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Trade: OMG/USDT/240/SINWMA/HILO/9505

Strategy
OMG/USDT/240/SINWMA/HILO/9505
Pair
OMG_USDT
Interval
4h
Score
420467
Daily Profit
0.279275
Profit Factor
1.628904
Profitability
47.120419
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-04 10:25
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 530994.7047 383686.5965 147308.1082 751657.1304 377266.8014 374390.329
Total P&L (%) 530.9947 383.6866 147.3081 751.6571 377.2668 374.3903
Avg Daily Profit (%) 0.2793 0.2018 0.0775 0.1127 0.0822 0.0819
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94896 -126006 -154359 -420754 -741514 -569019
Profit Factor 1.6289 1.9282 1.3418 1.1982 1.184 1.215
Total Trades 191 96 95 191 96 95
Winning Trades 90 38 52 90 38 52
Losing Trades 101 58 43 101 58 43
Profitability (%) 47.1204 39.5833 54.7368 47.1204 39.5833 54.7368
Ratio Avg Win / Avg Loss 1.828 2.9431 1.1096 1.3447 1.8072 1.0047
Largest Winning Trade 138949 138949 51635 440272 440272 270995
Largest Losing Trade -41811 -24786 -41811 -232653 -232653 -127890
Avg Bars in Trades 58 49 66 58 49 66
Avg Bars in Winners 86 82 88 86 82 88
Avg Bars in Losers 33 28 40 33 28 40
Bars Traded 11105 4765 6340 11105 4765 6340
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 420467 250173 -88852 -44671 -104474 -83707
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1556006400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759562715601,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            530994.7047019181,
            383686.5965321132,
            147308.1081698053,
            751657.1303838319,
            377266.8014044155,
            374390.3289794164
        ],
        [
            530.994705,
            383.686597,
            147.308108,
            751.65713,
            377.266801,
            374.390329
        ],
        [
            0.279275,
            0.201799,
            0.077476,
            0.112722,
            0.082234,
            0.081916
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94896,
            -126006,
            -154359,
            -420754,
            -741514,
            -569019
        ],
        [
            1.628904,
            1.928237,
            1.341808,
            1.198245,
            1.184047,
            1.214955
        ],
        [
            191,
            96,
            95,
            191,
            96,
            95
        ],
        [
            90,
            38,
            52,
            90,
            38,
            52
        ],
        [
            101,
            58,
            43,
            101,
            58,
            43
        ],
        [
            47.120419,
            39.583333,
            54.736842,
            47.120419,
            39.583333,
            54.736842
        ],
        [
            1.827992,
            2.943098,
            1.109572,
            1.344697,
            1.807229,
            1.004674
        ],
        [
            138949,
            138949,
            51635,
            440272,
            440272,
            270995
        ],
        [
            -41811,
            -24786,
            -41811,
            -232653,
            -232653,
            -127890
        ],
        [
            58,
            49,
            66,
            58,
            49,
            66
        ],
        [
            86,
            82,
            88,
            86,
            82,
            88
        ],
        [
            33,
            28,
            40,
            33,
            28,
            40
        ],
        [
            11105,
            4765,
            6340,
            11105,
            4765,
            6340
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420467,
            250173,
            -88852,
            -44671,
            -104474,
            -83707
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1556006400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759562715601,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)