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Trade: OMG/USDT/720/SWMA/PSAR/7669

Strategy
OMG/USDT/720/SWMA/PSAR/7669
Pair
OMG_USDT
Interval
12h
Score
393312
Daily Profit
0.188963
Profit Factor
1.675292
Profitability
58.333333
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-11 02:21
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 359501.6253 240723.4757 118778.1496 336527.3452 -41395.1922 377922.5374
Total P&L (%) 359.5016 240.7235 118.7782 336.5273 -41.3952 377.9225
Avg Daily Profit (%) 0.189 0.1265 0.0624 0.0775 -0.0281 0.0823
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93857 -73377 -105837 -933089 -754107 -289107
Profit Factor 1.6753 1.9098 1.4436 1.1286 0.9732 1.3533
Total Trades 96 48 48 96 48 48
Winning Trades 56 28 28 56 28 28
Losing Trades 40 20 20 40 20 20
Profitability (%) 58.3333 58.3333 58.3333 58.3333 58.3333 58.3333
Ratio Avg Win / Avg Loss 1.1966 1.3642 1.0311 0.8062 0.6952 0.9667
Largest Winning Trade 122039 122039 54245 292303 292303 226840
Largest Losing Trade -41964 -37187 -41964 -495663 -495663 -178982
Avg Bars in Trades 37 31 42 37 31 42
Avg Bars in Winners 46 36 57 46 36 57
Avg Bars in Losers 23 24 23 23 24 23
Bars Traded 3573 1513 2060 3573 1513 2060
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 393312 -20415 -107432 -168833 -579609 -83219
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": 1560470400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760138490278,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 145,
            "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": [
        [
            359501.6253010893,
            240723.4756883929,
            118778.1496126964,
            336527.3452220835,
            -41395.1922263792,
            377922.5374484621
        ],
        [
            359.501625,
            240.723476,
            118.77815,
            336.527345,
            -41.395192,
            377.922537
        ],
        [
            0.188963,
            0.12653,
            0.062433,
            0.07749,
            -0.028083,
            0.082256
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93857,
            -73377,
            -105837,
            -933089,
            -754107,
            -289107
        ],
        [
            1.675292,
            1.909843,
            1.443553,
            1.128646,
            0.973229,
            1.35331
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            58.333333,
            58.333333,
            58.333333,
            58.333333,
            58.333333,
            58.333333
        ],
        [
            1.196637,
            1.364174,
            1.031109,
            0.806176,
            0.695163,
            0.96665
        ],
        [
            122039,
            122039,
            54245,
            292303,
            292303,
            226840
        ],
        [
            -41964,
            -37187,
            -41964,
            -495663,
            -495663,
            -178982
        ],
        [
            37,
            31,
            42,
            37,
            31,
            42
        ],
        [
            46,
            36,
            57,
            46,
            36,
            57
        ],
        [
            23,
            24,
            23,
            23,
            24,
            23
        ],
        [
            3573,
            1513,
            2060,
            3573,
            1513,
            2060
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393312,
            -20415,
            -107432,
            -168833,
            -579609,
            -83219
        ]
    ]
}
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": 1560470400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760138490278,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 145,
            "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)