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Trade: OMG/USDT/120/MIDPRICE/JMA/2259

Strategy
OMG/USDT/120/MIDPRICE/JMA/2259
Pair
OMG_USDT
Interval
2h
Score
520613
Daily Profit
0.421370
Profit Factor
1.735833
Profitability
50.934579
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-02 19:00
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 681776.8378 509233.7658 172543.072 2947364.4591 994386.7326 1952977.7266
Total P&L (%) 681.7768 509.2338 172.5431 2947.3645 994.3867 1952.9777
Avg Daily Profit (%) 0.4214 0.3147 0.1066 0.2114 0.148 0.1869
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98556 -94099 -144246 -3309709 -3136412 -1028155
Profit Factor 1.7358 2.1205 1.3655 1.2746 1.1535 1.459
Total Trades 214 107 107 214 107 107
Winning Trades 109 50 59 109 50 59
Losing Trades 105 57 48 105 57 48
Profitability (%) 50.9346 46.729 55.1402 50.9346 46.729 55.1402
Ratio Avg Win / Avg Loss 1.6721 2.4174 1.1109 1.2278 1.315 1.187
Largest Winning Trade 100786 100786 64982 1571456 1571456 1164205
Largest Losing Trade -42831 -33791 -42831 -1555332 -1555332 -564496
Avg Bars in Trades 89 76 102 89 76 102
Avg Bars in Winners 105 77 128 105 77 128
Avg Bars in Losers 72 75 69 72 75 69
Bars Traded 19069 8145 10924 19069 8145 10924
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 520613 414353 -49738 334983 -48284 337623
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580104800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759420834284,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 144,
            "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": [
        [
            681776.8378106079,
            509233.7658035826,
            172543.0720070255,
            2947364.459116826,
            994386.73256566,
            1952977.7265511649
        ],
        [
            681.776838,
            509.233766,
            172.543072,
            2947.364459,
            994.386733,
            1952.977727
        ],
        [
            0.42137,
            0.31473,
            0.10664,
            0.211401,
            0.147994,
            0.186941
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98556,
            -94099,
            -144246,
            -3309709,
            -3136412,
            -1028155
        ],
        [
            1.735833,
            2.120546,
            1.36549,
            1.274599,
            1.153499,
            1.458963
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            109,
            50,
            59,
            109,
            50,
            59
        ],
        [
            105,
            57,
            48,
            105,
            57,
            48
        ],
        [
            50.934579,
            46.728972,
            55.140187,
            50.934579,
            46.728972,
            55.140187
        ],
        [
            1.672132,
            2.417423,
            1.110907,
            1.227825,
            1.314988,
            1.186953
        ],
        [
            100786,
            100786,
            64982,
            1571456,
            1571456,
            1164205
        ],
        [
            -42831,
            -33791,
            -42831,
            -1555332,
            -1555332,
            -564496
        ],
        [
            89,
            76,
            102,
            89,
            76,
            102
        ],
        [
            105,
            77,
            128,
            105,
            77,
            128
        ],
        [
            72,
            75,
            69,
            72,
            75,
            69
        ],
        [
            19069,
            8145,
            10924,
            19069,
            8145,
            10924
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520613,
            414353,
            -49738,
            334983,
            -48284,
            337623
        ]
    ]
}
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": 1580104800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759420834284,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 144,
            "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)