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Trade: OMG/USDT/720/HWMA/LINREG/1661

Strategy
OMG/USDT/720/HWMA/LINREG/1661
Pair
OMG_USDT
Interval
12h
Score
427670
Daily Profit
0.299102
Profit Factor
1.379510
Profitability
54.019293
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-08 00:26
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 569042.1835 414678.8283 154363.3553 165778.2199 100085.6131 65692.6068
Total P&L (%) 569.0422 414.6788 154.3634 165.7782 100.0856 65.6926
Avg Daily Profit (%) 0.2991 0.218 0.0811 0.0514 0.0365 0.0265
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143930 -86539 -274401 -110467 -37915 -127653
Profit Factor 1.3795 1.5666 1.2011 1.286 1.4104 1.1956
Total Trades 311 156 155 311 156 155
Winning Trades 168 83 85 168 83 85
Losing Trades 143 73 70 143 73 70
Profitability (%) 54.0193 53.2051 54.8387 54.0193 53.2051 54.8387
Ratio Avg Win / Avg Loss 1.1742 1.3779 0.9892 1.0946 1.2405 0.9846
Largest Winning Trade 92660 92660 44490 78492 25297 78492
Largest Losing Trade -79496 -40434 -79496 -29918 -19096 -29918
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 3776 1892 1884 3776 1892 1884
Profit Streak 0 0 501.3932 0 0 501.3932
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427670 375940 -85064 -121858 -142475 -162961
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": 1554724800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759872371328,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.24737,
            "nc": 0.31647
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 12,
            "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": [
        [
            569042.1835412316,
            414678.8282911388,
            154363.3552500933,
            165778.219947916,
            100085.6131101644,
            65692.6068377516
        ],
        [
            569.042184,
            414.678828,
            154.363355,
            165.77822,
            100.085613,
            65.692607
        ],
        [
            0.299102,
            0.217965,
            0.081137,
            0.051393,
            0.036463,
            0.026546
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143930,
            -86539,
            -274401,
            -110467,
            -37915,
            -127653
        ],
        [
            1.37951,
            1.566597,
            1.201115,
            1.285992,
            1.410441,
            1.195623
        ],
        [
            311,
            156,
            155,
            311,
            156,
            155
        ],
        [
            168,
            83,
            85,
            168,
            83,
            85
        ],
        [
            143,
            73,
            70,
            143,
            73,
            70
        ],
        [
            54.019293,
            53.205128,
            54.83871,
            54.019293,
            53.205128,
            54.83871
        ],
        [
            1.174226,
            1.377851,
            0.989154,
            1.094624,
            1.240508,
            0.984631
        ],
        [
            92660,
            92660,
            44490,
            78492,
            25297,
            78492
        ],
        [
            -79496,
            -40434,
            -79496,
            -29918,
            -19096,
            -29918
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            3776,
            1892,
            1884,
            3776,
            1892,
            1884
        ],
        [
            0,
            0,
            501.393186,
            0,
            0,
            501.393187
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427670,
            375940,
            -85064,
            -121858,
            -142475,
            -162961
        ]
    ]
}
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": 1554724800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759872371328,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.24737,
            "nc": 0.31647
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 12,
            "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)