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Trade: OMG/USDT/720/FWMA/HWMA/8637

Strategy
OMG/USDT/720/FWMA/HWMA/8637
Pair
OMG_USDT
Interval
12h
Score
349603
Daily Profit
0.184111
Profit Factor
1.308722
Profitability
55.450237
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-03 23:45
Expiration Time
2024-08-13 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350271.1996 275146.1709 75125.0287 -33739.1923 68158.4447 -101897.6369
Total P&L (%) 350.2712 275.1462 75.125 -33.7392 68.1584 -101.8976
Avg Daily Profit (%) 0.1841 0.1446 0.0395 -0.0216 0.0273 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140239 -150995 -169659 -208312 -67869 -222096
Profit Factor 1.3087 1.437 1.1488 0.963 1.1484 0.7747
Total Trades 211 106 105 211 106 105
Winning Trades 117 52 65 117 52 65
Losing Trades 94 54 40 94 54 40
Profitability (%) 55.4502 49.0566 61.9048 55.4502 49.0566 61.9048
Ratio Avg Win / Avg Loss 1.0515 1.4922 0.7069 0.7737 1.1926 0.4767
Largest Winning Trade 113090 113090 30408 88816 88816 43361
Largest Losing Trade -74665 -41637 -74665 -91760 -43043 -91760
Avg Bars in Trades 16 17 16 16 17 16
Avg Bars in Winners 16 15 16 16 15 16
Avg Bars in Losers 17 18 16 17 18 16
Bars Traded 3554 1810 1745 3554 1810 1745
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 349603 21033 -197138 -578689 -214126 -579231
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1562932800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759524327212,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            350271.1995911148,
            275146.1708696997,
            75125.028721415,
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            -101897.6369330561
        ],
        [
            350.2712,
            275.146171,
            75.125029,
            -33.739192,
            68.158445,
            -101.897637
        ],
        [
            0.184111,
            0.144623,
            0.039488,
            -0.021631,
            0.027322,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140239,
            -150995,
            -169659,
            -208312,
            -67869,
            -222096
        ],
        [
            1.308722,
            1.436974,
            1.148786,
            0.962982,
            1.14842,
            0.774667
        ],
        [
            211,
            106,
            105,
            211,
            106,
            105
        ],
        [
            117,
            52,
            65,
            117,
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        ],
        [
            94,
            54,
            40,
            94,
            54,
            40
        ],
        [
            55.450237,
            49.056604,
            61.904762,
            55.450237,
            49.056604,
            61.904762
        ],
        [
            1.051452,
            1.492242,
            0.706945,
            0.773678,
            1.19259,
            0.476718
        ],
        [
            113090,
            113090,
            30408,
            88816,
            88816,
            43361
        ],
        [
            -74665,
            -41637,
            -74665,
            -91760,
            -43043,
            -91760
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            16,
            15,
            16,
            16,
            15,
            16
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            3554,
            1810,
            1745,
            3554,
            1810,
            1745
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349603,
            21033,
            -197138,
            -578689,
            -214126,
            -579231
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1562932800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759524327212,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)