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Trade: OMG/USDT/360/SINWMA/WMA/1462

Strategy
OMG/USDT/360/SINWMA/WMA/1462
Pair
OMG_USDT
Interval
6h
Score
380643
Daily Profit
0.278604
Profit Factor
1.724254
Profitability
45.744681
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-04 18:05
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 529903.9458 398754.9936 131148.9522 389851.7534 1097020.7149 -707168.9615
Total P&L (%) 529.9039 398.755 131.149 389.8518 1097.0207 -707.169
Avg Daily Profit (%) 0.2786 0.2097 0.069 0.0836 0.1306 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146392 -163449 -85428 -1630204 -1337857 -1694594
Profit Factor 1.7243 2.0461 1.3742 1.0698 1.4187 0.7614
Total Trades 94 47 47 94 47 47
Winning Trades 43 20 23 43 20 23
Losing Trades 51 27 24 51 27 24
Profitability (%) 45.7447 42.5532 48.9362 45.7447 42.5532 48.9362
Ratio Avg Win / Avg Loss 2.045 2.7623 1.4339 1.2689 1.9152 0.7945
Largest Winning Trade 159437 159437 54008 984120 984120 395855
Largest Losing Trade -40323 -36296 -40323 -706276 -415753 -706276
Avg Bars in Trades 77 78 76 77 78 76
Avg Bars in Winners 111 116 106 111 116 106
Avg Bars in Losers 49 50 48 49 50 48
Bars Traded 7301 3691 3610 7301 3691 3610
Profit Streak 0 0 601.3785 0 0 601.3785
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 380643 316006 -100080 -226502 -19148 -580527
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557619200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759590302688,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 157,
            "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": [
        [
            529903.9457875493,
            398754.9936058854,
            131148.9521816644,
            389851.7534353536,
            1097020.714905289,
            -707168.9614699356
        ],
        [
            529.903946,
            398.754994,
            131.148952,
            389.851753,
            1097.020715,
            -707.168961
        ],
        [
            0.278604,
            0.20965,
            0.068953,
            0.083575,
            0.130602,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146392,
            -163449,
            -85428,
            -1630204,
            -1337857,
            -1694594
        ],
        [
            1.724254,
            2.046124,
            1.374197,
            1.06982,
            1.418693,
            0.761379
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            45.744681,
            42.553191,
            48.93617,
            45.744681,
            42.553191,
            48.93617
        ],
        [
            2.045046,
            2.762267,
            1.433945,
            1.268856,
            1.915235,
            0.794483
        ],
        [
            159437,
            159437,
            54008,
            984120,
            984120,
            395855
        ],
        [
            -40323,
            -36296,
            -40323,
            -706276,
            -415753,
            -706276
        ],
        [
            77,
            78,
            76,
            77,
            78,
            76
        ],
        [
            111,
            116,
            106,
            111,
            116,
            106
        ],
        [
            49,
            50,
            48,
            49,
            50,
            48
        ],
        [
            7301,
            3691,
            3610,
            7301,
            3691,
            3610
        ],
        [
            0,
            0,
            601.378503,
            0,
            0,
            601.378503
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            380643,
            316006,
            -100080,
            -226502,
            -19148,
            -580527
        ]
    ]
}
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": 1557619200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759590302688,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 157,
            "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)