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Trade: OMG/USDT/720/PSAR/HWMA/6426

Strategy
OMG/USDT/720/PSAR/HWMA/6426
Pair
OMG_USDT
Interval
12h
Score
421034
Daily Profit
0.277469
Profit Factor
1.305459
Profitability
54.736842
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-03 22:42
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 527884.5098 389323.7472 138560.7627 72519.4378 162105.5309 -89586.0932
Total P&L (%) 527.8845 389.3237 138.5608 72.5194 162.1055 -89.5861
Avg Daily Profit (%) 0.2775 0.2046 0.0728 0.0287 0.0507 -0.1188
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157982 -111753 -184014 -1605018 -553907 -1101330
Profit Factor 1.3055 1.4664 1.1551 1.011 1.0515 0.9738
Total Trades 380 190 190 380 190 190
Winning Trades 208 99 109 208 99 109
Losing Trades 172 91 81 172 91 81
Profitability (%) 54.7368 52.1053 57.3684 54.7368 52.1053 57.3684
Ratio Avg Win / Avg Loss 1.0795 1.3479 0.8584 0.836 0.9665 0.7237
Largest Winning Trade 93170 93170 38897 300380 276086 300380
Largest Losing Trade -78859 -47610 -78859 -836140 -201454 -836140
Avg Bars in Trades 9 9 9 9 9 9
Avg Bars in Winners 9 9 10 9 9 10
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 3780 1885 1894 3780 1885 1894
Profit Streak 0 0 492.321 0 0 492.321
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421034 351057 -145044 -361759 -289850 -578521
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": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759520537098,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.05879,
            "nb": 0.90108,
            "nc": 0.71769
        }
    }
}
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": [
        [
            527884.5098388613,
            389323.7471796013,
            138560.7626592596,
            72519.4377531409,
            162105.5309193007,
            -89586.0931661601
        ],
        [
            527.88451,
            389.323747,
            138.560763,
            72.519438,
            162.105531,
            -89.586093
        ],
        [
            0.277469,
            0.204638,
            0.072831,
            0.028668,
            0.050661,
            -0.118827
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157982,
            -111753,
            -184014,
            -1605018,
            -553907,
            -1101330
        ],
        [
            1.305459,
            1.46642,
            1.155083,
            1.011035,
            1.051465,
            0.973822
        ],
        [
            380,
            190,
            190,
            380,
            190,
            190
        ],
        [
            208,
            99,
            109,
            208,
            99,
            109
        ],
        [
            172,
            91,
            81,
            172,
            91,
            81
        ],
        [
            54.736842,
            52.105263,
            57.368421,
            54.736842,
            52.105263,
            57.368421
        ],
        [
            1.079514,
            1.347921,
            0.858365,
            0.836048,
            0.966498,
            0.723666
        ],
        [
            93170,
            93170,
            38897,
            300380,
            276086,
            300380
        ],
        [
            -78859,
            -47610,
            -78859,
            -836140,
            -201454,
            -836140
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            3780,
            1885,
            1894,
            3780,
            1885,
            1894
        ],
        [
            0,
            0,
            492.321031,
            0,
            0,
            492.321031
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421034,
            351057,
            -145044,
            -361759,
            -289850,
            -578521
        ]
    ]
}
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": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759520537098,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.05879,
            "nb": 0.90108,
            "nc": 0.71769
        }
    }
}

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)