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Trade: OMG/USDT/360/HWMA/BBL/7216

Strategy
OMG/USDT/360/HWMA/BBL/7216
Pair
OMG_USDT
Interval
6h
Score
403525
Daily Profit
0.165281
Profit Factor
1.387511
Profitability
79.591837
Streak
540.128428
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-04 18:04
Expiration Time
2024-08-13 04:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -469452.6196 -40932.3775 -428520.2421 1802490.6538 -410335.7939 2212826.4477
Total P&L (%) -469.4526 -40.9324 -428.5202 1802.4907 -410.3358 2212.8264
Avg Daily Profit (%) -0.2468 -0.0215 -0.2253 0.155 0 0.1653
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -711277 -40258 -715660 -4750220 -997562 -4189900
Profit Factor 0.5434 0.7147 0.5157 1.2232 0.8265 1.3875
Total Trades 99 50 49 99 50 49
Winning Trades 70 31 39 70 31 39
Losing Trades 29 19 10 29 19 10
Profitability (%) 70.7071 62 79.5918 70.7071 62 79.5918
Ratio Avg Win / Avg Loss 0.2251 0.438 0.1322 0.5068 0.5065 0.3558
Largest Winning Trade 51603 9332 51603 1116527 471882 1116527
Largest Losing Trade -489706 -22630 -489706 -3496428 -585046 -3496428
Avg Bars in Trades 72 5 140 72 5 140
Avg Bars in Winners 39 2 69 52 2 91
Avg Bars in Losers 151 10 418 120 9 331
Bars Traded 7158 277 6882 7158 277 6882
Profit Streak 0 0 540.1284 0 0 540.1284
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577552 -759000 -576261 317764 -759000 403525
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1556431200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759590296158,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.81141,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 102,
            "offset": 0,
            "std": 2.46367
        }
    }
}
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": [
        [
            -469452.6195882781,
            -40932.377532176,
            -428520.2420561019,
            1802490.6537605987,
            -410335.793934247,
            2212826.4476948483
        ],
        [
            -469.45262,
            -40.932378,
            -428.520242,
            1802.490654,
            -410.335794,
            2212.826448
        ],
        [
            -0.246821,
            -0.021521,
            -0.2253,
            0.154996,
            0,
            0.165281
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -711277,
            -40258,
            -715660,
            -4750220,
            -997562,
            -4189900
        ],
        [
            0.543433,
            0.714709,
            0.515658,
            1.223225,
            0.826452,
            1.387511
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            70,
            31,
            39,
            70,
            31,
            39
        ],
        [
            29,
            19,
            10,
            29,
            19,
            10
        ],
        [
            70.707071,
            62,
            79.591837,
            70.707071,
            62,
            79.591837
        ],
        [
            0.225137,
            0.438047,
            0.13222,
            0.506765,
            0.506535,
            0.355772
        ],
        [
            51603,
            9332,
            51603,
            1116527,
            471882,
            1116527
        ],
        [
            -489706,
            -22630,
            -489706,
            -3496428,
            -585046,
            -3496428
        ],
        [
            72,
            5,
            140,
            72,
            5,
            140
        ],
        [
            39,
            2,
            69,
            52,
            2,
            91
        ],
        [
            151,
            10,
            418,
            120,
            9,
            331
        ],
        [
            7158,
            277,
            6882,
            7158,
            277,
            6882
        ],
        [
            0,
            0,
            540.128428,
            0,
            0,
            540.128428
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577552,
            -759000,
            -576261,
            317764,
            -759000,
            403525
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1556431200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759590296158,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.81141,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 102,
            "offset": 0,
            "std": 2.46367
        }
    }
}

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)