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Trade: OMG/USDT/120/MIDPRICE/ALMA/8132

Strategy
OMG/USDT/120/MIDPRICE/ALMA/8132
Pair
OMG_USDT
Interval
2h
Score
445707
Daily Profit
0.357888
Profit Factor
1.562375
Profitability
46.762590
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 07:34
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 579063.1846 411855.2825 167207.9021 1638833.8137 552111.3244 1086722.4893
Total P&L (%) 579.0632 411.8553 167.2079 1638.8338 552.1113 1086.7225
Avg Daily Profit (%) 0.3579 0.2545 0.1033 0.1767 0.116 0.153
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106262 -95086 -127773 -901768 -1328428 -581541
Profit Factor 1.5624 1.8047 1.3229 1.2187 1.126 1.3494
Total Trades 278 139 139 278 139 139
Winning Trades 130 60 70 130 60 70
Losing Trades 148 79 69 148 79 69
Profitability (%) 46.7626 43.1655 50.3597 46.7626 43.1655 50.3597
Ratio Avg Win / Avg Loss 1.7787 2.3762 1.304 1.3874 1.4825 1.3301
Largest Winning Trade 100786 100786 52932 1006191 1006191 647127
Largest Losing Trade -33138 -33138 -29411 -861800 -861800 -347435
Avg Bars in Trades 67 53 82 67 53 82
Avg Bars in Winners 95 70 116 95 70 116
Avg Bars in Losers 43 39 47 43 39 47
Bars Traded 18811 7378 11433 18811 7378 11433
Profit Streak 0 0 500.5238 0 0 500.5238
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445707 312012 -54348 274333 -122595 304800
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580421600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759120454810,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 17,
            "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": [
        [
            579063.184648991,
            411855.2825287241,
            167207.902120267,
            1638833.813701209,
            552111.3244064038,
            1086722.4892948063
        ],
        [
            579.063185,
            411.855283,
            167.207902,
            1638.833814,
            552.111324,
            1086.722489
        ],
        [
            0.357888,
            0.254546,
            0.103342,
            0.176658,
            0.115954,
            0.153008
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106262,
            -95086,
            -127773,
            -901768,
            -1328428,
            -581541
        ],
        [
            1.562375,
            1.804733,
            1.322868,
            1.218694,
            1.125963,
            1.349358
        ],
        [
            278,
            139,
            139,
            278,
            139,
            139
        ],
        [
            130,
            60,
            70,
            130,
            60,
            70
        ],
        [
            148,
            79,
            69,
            148,
            79,
            69
        ],
        [
            46.76259,
            43.165468,
            50.359712,
            46.76259,
            43.165468,
            50.359712
        ],
        [
            1.778704,
            2.376232,
            1.30397,
            1.387436,
            1.482518,
            1.330081
        ],
        [
            100786,
            100786,
            52932,
            1006191,
            1006191,
            647127
        ],
        [
            -33138,
            -33138,
            -29411,
            -861800,
            -861800,
            -347435
        ],
        [
            67,
            53,
            82,
            67,
            53,
            82
        ],
        [
            95,
            70,
            116,
            95,
            70,
            116
        ],
        [
            43,
            39,
            47,
            43,
            39,
            47
        ],
        [
            18811,
            7378,
            11433,
            18811,
            7378,
            11433
        ],
        [
            0,
            0,
            500.523782,
            0,
            0,
            500.523783
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445707,
            312012,
            -54348,
            274333,
            -122595,
            304800
        ]
    ]
}
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": 1580421600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759120454810,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 17,
            "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)