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Trade: OMG/USDT/480/SINWMA/WMA/3546

Strategy
OMG/USDT/480/SINWMA/WMA/3546
Pair
OMG_USDT
Interval
8h
Score
463778
Daily Profit
0.446252
Profit Factor
2.326856
Profitability
44.800000
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-06 14:31
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 848917.7632 581972.6476 266945.1155 11710056.6489 3875236.9403 7834819.7086
Total P&L (%) 848.9178 581.9726 266.9451 11710.0566 3875.2369 7834.8197
Avg Daily Profit (%) 0.4463 0.3059 0.1403 0.2511 0.1938 0.2302
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130409 -154151 -76086 -6564629 -6579278 -1741759
Profit Factor 2.3269 2.623 1.9493 1.5852 1.2814 2.2554
Total Trades 125 63 62 125 63 62
Winning Trades 56 27 29 56 27 29
Losing Trades 69 36 33 69 36 33
Profitability (%) 44.8 42.8571 46.7742 44.8 42.8571 46.7742
Ratio Avg Win / Avg Loss 2.867 3.4973 2.2181 1.9531 1.7085 2.5665
Largest Winning Trade 207338 207338 65088 6519082 6519082 4530361
Largest Losing Trade -36118 -28836 -36118 -3203524 -3203524 -923835
Avg Bars in Trades 44 41 47 44 41 47
Avg Bars in Winners 72 71 73 72 71 73
Avg Bars in Losers 21 18 25 21 18 25
Bars Traded 5562 2597 2965 5562 2597 2965
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 463778 -135790 -157438 349981 -140670 -142845
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": 1555574400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759750309665,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 38,
            "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": [
        [
            848917.7631656011,
            581972.6476285887,
            266945.1155370122,
            11710056.648906674,
            3875236.9403444272,
            7834819.7085622465
        ],
        [
            848.917763,
            581.972648,
            266.945116,
            11710.056649,
            3875.23694,
            7834.819709
        ],
        [
            0.446252,
            0.305926,
            0.140325,
            0.251141,
            0.193775,
            0.230185
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130409,
            -154151,
            -76086,
            -6564629,
            -6579278,
            -1741759
        ],
        [
            2.326856,
            2.622978,
            1.949262,
            1.585155,
            1.281402,
            2.255441
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            69,
            36,
            33,
            69,
            36,
            33
        ],
        [
            44.8,
            42.857143,
            46.774194,
            44.8,
            42.857143,
            46.774194
        ],
        [
            2.867019,
            3.497305,
            2.218126,
            1.953137,
            1.708535,
            2.566536
        ],
        [
            207338,
            207338,
            65088,
            6519082,
            6519082,
            4530361
        ],
        [
            -36118,
            -28836,
            -36118,
            -3203524,
            -3203524,
            -923835
        ],
        [
            44,
            41,
            47,
            44,
            41,
            47
        ],
        [
            72,
            71,
            73,
            72,
            71,
            73
        ],
        [
            21,
            18,
            25,
            21,
            18,
            25
        ],
        [
            5562,
            2597,
            2965,
            5562,
            2597,
            2965
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            463778,
            -135790,
            -157438,
            349981,
            -140670,
            -142845
        ]
    ]
}
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": 1555574400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759750309665,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 38,
            "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)