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Trade: OMG/USDT/720/PWMA/HLC3/1907

Strategy
OMG/USDT/720/PWMA/HLC3/1907
Pair
OMG_USDT
Interval
12h
Score
347486
Daily Profit
0.458738
Profit Factor
2.041756
Profitability
33.187773
Streak
495.862396
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-27 23:41
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 872749.9663 605257.6829 267492.2833 13199655.6335 6826884.3825 6372771.251
Total P&L (%) 872.75 605.2577 267.4923 13199.6556 6826.8844 6372.7713
Avg Daily Profit (%) 0.4587 0.3181 0.1406 0.2574 0.223 0.2194
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84590 -118399 -71543 -12681687 -11534933 -8566071
Profit Factor 2.0418 2.3428 1.6911 1.225 1.2092 1.2448
Total Trades 229 115 114 229 115 114
Winning Trades 76 32 44 76 32 44
Losing Trades 153 83 70 153 83 70
Profitability (%) 33.1878 27.8261 38.5965 33.1878 27.8261 38.5965
Ratio Avg Win / Avg Loss 4.1104 6.0767 2.6904 2.4661 3.1363 1.9803
Largest Winning Trade 227323 227323 49971 9646620 9646620 3831456
Largest Losing Trade -25371 -16863 -25371 -4107048 -2616760 -4107048
Avg Bars in Trades 16 15 17 16 15 17
Avg Bars in Winners 33 35 32 33 35 32
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 3709 1761 1949 3709 1761 1949
Profit Streak 495.8624 496.3624 0 495.8624 496.3624 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347486 -3236 -6543 172336 -7871 167523
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": 1555891200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759005711050,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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": [
        [
            872749.9662592575,
            605257.6829097196,
            267492.283349538,
            13199655.633533271,
            6826884.382529744,
            6372771.251003536
        ],
        [
            872.749966,
            605.257683,
            267.492283,
            13199.655634,
            6826.884383,
            6372.771251
        ],
        [
            0.458738,
            0.318138,
            0.1406,
            0.257378,
            0.223008,
            0.219436
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84590,
            -118399,
            -71543,
            -12681687,
            -11534933,
            -8566071
        ],
        [
            2.041756,
            2.342817,
            1.691139,
            1.224986,
            1.209194,
            1.244781
        ],
        [
            229,
            115,
            114,
            229,
            115,
            114
        ],
        [
            76,
            32,
            44,
            76,
            32,
            44
        ],
        [
            153,
            83,
            70,
            153,
            83,
            70
        ],
        [
            33.187773,
            27.826087,
            38.596491,
            33.187773,
            27.826087,
            38.596491
        ],
        [
            4.110377,
            6.076682,
            2.690449,
            2.466091,
            3.136348,
            1.980334
        ],
        [
            227323,
            227323,
            49971,
            9646620,
            9646620,
            3831456
        ],
        [
            -25371,
            -16863,
            -25371,
            -4107048,
            -2616760,
            -4107048
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            33,
            35,
            32,
            33,
            35,
            32
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            3709,
            1761,
            1949,
            3709,
            1761,
            1949
        ],
        [
            495.862396,
            496.362396,
            0,
            495.862396,
            496.362396,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347486,
            -3236,
            -6543,
            172336,
            -7871,
            167523
        ]
    ]
}
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": 1555891200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759005711050,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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)