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Trade: OMG/USDT/480/SINWMA/HILO/2555

Strategy
OMG/USDT/480/SINWMA/HILO/2555
Pair
OMG_USDT
Interval
8h
Score
400237
Daily Profit
0.243653
Profit Factor
1.582135
Profitability
48.245614
Streak
540.429170
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-10 13:18
Expiration Time
2024-08-13 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 463508.6499 368320.2777 95188.3722 61070.3859 114843.5881 -53773.2022
Total P&L (%) 463.5087 368.3203 95.1884 61.0704 114.8436 -53.7732
Avg Daily Profit (%) 0.2437 0.1936 0.05 0.0251 0.0402 -0.0406
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140822 -98606 -197379 -351466 -97074 -344410
Profit Factor 1.5821 2.1829 1.1963 1.0538 1.2937 0.9278
Total Trades 114 57 57 114 57 57
Winning Trades 55 28 27 55 28 27
Losing Trades 59 29 30 59 29 30
Profitability (%) 48.2456 49.1228 47.3684 48.2456 49.1228 47.3684
Ratio Avg Win / Avg Loss 1.6972 2.2608 1.3293 1.1304 1.3399 1.0309
Largest Winning Trade 178515 178515 57477 101321 73271 101321
Largest Losing Trade -57857 -45432 -57857 -210156 -36173 -210156
Avg Bars in Trades 48 35 60 48 35 60
Avg Bars in Winners 55 36 74 55 36 74
Avg Bars in Losers 41 35 47 41 35 47
Bars Traded 5486 2036 3450 5486 2036 3450
Profit Streak 540.4292 0 575.0958 540.4292 0 575.0958
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400237 -168676 -310774 -321155 -319546 -759231
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1559318400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760091480291,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 43
        }
    }
}
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": [
        [
            463508.6499478075,
            368320.2777259835,
            95188.372221824,
            61070.3859001845,
            114843.5881124591,
            -53773.2022122745
        ],
        [
            463.50865,
            368.320278,
            95.188372,
            61.070386,
            114.843588,
            -53.773202
        ],
        [
            0.243653,
            0.193615,
            0.050038,
            0.02506,
            0.040208,
            -0.040553
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140822,
            -98606,
            -197379,
            -351466,
            -97074,
            -344410
        ],
        [
            1.582135,
            2.182862,
            1.196329,
            1.053778,
            1.293718,
            0.927782
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            48.245614,
            49.122807,
            47.368421,
            48.245614,
            49.122807,
            47.368421
        ],
        [
            1.697199,
            2.260822,
            1.329254,
            1.130417,
            1.339922,
            1.030869
        ],
        [
            178515,
            178515,
            57477,
            101321,
            73271,
            101321
        ],
        [
            -57857,
            -45432,
            -57857,
            -210156,
            -36173,
            -210156
        ],
        [
            48,
            35,
            60,
            48,
            35,
            60
        ],
        [
            55,
            36,
            74,
            55,
            36,
            74
        ],
        [
            41,
            35,
            47,
            41,
            35,
            47
        ],
        [
            5486,
            2036,
            3450,
            5486,
            2036,
            3450
        ],
        [
            540.42917,
            0,
            575.095837,
            540.42917,
            0,
            575.095837
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400237,
            -168676,
            -310774,
            -321155,
            -319546,
            -759231
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1559318400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760091480291,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 43
        }
    }
}

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)