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Trade: OMG/USDT/120/MIDPRICE/HMA/9104

Strategy
OMG/USDT/120/MIDPRICE/HMA/9104
Pair
OMG_USDT
Interval
2h
Score
416379
Daily Profit
0.277259
Profit Factor
1.264239
Profitability
53.846154
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 15:47
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 448605.5311 362009.8747 86595.6563 259257.0778 216649.3007 42607.777
Total P&L (%) 448.6055 362.0099 86.5957 259.2571 216.6493 42.6078
Avg Daily Profit (%) 0.2773 0.2237 0.0535 0.0791 0.0713 0.0219
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -226627 -138030 -257459 -457067 -479626 -532879
Profit Factor 1.2642 1.4637 1.0944 1.0659 1.113 1.0211
Total Trades 559 280 279 559 280 279
Winning Trades 301 149 152 301 149 152
Losing Trades 258 131 127 258 131 127
Profitability (%) 53.8462 53.2143 54.4803 53.8462 53.2143 54.4803
Ratio Avg Win / Avg Loss 1.0836 1.2869 0.9144 0.9137 0.9786 0.8532
Largest Winning Trade 70859 70859 53108 156514 151157 156514
Largest Losing Trade -36383 -32218 -36383 -181932 -181932 -136711
Avg Bars in Trades 34 29 38 34 29 38
Avg Bars in Winners 32 27 37 32 27 37
Avg Bars in Losers 36 32 39 36 32 39
Bars Traded 19070 8342 10728 19070 8342 10728
Profit Streak 0 0 492.6994 0 0 492.6994
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416379 378430 -237329 -233626 -194060 -362036

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580054400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758890827535,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 173,
            "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": [
        [
            448605.5310616397,
            362009.8747435832,
            86595.6563180577,
            259257.0777567533,
            216649.3007358272,
            42607.7770209261
        ],
        [
            448.605531,
            362.009875,
            86.595656,
            259.257078,
            216.649301,
            42.607777
        ],
        [
            0.277259,
            0.223739,
            0.05352,
            0.079071,
            0.071263,
            0.021939
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -226627,
            -138030,
            -257459,
            -457067,
            -479626,
            -532879
        ],
        [
            1.264239,
            1.463742,
            1.094423,
            1.065933,
            1.113017,
            1.021143
        ],
        [
            559,
            280,
            279,
            559,
            280,
            279
        ],
        [
            301,
            149,
            152,
            301,
            149,
            152
        ],
        [
            258,
            131,
            127,
            258,
            131,
            127
        ],
        [
            53.846154,
            53.214286,
            54.480287,
            53.846154,
            53.214286,
            54.480287
        ],
        [
            1.083633,
            1.286914,
            0.914419,
            0.913657,
            0.978559,
            0.853192
        ],
        [
            70859,
            70859,
            53108,
            156514,
            151157,
            156514
        ],
        [
            -36383,
            -32218,
            -36383,
            -181932,
            -181932,
            -136711
        ],
        [
            34,
            29,
            38,
            34,
            29,
            38
        ],
        [
            32,
            27,
            37,
            32,
            27,
            37
        ],
        [
            36,
            32,
            39,
            36,
            32,
            39
        ],
        [
            19070,
            8342,
            10728,
            19070,
            8342,
            10728
        ],
        [
            0,
            0,
            492.699393,
            0,
            0,
            492.699393
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416379,
            378430,
            -237329,
            -233626,
            -194060,
            -362036
        ]
    ]
}
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": 1580054400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758890827535,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 173,
            "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)