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Trade: OMG/USDT/720/WMA/HWMA/1696

Strategy
OMG/USDT/720/WMA/HWMA/1696
Pair
OMG_USDT
Interval
12h
Score
337299
Daily Profit
0.283121
Profit Factor
1.890971
Profitability
40.833333
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-07 08:48
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 538638.2544 390286.87 148351.3844 934879.1871 74838.0229 860041.1642
Total P&L (%) 538.6383 390.2869 148.3514 934.8792 74.838 860.0412
Avg Daily Profit (%) 0.2831 0.2051 0.078 0.1229 0.0294 0.119
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125915 -101805 -68295 -3164420 -2347544 -1550454
Profit Factor 1.891 2.213 1.5246 1.0996 1.016 1.1822
Total Trades 120 60 60 120 60 60
Winning Trades 49 22 27 49 22 27
Losing Trades 71 38 33 71 38 33
Profitability (%) 40.8333 36.6667 45 40.8333 36.6667 45
Ratio Avg Win / Avg Loss 2.74 3.8225 1.8634 1.5933 1.755 1.4449
Largest Winning Trade 166915 166915 57371 1441822 1227330 1441822
Largest Losing Trade -34927 -34927 -22528 -623749 -529154 -623749
Avg Bars in Trades 29 24 35 29 24 35
Avg Bars in Winners 59 50 68 59 50 68
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 3588 1442 2146 3588 1442 2146
Profit Streak 0 0 565.742 0 0 565.742
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337299 -162489 -256435 -141352 -529790 -224043
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": 1561420800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759816105559,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.16466,
            "nb": 0.70255,
            "nc": 0.1
        }
    }
}
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": [
        [
            538638.2544357409,
            390286.8700023624,
            148351.3844333787,
            934879.1871314058,
            74838.0228857672,
            860041.1642456384
        ],
        [
            538.638254,
            390.28687,
            148.351384,
            934.879187,
            74.838023,
            860.041164
        ],
        [
            0.283121,
            0.205144,
            0.077977,
            0.122907,
            0.02937,
            0.118957
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125915,
            -101805,
            -68295,
            -3164420,
            -2347544,
            -1550454
        ],
        [
            1.890971,
            2.21304,
            1.524563,
            1.099587,
            1.016034,
            1.182209
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            71,
            38,
            33,
            71,
            38,
            33
        ],
        [
            40.833333,
            36.666667,
            45,
            40.833333,
            36.666667,
            45
        ],
        [
            2.739978,
            3.822523,
            1.863355,
            1.593279,
            1.754968,
            1.444922
        ],
        [
            166915,
            166915,
            57371,
            1441822,
            1227330,
            1441822
        ],
        [
            -34927,
            -34927,
            -22528,
            -623749,
            -529154,
            -623749
        ],
        [
            29,
            24,
            35,
            29,
            24,
            35
        ],
        [
            59,
            50,
            68,
            59,
            50,
            68
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            3588,
            1442,
            2146,
            3588,
            1442,
            2146
        ],
        [
            0,
            0,
            565.741962,
            0,
            0,
            565.741962
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337299,
            -162489,
            -256435,
            -141352,
            -529790,
            -224043
        ]
    ]
}
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": 1561420800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759816105559,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.16466,
            "nb": 0.70255,
            "nc": 0.1
        }
    }
}

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)