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Trade: OMG/USDT/720/LINREG/HMA/3397

Strategy
OMG/USDT/720/LINREG/HMA/3397
Pair
OMG_USDT
Interval
12h
Score
342295
Daily Profit
0.207358
Profit Factor
1.362625
Profitability
49.315068
Streak
512.721486
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-12 20:18
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 394497.7407 329797.3413 64700.3994 -12248.3479 17495.8672 -29744.2151
Total P&L (%) 394.4977 329.7973 64.7004 -12.2483 17.4959 -29.7442
Avg Daily Profit (%) 0.2074 0.1733 0.034 -0.0069 0.0085 -0.0186
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -221976 -128910 -186415 -175262 -83988 -133822
Profit Factor 1.3626 1.564 1.1286 0.9825 1.0475 0.9101
Total Trades 146 73 73 146 73 73
Winning Trades 72 33 39 72 33 39
Losing Trades 74 40 34 74 40 34
Profitability (%) 49.3151 45.2055 53.4247 49.3151 45.2055 53.4247
Ratio Avg Win / Avg Loss 1.4005 1.8957 0.9839 1.0098 1.2697 0.7934
Largest Winning Trade 183501 183501 45673 53126 48510 53126
Largest Losing Trade -48591 -48591 -44837 -53505 -45526 -53505
Avg Bars in Trades 25 28 22 25 28 22
Avg Bars in Winners 30 35 26 30 35 26
Avg Bars in Losers 20 23 18 20 23 18
Bars Traded 3744 2081 1663 3744 2081 1663
Profit Streak 512.7215 517.2215 512.7215 512.7215 517.2215 512.7215
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342295 -62759 -298925 -577753 -431279 -651152
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": 1760289536428,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "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": [
        [
            394497.7407270814,
            329797.3413455108,
            64700.3993815703,
            -12248.3478762436,
            17495.8672023036,
            -29744.2150785472
        ],
        [
            394.497741,
            329.797341,
            64.700399,
            -12.248348,
            17.495867,
            -29.744215
        ],
        [
            0.207358,
            0.173349,
            0.034008,
            -0.006868,
            0.008475,
            -0.018554
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -221976,
            -128910,
            -186415,
            -175262,
            -83988,
            -133822
        ],
        [
            1.362625,
            1.563971,
            1.128599,
            0.982475,
            1.047521,
            0.910064
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            74,
            40,
            34,
            74,
            40,
            34
        ],
        [
            49.315068,
            45.205479,
            53.424658,
            49.315068,
            45.205479,
            53.424658
        ],
        [
            1.400476,
            1.895723,
            0.983907,
            1.009766,
            1.269722,
            0.793389
        ],
        [
            183501,
            183501,
            45673,
            53126,
            48510,
            53126
        ],
        [
            -48591,
            -48591,
            -44837,
            -53505,
            -45526,
            -53505
        ],
        [
            25,
            28,
            22,
            25,
            28,
            22
        ],
        [
            30,
            35,
            26,
            30,
            35,
            26
        ],
        [
            20,
            23,
            18,
            20,
            23,
            18
        ],
        [
            3744,
            2081,
            1663,
            3744,
            2081,
            1663
        ],
        [
            512.721486,
            517.221486,
            512.721486,
            512.721486,
            517.221486,
            512.721486
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342295,
            -62759,
            -298925,
            -577753,
            -431279,
            -651152
        ]
    ]
}
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": 1760289536428,
    "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": "hma",
        "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)