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Trade: OMG/USDT/720/PWMA/SMA/4234

Strategy
OMG/USDT/720/PWMA/SMA/4234
Pair
OMG_USDT
Interval
12h
Score
461245
Daily Profit
0.213913
Profit Factor
2.459903
Profitability
53.333333
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-09 06:58
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 570130.5617 406968.8969 163161.6648 701771.0223 745695.6113 -43924.5889
Total P&L (%) 570.1306 406.9689 163.1617 701.771 745.6956 -43.9246
Avg Daily Profit (%) 0.2997 0.2139 0.0858 0.1095 0.1123 -0.0304
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83018 -78780 -90278 -618758 -648621 -751671
Profit Factor 2.0517 2.4599 1.6195 1.1716 1.3802 0.9794
Total Trades 60 30 30 60 30 30
Winning Trades 31 16 15 31 16 15
Losing Trades 29 14 15 29 14 15
Profitability (%) 51.6667 53.3333 50 51.6667 53.3333 50
Ratio Avg Win / Avg Loss 1.9193 2.1524 1.6195 1.096 1.2077 0.9794
Largest Winning Trade 164223 164223 61953 657105 657105 383118
Largest Losing Trade -42756 -42756 -30230 -494054 -494054 -304219
Avg Bars in Trades 60 52 67 60 52 67
Avg Bars in Winners 83 67 100 83 67 100
Avg Bars in Losers 35 36 34 35 36 34
Bars Traded 3621 1588 2033 3621 1588 2033
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 -160494 461245 -75438 -251515 -41720 -580825
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": 1559347200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759982307701,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 73,
            "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": [
        [
            570130.5616795594,
            406968.8969024837,
            163161.6647770756,
            701771.0223155215,
            745695.6112610386,
            -43924.5889455171
        ],
        [
            570.130562,
            406.968897,
            163.161665,
            701.771022,
            745.695611,
            -43.924589
        ],
        [
            0.299674,
            0.213913,
            0.085762,
            0.109477,
            0.112283,
            -0.030401
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83018,
            -78780,
            -90278,
            -618758,
            -648621,
            -751671
        ],
        [
            2.051664,
            2.459903,
            1.619543,
            1.17156,
            1.380234,
            0.979372
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            51.666667,
            53.333333,
            50,
            51.666667,
            53.333333,
            50
        ],
        [
            1.919299,
            2.152415,
            1.619543,
            1.095976,
            1.207705,
            0.979372
        ],
        [
            164223,
            164223,
            61953,
            657105,
            657105,
            383118
        ],
        [
            -42756,
            -42756,
            -30230,
            -494054,
            -494054,
            -304219
        ],
        [
            60,
            52,
            67,
            60,
            52,
            67
        ],
        [
            83,
            67,
            100,
            83,
            67,
            100
        ],
        [
            35,
            36,
            34,
            35,
            36,
            34
        ],
        [
            3621,
            1588,
            2033,
            3621,
            1588,
            2033
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -160494,
            461245,
            -75438,
            -251515,
            -41720,
            -580825
        ]
    ]
}
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": 1559347200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759982307701,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 73,
            "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)