67 57 47 67
Avg Bars in Losers 55 55 56 55 55 56
Bars Traded 7355 3325 4030 7355 3325 4030
Profit Streak 484.2541 0 490.0041 484.2541 0 490.0041
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337192 -120713 -465821 -579450 -712159 -399664
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1558915200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759536356578,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 216,
            "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": [
        [
            375965.3025137054,
            345257.7481351445,
            30707.5543785607,
            -78532.0919801173,
            -149051.7732241581,
            70519.6812440411
        ],
        [
            375.965303,
            345.257748,
            30.707554,
            -78.532092,
            -149.051773,
            70.519681
        ],
        [
            0.197668,
            0.181524,
            0.016145,
            -0.080862,
            0,
            0.028063
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -194245,
            -159922,
            -157422,
            -367783,
            -360988,
            -216304
        ],
        [
            1.357857,
            1.691135,
            1.055725,
            0.946031,
            0.798658,
            1.098651
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            53.076923,
            52.307692,
            53.846154,
            53.076923,
            52.307692,
            53.846154
        ],
        [
            1.200424,
            1.541917,
            0.904907,
            0.836346,
            0.728188,
            0.941701
        ],
        [
            234933,
            234933,
            47508,
            146581,
            146581,
            92552
        ],
        [
            -77721,
            -64624,
            -77721,
            -129467,
            -120817,
            -129467
        ],
        [
            56,
            51,
            62,
            56,
            51,
            62
        ],
        [
            57,
            47,
            67,
            57,
            47,
            67
        ],
        [
            55,
            55,
            56,
            55,
            55,
            56
        ],
        [
            7355,
            3325,
            4030,
            7355,
            3325,
            4030
        ],
        [
            484.254127,
            0,
            490.004127,
            484.254127,
            0,
            490.004127
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337192,
            -120713,
            -465821,
            -579450,
            -712159,
            -399664
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1558915200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759536356578,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 216,
            "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)