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Trade: OMG/USDT/720/SWMA/PSAR/2656

Strategy
OMG/USDT/720/SWMA/PSAR/2656
Pair
OMG_USDT
Interval
12h
Score
484889
Daily Profit
0.320440
Profit Factor
1.981064
Profitability
61.320755
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-11 13:08
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 609637.0793 436632.5535 173004.5258 882759.0127 515698.6386 367060.3742
Total P&L (%) 609.6371 436.6326 173.0045 882.759 515.6986 367.0604
Avg Daily Profit (%) 0.3204 0.2295 0.0909 0.1202 0.0956 0.081
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117755 -68481 -139197 -581090 -581090 -623207
Profit Factor 1.9811 2.3469 1.5821 1.3275 1.3528 1.2976
Total Trades 106 53 53 106 53 53
Winning Trades 65 33 32 65 33 32
Losing Trades 41 20 21 41 20 21
Profitability (%) 61.3208 62.2642 60.3774 61.3208 62.2642 60.3774
Ratio Avg Win / Avg Loss 1.2496 1.4223 1.0382 0.8374 0.8199 0.8516
Largest Winning Trade 229974 229974 55200 355492 318284 355492
Largest Losing Trade -68335 -49420 -68335 -581090 -581090 -310605
Avg Bars in Trades 33 28 39 33 28 39
Avg Bars in Winners 43 33 53 43 33 53
Avg Bars in Losers 17 19 16 17 19 16
Bars Traded 3575 1507 2068 3575 1507 2068
Profit Streak 0 0 593.9227 0 0 593.9227
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 484889 -166956 -247503 -31805 -244395 -264092
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": 1559260800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760177322435,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            609637.0792965594,
            436632.5534941629,
            173004.5258023965,
            882759.0127359398,
            515698.6385724831,
            367060.3741634566
        ],
        [
            609.637079,
            436.632553,
            173.004526,
            882.759013,
            515.698639,
            367.060374
        ],
        [
            0.32044,
            0.229505,
            0.090935,
            0.120187,
            0.095582,
            0.081047
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117755,
            -68481,
            -139197,
            -581090,
            -581090,
            -623207
        ],
        [
            1.981064,
            2.346863,
            1.582077,
            1.327537,
            1.352773,
            1.297624
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            61.320755,
            62.264151,
            60.377358,
            61.320755,
            62.264151,
            60.377358
        ],
        [
            1.249594,
            1.422341,
            1.038238,
            0.837369,
            0.819863,
            0.851566
        ],
        [
            229974,
            229974,
            55200,
            355492,
            318284,
            355492
        ],
        [
            -68335,
            -49420,
            -68335,
            -581090,
            -581090,
            -310605
        ],
        [
            33,
            28,
            39,
            33,
            28,
            39
        ],
        [
            43,
            33,
            53,
            43,
            33,
            53
        ],
        [
            17,
            19,
            16,
            17,
            19,
            16
        ],
        [
            3575,
            1507,
            2068,
            3575,
            1507,
            2068
        ],
        [
            0,
            0,
            593.922713,
            0,
            0,
            593.922713
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            484889,
            -166956,
            -247503,
            -31805,
            -244395,
            -264092
        ]
    ]
}
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": 1559260800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760177322435,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)