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Trade: OMG/USDT/240/PWMA/T3/5400

Strategy
OMG/USDT/240/PWMA/T3/5400
Pair
OMG_USDT
Interval
4h
Score
473376
Daily Profit
0.388122
Profit Factor
1.920127
Profitability
45.962733
Streak
504.477399
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-05 10:27
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 737947.5593 518720.6575 219226.9018 5060841.0723 2549014.4771 2511826.5951
Total P&L (%) 737.9476 518.7207 219.2269 5060.8411 2549.0145 2511.8266
Avg Daily Profit (%) 0.3881 0.2728 0.1153 0.2076 0.1725 0.1717
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148990 -162375 -95692 -2072964 -2144374 -870065
Profit Factor 1.9201 2.1503 1.6245 1.5786 1.4569 1.7927
Total Trades 161 81 80 161 81 80
Winning Trades 74 34 40 74 34 40
Losing Trades 87 47 40 87 47 40
Profitability (%) 45.9627 41.9753 50 45.9627 41.9753 50
Ratio Avg Win / Avg Loss 2.2574 2.9725 1.6245 1.8559 2.014 1.7927
Largest Winning Trade 198806 198806 54384 2456244 2456244 1463056
Largest Losing Trade -32078 -31722 -32078 -696286 -696286 -494674
Avg Bars in Trades 69 66 72 69 66 72
Avg Bars in Winners 104 108 101 104 108 101
Avg Bars in Losers 39 35 43 39 35 43
Bars Traded 11129 5364 5765 11129 5364 5765
Profit Streak 504.4774 510.1441 0 504.4774 510.1441 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 473376 -1744 -55452 390884 -4538 -8261
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1555977600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759649247262,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 19,
            "offset": 0,
            "a": 0.95285
        }
    }
}
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": [
        [
            737947.5592827722,
            518720.6574623256,
            219226.901820446,
            5060841.072282152,
            2549014.4771356806,
            2511826.5951464716
        ],
        [
            737.947559,
            518.720657,
            219.226902,
            5060.841072,
            2549.014477,
            2511.826595
        ],
        [
            0.388122,
            0.27282,
            0.115302,
            0.207632,
            0.17249,
            0.171745
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148990,
            -162375,
            -95692,
            -2072964,
            -2144374,
            -870065
        ],
        [
            1.920127,
            2.1503,
            1.624467,
            1.578557,
            1.456908,
            1.792745
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            74,
            34,
            40,
            74,
            34,
            40
        ],
        [
            87,
            47,
            40,
            87,
            47,
            40
        ],
        [
            45.962733,
            41.975309,
            50,
            45.962733,
            41.975309,
            50
        ],
        [
            2.257446,
            2.972473,
            1.624467,
            1.855871,
            2.013961,
            1.792745
        ],
        [
            198806,
            198806,
            54384,
            2456244,
            2456244,
            1463056
        ],
        [
            -32078,
            -31722,
            -32078,
            -696286,
            -696286,
            -494674
        ],
        [
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            72,
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            66,
            72
        ],
        [
            104,
            108,
            101,
            104,
            108,
            101
        ],
        [
            39,
            35,
            43,
            39,
            35,
            43
        ],
        [
            11129,
            5364,
            5765,
            11129,
            5364,
            5765
        ],
        [
            504.477399,
            510.144065,
            0,
            504.477399,
            510.144066,
            0
        ],
        [
            1,
            1,
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            0
        ],
        [
            0.8,
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            1.45,
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        ],
        [
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            -55452,
            390884,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1555977600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759649247262,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 19,
            "offset": 0,
            "a": 0.95285
        }
    }
}

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)