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Trade: OMG/USDT/120/EMA/MIDPRICE/7530

Strategy
OMG/USDT/120/EMA/MIDPRICE/7530
Pair
OMG_USDT
Interval
2h
Score
301225
Daily Profit
0.243259
Profit Factor
1.565948
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 07:09
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393592.3087 343507.9956 50084.3131 95929.5408 203710.5259 -107780.9851
Total P&L (%) 393.5923 343.508 50.0843 95.9295 203.7105 -107.781
Avg Daily Profit (%) 0.2433 0.2123 0.031 0.0416 0.0687 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129120 -97532 -158609 -265872 -138895 -313359
Profit Factor 1.5659 1.9401 1.1517 1.0844 1.3499 0.8053
Total Trades 126 63 63 126 63 63
Winning Trades 54 29 25 54 29 25
Losing Trades 72 34 38 72 34 38
Profitability (%) 42.8571 46.0317 39.6825 42.8571 46.0317 39.6825
Ratio Avg Win / Avg Loss 2.0879 2.2746 1.7506 1.4459 1.5826 1.2241
Largest Winning Trade 209488 209488 54559 160537 160537 57794
Largest Losing Trade -42958 -34214 -42958 -61180 -54827 -61180
Avg Bars in Trades 148 141 155 148 141 155
Avg Bars in Winners 233 211 259 233 211 259
Avg Bars in Losers 84 81 86 84 81 86
Bars Traded 18706 8924 9782 18706 8924 9782
Profit Streak 0 0 536.2563 0 0 536.2563
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301225 -136812 -355377 -267448 -247952 -729122

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580162400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758859743737,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 94,
            "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": [
        [
            393592.3086642506,
            343507.995579975,
            50084.3130842755,
            95929.5407746547,
            203710.5258890231,
            -107780.985114368
        ],
        [
            393.592309,
            343.507996,
            50.084313,
            95.929541,
            203.710526,
            -107.780985
        ],
        [
            0.243259,
            0.212304,
            0.030954,
            0.041578,
            0.068683,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129120,
            -97532,
            -158609,
            -265872,
            -138895,
            -313359
        ],
        [
            1.565948,
            1.940124,
            1.151738,
            1.084447,
            1.349859,
            0.805348
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            54,
            29,
            25,
            54,
            29,
            25
        ],
        [
            72,
            34,
            38,
            72,
            34,
            38
        ],
        [
            42.857143,
            46.031746,
            39.68254,
            42.857143,
            46.031746,
            39.68254
        ],
        [
            2.087931,
            2.274629,
            1.750642,
            1.445929,
            1.582593,
            1.22413
        ],
        [
            209488,
            209488,
            54559,
            160537,
            160537,
            57794
        ],
        [
            -42958,
            -34214,
            -42958,
            -61180,
            -54827,
            -61180
        ],
        [
            148,
            141,
            155,
            148,
            141,
            155
        ],
        [
            233,
            211,
            259,
            233,
            211,
            259
        ],
        [
            84,
            81,
            86,
            84,
            81,
            86
        ],
        [
            18706,
            8924,
            9782,
            18706,
            8924,
            9782
        ],
        [
            0,
            0,
            536.256293,
            0,
            0,
            536.256293
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301225,
            -136812,
            -355377,
            -267448,
            -247952,
            -729122
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580162400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758859743737,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 94,
            "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)