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Trade: OMG/USDT/720/FWMA/OHLC4/1504

Strategy
OMG/USDT/720/FWMA/OHLC4/1504
Pair
OMG_USDT
Interval
12h
Score
410922
Daily Profit
0.279381
Profit Factor
1.261748
Profitability
38.882283
Streak
474.670164
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-26 19:05
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 531521.6716 428323.8673 103197.8042 172547.3651 343141.4169 -170594.0518
Total P&L (%) 531.5217 428.3239 103.1978 172.5474 343.1414 -170.5941
Avg Daily Profit (%) 0.2794 0.2251 0.0542 0.0527 0.0783 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175687 -173374 -134309 -2582704 -2086158 -1757988
Profit Factor 1.2617 1.4324 1.0992 1.0101 1.0398 0.9799
Total Trades 841 421 420 841 421 420
Winning Trades 327 164 163 327 164 163
Losing Trades 514 257 257 514 257 257
Profitability (%) 38.8823 38.9549 38.8095 38.8823 38.9549 38.8095
Ratio Avg Win / Avg Loss 1.9833 2.2447 1.7331 1.5877 1.6294 1.545
Largest Winning Trade 262587 262587 43501 983147 983147 691512
Largest Losing Trade -26820 -26820 -20638 -440096 -440096 -295244
Avg Bars in Trades 4 4 4 4 4 4
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 2 2 2 2 2 2
Bars Traded 3590 1727 1863 3590 1727 1863
Profit Streak 474.6702 474.6702 487.6702 474.6702 474.6702 487.6702
Trades During Streak 6 3 4 6 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410922 316958 -231836 -329108 -265124 -579080

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": 1563278400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758902702243,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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": [
        [
            531521.6715707367,
            428323.8673424452,
            103197.8042282914,
            172547.365059009,
            343141.4168715093,
            -170594.0518124985
        ],
        [
            531.521672,
            428.323867,
            103.197804,
            172.547365,
            343.141417,
            -170.594052
        ],
        [
            0.279381,
            0.225137,
            0.054243,
            0.052715,
            0.078281,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175687,
            -173374,
            -134309,
            -2582704,
            -2086158,
            -1757988
        ],
        [
            1.261748,
            1.432402,
            1.09922,
            1.010082,
            1.039781,
            0.979901
        ],
        [
            841,
            421,
            420,
            841,
            421,
            420
        ],
        [
            327,
            164,
            163,
            327,
            164,
            163
        ],
        [
            514,
            257,
            257,
            514,
            257,
            257
        ],
        [
            38.882283,
            38.954869,
            38.809524,
            38.882283,
            38.954869,
            38.809524
        ],
        [
            1.983298,
            2.244679,
            1.733125,
            1.587714,
            1.629412,
            1.544998
        ],
        [
            262587,
            262587,
            43501,
            983147,
            983147,
            691512
        ],
        [
            -26820,
            -26820,
            -20638,
            -440096,
            -440096,
            -295244
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            2,
            2,
            2,
            2,
            2,
            2
        ],
        [
            3590,
            1727,
            1863,
            3590,
            1727,
            1863
        ],
        [
            474.670164,
            474.670165,
            487.670164,
            474.670165,
            474.670165,
            487.670165
        ],
        [
            6,
            3,
            4,
            6,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410922,
            316958,
            -231836,
            -329108,
            -265124,
            -579080
        ]
    ]
}
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": 1563278400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758902702243,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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)