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Trade: OMG/USDT/120/SINWMA/SSF/3563

Strategy
OMG/USDT/120/SINWMA/SSF/3563
Pair
OMG_USDT
Interval
2h
Score
461243
Daily Profit
0.327907
Profit Factor
1.687404
Profitability
51.219512
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-08 07:16
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 530553.0707 430821.693 99731.3776 327063.9391 412247.3522 -85183.4131
Total P&L (%) 530.5531 430.8217 99.7314 327.0639 412.2474 -85.1834
Avg Daily Profit (%) 0.3279 0.2663 0.0616 0.0898 0.101 -0.1179
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184208 -90569 -183400 -810622 -618989 -517032
Profit Factor 1.6874 2.1509 1.2509 1.1147 1.2911 0.9407
Total Trades 123 62 61 123 62 61
Winning Trades 63 28 35 63 28 35
Losing Trades 60 34 26 60 34 26
Profitability (%) 51.2195 45.1613 57.377 51.2195 45.1613 57.377
Ratio Avg Win / Avg Loss 1.6071 2.6118 0.9292 1.0616 1.5678 0.6988
Largest Winning Trade 196578 196578 52242 430537 430537 257952
Largest Losing Trade -49949 -34628 -49949 -226219 -226219 -192653
Avg Bars in Trades 154 149 159 154 149 159
Avg Bars in Winners 213 234 196 213 234 196
Avg Bars in Losers 93 80 110 93 80 110
Bars Traded 19031 9299 9732 19031 9299 9732
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461243 -143783 -273227 -167019 -213038 -741502
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579881600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759897018971,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 173,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            530553.0706925844,
            430821.6930460125,
            99731.377646572,
            327063.9390888746,
            412247.3521912104,
            -85183.4131023356
        ],
        [
            530.553071,
            430.821693,
            99.731378,
            327.063939,
            412.247352,
            -85.183413
        ],
        [
            0.327907,
            0.266268,
            0.061639,
            0.089766,
            0.101017,
            -0.117942
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184208,
            -90569,
            -183400,
            -810622,
            -618989,
            -517032
        ],
        [
            1.687404,
            2.150909,
            1.250903,
            1.114674,
            1.291119,
            0.940682
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            63,
            28,
            35,
            63,
            28,
            35
        ],
        [
            60,
            34,
            26,
            60,
            34,
            26
        ],
        [
            51.219512,
            45.16129,
            57.377049,
            51.219512,
            45.16129,
            57.377049
        ],
        [
            1.607052,
            2.611819,
            0.929242,
            1.061594,
            1.567788,
            0.698792
        ],
        [
            196578,
            196578,
            52242,
            430537,
            430537,
            257952
        ],
        [
            -49949,
            -34628,
            -49949,
            -226219,
            -226219,
            -192653
        ],
        [
            154,
            149,
            159,
            154,
            149,
            159
        ],
        [
            213,
            234,
            196,
            213,
            234,
            196
        ],
        [
            93,
            80,
            110,
            93,
            80,
            110
        ],
        [
            19031,
            9299,
            9732,
            19031,
            9299,
            9732
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461243,
            -143783,
            -273227,
            -167019,
            -213038,
            -741502
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579881600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759897018971,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 173,
            "offset": 0,
            "poles": 3
        }
    }
}

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)