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Trade: OMG/USDT/360/MIDPRICE/SINWMA/4396

Strategy
OMG/USDT/360/MIDPRICE/SINWMA/4396
Pair
OMG_USDT
Interval
6h
Score
451922
Daily Profit
0.269655
Profit Factor
1.675123
Profitability
57.692308
Streak
495.972871
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-04 08:20
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 512884.7194 409948.4224 102936.2969 84181.3656 119732.3761 -35551.0105
Total P&L (%) 512.8847 409.9484 102.9363 84.1814 119.7324 -35.551
Avg Daily Profit (%) 0.2697 0.2155 0.0541 0.0321 0.0414 -0.0231
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -243380 -53347 -273306 -461051 -80961 -464998
Profit Factor 1.6751 3.0069 1.1853 1.0649 1.3379 0.9623
Total Trades 104 52 52 104 52 52
Winning Trades 60 32 28 60 32 28
Losing Trades 44 20 24 44 20 24
Profitability (%) 57.6923 61.5385 53.8462 57.6923 61.5385 53.8462
Ratio Avg Win / Avg Loss 1.2284 1.8793 1.016 0.7809 0.8362 0.8248
Largest Winning Trade 104230 104230 70609 190593 64799 190593
Largest Losing Trade -79872 -25100 -79872 -192321 -51263 -192321
Avg Bars in Trades 70 30 109 70 30 109
Avg Bars in Winners 58 26 94 58 26 94
Avg Bars in Losers 85 36 127 85 36 127
Bars Traded 7299 1586 5713 7299 1586 5713
Profit Streak 495.9729 0 496.9729 495.9729 0 496.9729
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 451922 -165062 -316281 -298929 -317518 -759750
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557921600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759555256048,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 120,
            "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": [
        [
            512884.7193744679,
            409948.422448337,
            102936.2969261311,
            84181.3655871807,
            119732.376102639,
            -35551.0105154582
        ],
        [
            512.884719,
            409.948422,
            102.936297,
            84.181366,
            119.732376,
            -35.551011
        ],
        [
            0.269655,
            0.215535,
            0.05412,
            0.032116,
            0.041399,
            -0.023094
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -243380,
            -53347,
            -273306,
            -461051,
            -80961,
            -464998
        ],
        [
            1.675123,
            3.006881,
            1.185331,
            1.064901,
            1.337872,
            0.962288
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            57.692308,
            61.538462,
            53.846154,
            57.692308,
            61.538462,
            53.846154
        ],
        [
            1.228424,
            1.879301,
            1.015998,
            0.780927,
            0.83617,
            0.824818
        ],
        [
            104230,
            104230,
            70609,
            190593,
            64799,
            190593
        ],
        [
            -79872,
            -25100,
            -79872,
            -192321,
            -51263,
            -192321
        ],
        [
            70,
            30,
            109,
            70,
            30,
            109
        ],
        [
            58,
            26,
            94,
            58,
            26,
            94
        ],
        [
            85,
            36,
            127,
            85,
            36,
            127
        ],
        [
            7299,
            1586,
            5713,
            7299,
            1586,
            5713
        ],
        [
            495.972871,
            0,
            496.972871,
            495.972871,
            0,
            496.972871
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            451922,
            -165062,
            -316281,
            -298929,
            -317518,
            -759750
        ]
    ]
}
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": 1557921600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759555256048,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 120,
            "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)