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Trade: OMG/USDT/720/SUPERTREND/HWMA/4441

Strategy
OMG/USDT/720/SUPERTREND/HWMA/4441
Pair
OMG_USDT
Interval
12h
Score
456723
Daily Profit
0.270263
Profit Factor
2.997293
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-10 10:28
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 679620.3762 514175.0522 165445.3241 3009583.8859 1372920.8586 1636663.0273
Total P&L (%) 679.6204 514.1751 165.4453 3009.5839 1372.9209 1636.663
Avg Daily Profit (%) 0.3572 0.2703 0.087 0.1808 0.1415 0.1502
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109830 -69414 -76700 -7842240 -5542381 -4754848
Profit Factor 2.3464 2.9973 1.6689 1.124 1.1115 1.1369
Total Trades 70 35 35 70 35 35
Winning Trades 32 16 16 32 16 16
Losing Trades 38 19 19 38 19 19
Profitability (%) 45.7143 45.7143 45.7143 45.7143 45.7143 45.7143
Ratio Avg Win / Avg Loss 2.7863 3.5593 1.9818 1.3348 1.3199 1.3501
Largest Winning Trade 173011 173011 72592 3937681 1968981 3937681
Largest Losing Trade -34214 -34214 -30480 -2432898 -2432898 -2138960
Avg Bars in Trades 49 31 68 49 31 68
Avg Bars in Winners 80 44 117 80 44 117
Avg Bars in Losers 23 20 26 23 20 26
Bars Traded 3481 1101 2380 3481 1101 2380
Profit Streak 0 0 582.8116 0 0 582.8116
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -86594 456723 -74788 -176680 -103323 -63377
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": 1760081318976,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 250,
            "offset": 0,
            "multiplier": 3.21583
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.58641,
            "nb": 0.1,
            "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": [
        [
            679620.3762494202,
            514175.0521538835,
            165445.324095537,
            3009583.885850897,
            1372920.8586002758,
            1636663.027250617
        ],
        [
            679.620376,
            514.175052,
            165.445324,
            3009.583886,
            1372.920859,
            1636.663027
        ],
        [
            0.357225,
            0.270263,
            0.086962,
            0.180824,
            0.141484,
            0.150155
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109830,
            -69414,
            -76700,
            -7842240,
            -5542381,
            -4754848
        ],
        [
            2.346364,
            2.997293,
            1.668882,
            1.124016,
            1.111477,
            1.136937
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            45.714286,
            45.714286,
            45.714286,
            45.714286,
            45.714286,
            45.714286
        ],
        [
            2.786308,
            3.559286,
            1.981797,
            1.334769,
            1.319879,
            1.350113
        ],
        [
            173011,
            173011,
            72592,
            3937681,
            1968981,
            3937681
        ],
        [
            -34214,
            -34214,
            -30480,
            -2432898,
            -2432898,
            -2138960
        ],
        [
            49,
            31,
            68,
            49,
            31,
            68
        ],
        [
            80,
            44,
            117,
            80,
            44,
            117
        ],
        [
            23,
            20,
            26,
            23,
            20,
            26
        ],
        [
            3481,
            1101,
            2380,
            3481,
            1101,
            2380
        ],
        [
            0,
            0,
            582.811562,
            0,
            0,
            582.811562
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -86594,
            456723,
            -74788,
            -176680,
            -103323,
            -63377
        ]
    ]
}
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": 1760081318976,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 250,
            "offset": 0,
            "multiplier": 3.21583
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.58641,
            "nb": 0.1,
            "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)