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Trade: OMG/USDT/720/JMA/PSAR/6785

Strategy
OMG/USDT/720/JMA/PSAR/6785
Pair
OMG_USDT
Interval
12h
Score
469228
Daily Profit
0.308781
Profit Factor
1.671632
Profitability
55.944056
Streak
488.265079
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-08 09:21
Expiration Time
2024-08-13 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 587455.3732 433528.3329 153927.0403 -58522.5744 519796.942 -578319.5165
Total P&L (%) 587.4554 433.5283 153.927 -58.5226 519.7969 -578.3195
Avg Daily Profit (%) 0.3088 0.2279 0.0809 -0.0462 0.0959 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139330 -95499 -130762 -664417 -133526 -711296
Profit Factor 1.6716 2.0292 1.3395 0.9573 2.5037 0.4356
Total Trades 143 71 72 143 71 72
Winning Trades 80 39 41 80 39 41
Losing Trades 63 32 31 63 32 31
Profitability (%) 55.9441 54.9296 56.9444 55.9441 54.9296 56.9444
Ratio Avg Win / Avg Loss 1.3164 1.665 1.0128 0.7539 2.0543 0.3293
Largest Winning Trade 212753 212753 55602 264824 264824 145614
Largest Losing Trade -98111 -31069 -98111 -539652 -122373 -539652
Avg Bars in Trades 25 21 28 25 21 28
Avg Bars in Winners 28 23 32 28 23 32
Avg Bars in Losers 21 19 23 21 19 23
Bars Traded 3597 1530 2067 3597 1530 2067
Profit Streak 488.2651 0 588.7651 488.2651 0 588.7651
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 469228 -74047 -161256 -578766 -145472 -657430
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1562544000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759904502867,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            587455.3731618648,
            433528.3328869817,
            153927.0402748831,
            -58522.5744323504,
            519796.9420435145,
            -578319.5164758649
        ],
        [
            587.455373,
            433.528333,
            153.92704,
            -58.522574,
            519.796942,
            -578.319516
        ],
        [
            0.308781,
            0.227873,
            0.080908,
            -0.046245,
            0.095931,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139330,
            -95499,
            -130762,
            -664417,
            -133526,
            -711296
        ],
        [
            1.671632,
            2.029247,
            1.33945,
            0.957292,
            2.503719,
            0.435583
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            80,
            39,
            41,
            80,
            39,
            41
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            55.944056,
            54.929577,
            56.944444,
            55.944056,
            54.929577,
            56.944444
        ],
        [
            1.31641,
            1.665024,
            1.012755,
            0.753868,
            2.054334,
            0.329343
        ],
        [
            212753,
            212753,
            55602,
            264824,
            264824,
            145614
        ],
        [
            -98111,
            -31069,
            -98111,
            -539652,
            -122373,
            -539652
        ],
        [
            25,
            21,
            28,
            25,
            21,
            28
        ],
        [
            28,
            23,
            32,
            28,
            23,
            32
        ],
        [
            21,
            19,
            23,
            21,
            19,
            23
        ],
        [
            3597,
            1530,
            2067,
            3597,
            1530,
            2067
        ],
        [
            488.265079,
            0,
            588.765079,
            488.265079,
            0,
            588.765079
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            469228,
            -74047,
            -161256,
            -578766,
            -145472,
            -657430
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1562544000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759904502867,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)