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Trade: OMG/USDT/720/WMA/BBM/4773

Strategy
OMG/USDT/720/WMA/BBM/4773
Pair
OMG_USDT
Interval
12h
Score
457775
Daily Profit
0.442450
Profit Factor
2.213821
Profitability
41.509434
Streak
505.421513
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-05 01:06
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 841761.1014 574616.441 267144.6604 15395103.0237 7212186.5544 8182916.4694
Total P&L (%) 841.7611 574.6164 267.1447 15395.103 7212.1866 8182.9165
Avg Daily Profit (%) 0.4425 0.302 0.1404 0.2654 0.2259 0.2324
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133150 -154104 -91452 -5989176 -7268812 -2313146
Profit Factor 2.2138 2.5631 1.8198 1.6072 1.483 1.7849
Total Trades 159 80 79 159 80 79
Winning Trades 66 31 35 66 31 35
Losing Trades 93 49 44 93 49 44
Profitability (%) 41.5094 38.75 44.3038 41.5094 38.75 44.3038
Ratio Avg Win / Avg Loss 3.1195 4.0513 2.2878 2.2646 2.3442 2.2439
Largest Winning Trade 152788 152788 57738 6963050 6963050 4510814
Largest Losing Trade -23960 -18334 -23960 -2484977 -2484977 -1443314
Avg Bars in Trades 23 20 25 23 20 25
Avg Bars in Winners 42 38 46 42 38 46
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 3711 1668 2043 3711 1668 2043
Profit Streak 505.4215 510.4215 0 505.4215 510.4215 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457775 -9174 -31025 361161 -12398 -17195
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": 1555934400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759615618770,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 210,
            "offset": 0,
            "std": 3.03831
        }
    }
}
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": [
        [
            841761.1013934276,
            574616.4410071077,
            267144.6603863196,
            15395103.023740564,
            7212186.554362722,
            8182916.469377839
        ],
        [
            841.761101,
            574.616441,
            267.14466,
            15395.103024,
            7212.186554,
            8182.916469
        ],
        [
            0.44245,
            0.302032,
            0.140418,
            0.26543,
            0.225859,
            0.232426
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133150,
            -154104,
            -91452,
            -5989176,
            -7268812,
            -2313146
        ],
        [
            2.213821,
            2.563073,
            1.819812,
            1.607162,
            1.483049,
            1.78491
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            93,
            49,
            44,
            93,
            49,
            44
        ],
        [
            41.509434,
            38.75,
            44.303797,
            41.509434,
            38.75,
            44.303797
        ],
        [
            3.119475,
            4.051309,
            2.287764,
            2.264638,
            2.344175,
            2.243887
        ],
        [
            152788,
            152788,
            57738,
            6963050,
            6963050,
            4510814
        ],
        [
            -23960,
            -18334,
            -23960,
            -2484977,
            -2484977,
            -1443314
        ],
        [
            23,
            20,
            25,
            23,
            20,
            25
        ],
        [
            42,
            38,
            46,
            42,
            38,
            46
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            3711,
            1668,
            2043,
            3711,
            1668,
            2043
        ],
        [
            505.421513,
            510.421513,
            0,
            505.421514,
            510.421514,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            457775,
            -9174,
            -31025,
            361161,
            -12398,
            -17195
        ]
    ]
}
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": 1555934400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759615618770,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 210,
            "offset": 0,
            "std": 3.03831
        }
    }
}

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)