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Trade: OMG/USDT/720/LINREG/FWMA/4364

Strategy
OMG/USDT/720/LINREG/FWMA/4364
Pair
OMG_USDT
Interval
12h
Score
301295
Daily Profit
0.242353
Profit Factor
1.417839
Profitability
40.314136
Streak
508.837159
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-06 23:05
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 461076.6322 352032.1558 109044.4764 116773.1742 26618.3989 90154.7753
Total P&L (%) 461.0766 352.0322 109.0445 116.7732 26.6184 90.1548
Avg Daily Profit (%) 0.2424 0.185 0.0573 0.0407 0.0124 0.0338
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109560 -136796 -123332 -205976 -228630 -200860
Profit Factor 1.4178 1.5646 1.2272 1.0743 1.0291 1.1375
Total Trades 191 95 96 191 95 96
Winning Trades 77 38 39 77 38 39
Losing Trades 114 57 57 114 57 57
Profitability (%) 40.3141 40 40.625 40.3141 40 40.625
Ratio Avg Win / Avg Loss 2.0991 2.3469 1.7936 1.5905 1.5436 1.6625
Largest Winning Trade 193186 193186 46475 133003 133003 68780
Largest Losing Trade -45525 -45525 -31862 -118941 -118941 -52330
Avg Bars in Trades 19 21 17 19 21 17
Avg Bars in Winners 29 31 28 29 31 28
Avg Bars in Losers 12 15 9 12 15 9
Bars Traded 3702 2047 1655 3702 2047 1655
Profit Streak 508.8372 513.3372 508.8372 508.8372 513.3372 508.8372
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301295 251191 -118716 -277790 -370452 -219026
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": 1556755200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759781130535,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 28,
            "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": [
        [
            461076.6321689801,
            352032.1557838799,
            109044.4763851002,
            116773.1742460115,
            26618.3989251245,
            90154.7753208872
        ],
        [
            461.076632,
            352.032156,
            109.044476,
            116.773174,
            26.618399,
            90.154775
        ],
        [
            0.242353,
            0.185037,
            0.057316,
            0.040675,
            0.012406,
            0.033786
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109560,
            -136796,
            -123332,
            -205976,
            -228630,
            -200860
        ],
        [
            1.417839,
            1.564598,
            1.227191,
            1.074298,
            1.029062,
            1.137482
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            40.314136,
            40,
            40.625,
            40.314136,
            40,
            40.625
        ],
        [
            2.099138,
            2.346896,
            1.793586,
            1.59052,
            1.543593,
            1.662474
        ],
        [
            193186,
            193186,
            46475,
            133003,
            133003,
            68780
        ],
        [
            -45525,
            -45525,
            -31862,
            -118941,
            -118941,
            -52330
        ],
        [
            19,
            21,
            17,
            19,
            21,
            17
        ],
        [
            29,
            31,
            28,
            29,
            31,
            28
        ],
        [
            12,
            15,
            9,
            12,
            15,
            9
        ],
        [
            3702,
            2047,
            1655,
            3702,
            2047,
            1655
        ],
        [
            508.837159,
            513.337159,
            508.837159,
            508.837159,
            513.337159,
            508.837159
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301295,
            251191,
            -118716,
            -277790,
            -370452,
            -219026
        ]
    ]
}
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": 1556755200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759781130535,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 28,
            "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)