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Trade: OMG/USDT/720/SINWMA/PSAR/2434

Strategy
OMG/USDT/720/SINWMA/PSAR/2434
Pair
OMG_USDT
Interval
12h
Score
446863
Daily Profit
0.282550
Profit Factor
1.711462
Profitability
59.482759
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-03 01:35
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 537551.5692 422252.4762 115299.093 -5997.0419 388878.4206 -394875.4625
Total P&L (%) 537.5516 422.2525 115.2991 -5.997 388.8784 -394.8755
Avg Daily Profit (%) 0.2826 0.2219 0.0606 -0.0033 0.0834 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146692 -79438 -134111 -394857 -57361 -505974
Profit Factor 1.7115 2.1114 1.307 0.9943 2.3076 0.4733
Total Trades 116 58 58 116 58 58
Winning Trades 69 37 32 69 37 32
Losing Trades 47 21 26 47 21 26
Profitability (%) 59.4828 63.7931 55.1724 59.4828 63.7931 55.1724
Ratio Avg Win / Avg Loss 1.1658 1.1984 1.0619 0.6773 1.3097 0.3846
Largest Winning Trade 212896 212896 58599 119949 119949 30211
Largest Losing Trade -91216 -55476 -91216 -363337 -55375 -363337
Avg Bars in Trades 31 27 35 31 27 35
Avg Bars in Winners 40 30 50 40 30 50
Avg Bars in Losers 18 20 17 18 20 17
Bars Traded 3643 1569 2074 3643 1569 2074
Profit Streak 0 0 586.4415 0 0 586.4415
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446863 -167276 -290300 -579240 -256249 -759204
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": 1558440000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759444542484,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 98,
            "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": [
        [
            537551.5691753209,
            422252.4761750401,
            115299.0930002811,
            -5997.0419145269,
            388878.4205936836,
            -394875.4625082104
        ],
        [
            537.551569,
            422.252476,
            115.299093,
            -5.997042,
            388.878421,
            -394.875463
        ],
        [
            0.28255,
            0.221946,
            0.060604,
            -0.003251,
            0.083448,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146692,
            -79438,
            -134111,
            -394857,
            -57361,
            -505974
        ],
        [
            1.711462,
            2.111386,
            1.306952,
            0.994273,
            2.307582,
            0.473304
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            69,
            37,
            32,
            69,
            37,
            32
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            59.482759,
            63.793103,
            55.172414,
            59.482759,
            63.793103,
            55.172414
        ],
        [
            1.165778,
            1.198354,
            1.061898,
            0.677258,
            1.309709,
            0.38456
        ],
        [
            212896,
            212896,
            58599,
            119949,
            119949,
            30211
        ],
        [
            -91216,
            -55476,
            -91216,
            -363337,
            -55375,
            -363337
        ],
        [
            31,
            27,
            35,
            31,
            27,
            35
        ],
        [
            40,
            30,
            50,
            40,
            30,
            50
        ],
        [
            18,
            20,
            17,
            18,
            20,
            17
        ],
        [
            3643,
            1569,
            2074,
            3643,
            1569,
            2074
        ],
        [
            0,
            0,
            586.441464,
            0,
            0,
            586.441464
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446863,
            -167276,
            -290300,
            -579240,
            -256249,
            -759204
        ]
    ]
}
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": 1558440000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759444542484,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 98,
            "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)