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Trade: OMG/USDT/360/PWMA/HILO/2815

Strategy
OMG/USDT/360/PWMA/HILO/2815
Pair
OMG_USDT
Interval
6h
Score
397582
Daily Profit
0.237283
Profit Factor
1.614175
Profitability
49.473684
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-03 00:24
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 451312.8415 388288.2185 63024.6229 -286412.7976 530768.4242 -817181.2218
Total P&L (%) 451.3128 388.2882 63.0246 -286.4128 530.7684 -817.1812
Avg Daily Profit (%) 0.2373 0.2041 0.0331 0 0.0969 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200736 -141315 -177958 -835151 -143954 -842798
Profit Factor 1.6142 2.0564 1.1716 0.8145 2.114 0.2344
Total Trades 95 48 47 95 48 47
Winning Trades 47 19 28 48 28 20
Losing Trades 48 29 19 47 20 27
Profitability (%) 49.4737 39.5833 59.5745 50.5263 58.3333 42.5532
Ratio Avg Win / Avg Loss 1.6485 3.1387 0.795 0.7975 1.51 0.3164
Largest Winning Trade 234529 234529 57443 271357 271357 52930
Largest Losing Trade -127029 -54692 -127029 -518381 -132820 -518381
Avg Bars in Trades 77 67 88 77 67 88
Avg Bars in Winners 108 115 104 57 60 54
Avg Bars in Losers 47 36 64 98 78 112
Bars Traded 7389 3247 4142 7389 3247 4142
Profit Streak 0 0 664.8923 500.8923 511.1423 0
Trades During Streak 0 0 3 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397582 273721 -179865 -579872 -57443 -583592
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557727200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759440295387,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 162,
            "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": [
        [
            451312.8414501762,
            388288.218548937,
            63024.6229012393,
            -286412.7975723114,
            530768.4241980928,
            -817181.2217704046
        ],
        [
            451.312841,
            388.288219,
            63.024623,
            -286.412798,
            530.768424,
            -817.181222
        ],
        [
            0.237283,
            0.204147,
            0.033136,
            0,
            0.09688,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200736,
            -141315,
            -177958,
            -835151,
            -143954,
            -842798
        ],
        [
            1.614175,
            2.05639,
            1.171604,
            0.814477,
            2.113961,
            0.234376
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            47,
            19,
            28,
            48,
            28,
            20
        ],
        [
            48,
            29,
            19,
            47,
            20,
            27
        ],
        [
            49.473684,
            39.583333,
            59.574468,
            50.526316,
            58.333333,
            42.553191
        ],
        [
            1.648519,
            3.138701,
            0.795017,
            0.797508,
            1.509972,
            0.316407
        ],
        [
            234529,
            234529,
            57443,
            271357,
            271357,
            52930
        ],
        [
            -127029,
            -54692,
            -127029,
            -518381,
            -132820,
            -518381
        ],
        [
            77,
            67,
            88,
            77,
            67,
            88
        ],
        [
            108,
            115,
            104,
            57,
            60,
            54
        ],
        [
            47,
            36,
            64,
            98,
            78,
            112
        ],
        [
            7389,
            3247,
            4142,
            7389,
            3247,
            4142
        ],
        [
            0,
            0,
            664.892308,
            500.892308,
            511.142308,
            0
        ],
        [
            0,
            0,
            3,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397582,
            273721,
            -179865,
            -579872,
            -57443,
            -583592
        ]
    ]
}
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": 1557727200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759440295387,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 162,
            "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)