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Trade: OMG/USDT/720/SUPERTREND/WMA/1974

Strategy
OMG/USDT/720/SUPERTREND/WMA/1974
Pair
OMG_USDT
Interval
12h
Score
584637
Daily Profit
0.203098
Profit Factor
3.032260
Profitability
64.444444
Streak
534.055504
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-14 04:19
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 632559.1973 386393.2071 246165.9902 2801009.8445 1283575.4202 1517434.4242
Total P&L (%) 632.5592 386.3932 246.166 2801.0098 1283.5754 1517.4344
Avg Daily Profit (%) 0.3325 0.2031 0.1294 0.1772 0.1382 0.1464
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116458 -68187 -185383 -1927443 -732299 -1699859
Profit Factor 2.1332 3.0323 1.6688 1.6615 1.7725 1.5898
Total Trades 91 45 46 91 45 46
Winning Trades 57 29 28 57 29 28
Losing Trades 34 16 18 34 16 18
Profitability (%) 62.6374 64.4444 60.8696 62.6374 64.4444 60.8696
Ratio Avg Win / Avg Loss 1.2724 1.673 1.0728 0.9911 0.9779 1.022
Largest Winning Trade 89775 89775 58417 883588 883588 686443
Largest Losing Trade -61586 -36506 -61586 -1438177 -536016 -1438177
Avg Bars in Trades 39 17 61 39 17 61
Avg Bars in Winners 33 15 53 33 15 53
Avg Bars in Losers 49 22 73 49 22 73
Bars Traded 3610 803 2807 3610 803 2807
Profit Streak 534.0555 534.0555 563.5555 534.0555 534.0555 563.5555
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 561963 584637 -15418 421401 -4752 269884
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": 1560729600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760404795592,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 188,
            "offset": 0,
            "multiplier": 3.66449
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 95,
            "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": [
        [
            632559.1972669555,
            386393.2070797958,
            246165.9901871601,
            2801009.8444729773,
            1283575.420247747,
            1517434.424225231
        ],
        [
            632.559197,
            386.393207,
            246.16599,
            2801.009844,
            1283.57542,
            1517.434424
        ],
        [
            0.332488,
            0.203098,
            0.129391,
            0.177168,
            0.13819,
            0.146411
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116458,
            -68187,
            -185383,
            -1927443,
            -732299,
            -1699859
        ],
        [
            2.133211,
            3.03226,
            1.6688,
            1.6615,
            1.772508,
            1.589807
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            62.637363,
            64.444444,
            60.869565,
            62.637363,
            64.444444,
            60.869565
        ],
        [
            1.272442,
            1.672971,
            1.0728,
            0.99107,
            0.977935,
            1.022019
        ],
        [
            89775,
            89775,
            58417,
            883588,
            883588,
            686443
        ],
        [
            -61586,
            -36506,
            -61586,
            -1438177,
            -536016,
            -1438177
        ],
        [
            39,
            17,
            61,
            39,
            17,
            61
        ],
        [
            33,
            15,
            53,
            33,
            15,
            53
        ],
        [
            49,
            22,
            73,
            49,
            22,
            73
        ],
        [
            3610,
            803,
            2807,
            3610,
            803,
            2807
        ],
        [
            534.055504,
            534.055504,
            563.555504,
            534.055504,
            534.055505,
            563.555505
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            561963,
            584637,
            -15418,
            421401,
            -4752,
            269884
        ]
    ]
}
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": 1560729600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760404795592,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 188,
            "offset": 0,
            "multiplier": 3.66449
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 95,
            "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)