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Trade: OMG/USDT/120/MIDPRICE/SINWMA/4910

Strategy
OMG/USDT/120/MIDPRICE/SINWMA/4910
Pair
OMG_USDT
Interval
2h
Score
329050
Daily Profit
0.153576
Profit Factor
1.496128
Profitability
49.504950
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 06:05
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 188562.4539 248486.3739 -59923.92 -116727.488 184833.5344 -301561.0225
Total P&L (%) 188.5625 248.4864 -59.9239 -116.7275 184.8335 -301.561
Avg Daily Profit (%) 0.1165 0.1536 -0.037 0 0.0647 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -282678 -198044 -252371 -909792 -347978 -959918
Profit Factor 1.1562 1.4961 0.9152 0.9411 1.2904 0.7759
Total Trades 202 101 101 202 101 101
Winning Trades 104 50 54 105 58 47
Losing Trades 98 51 47 97 43 54
Profitability (%) 51.4851 49.505 53.4653 51.9802 57.4257 46.5347
Ratio Avg Win / Avg Loss 1.0895 1.5261 0.7965 0.8694 0.9567 0.8914
Largest Winning Trade 127241 127241 62165 296294 93695 296294
Largest Losing Trade -128071 -37360 -128071 -618956 -194618 -618956
Avg Bars in Trades 93 68 117 93 68 117
Avg Bars in Winners 94 62 124 88 69 110
Avg Bars in Losers 91 74 109 98 66 123
Bars Traded 18799 6937 11862 18799 6937 11862
Profit Streak 0 0 497.5452 494.3785 494.9619 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -84899 329050 -580029 -578879 -106900 -582410
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580436000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759028704970,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 79,
            "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": [
        [
            188562.4538651126,
            248486.3738970615,
            -59923.9200319488,
            -116727.488024799,
            184833.5344391994,
            -301561.0224639985
        ],
        [
            188.562454,
            248.486374,
            -59.92392,
            -116.727488,
            184.833534,
            -301.561022
        ],
        [
            0.11654,
            0.153576,
            -0.037036,
            0,
            0.064714,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -282678,
            -198044,
            -252371,
            -909792,
            -347978,
            -959918
        ],
        [
            1.156179,
            1.496128,
            0.915182,
            0.941107,
            1.290411,
            0.775887
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            104,
            50,
            54,
            105,
            58,
            47
        ],
        [
            98,
            51,
            47,
            97,
            43,
            54
        ],
        [
            51.485149,
            49.50495,
            53.465347,
            51.980198,
            57.425743,
            46.534653
        ],
        [
            1.089476,
            1.52605,
            0.796547,
            0.869404,
            0.956684,
            0.891444
        ],
        [
            127241,
            127241,
            62165,
            296294,
            93695,
            296294
        ],
        [
            -128071,
            -37360,
            -128071,
            -618956,
            -194618,
            -618956
        ],
        [
            93,
            68,
            117,
            93,
            68,
            117
        ],
        [
            94,
            62,
            124,
            88,
            69,
            110
        ],
        [
            91,
            74,
            109,
            98,
            66,
            123
        ],
        [
            18799,
            6937,
            11862,
            18799,
            6937,
            11862
        ],
        [
            0,
            0,
            497.545196,
            494.37853,
            494.961863,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -84899,
            329050,
            -580029,
            -578879,
            -106900,
            -582410
        ]
    ]
}
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": 1580436000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759028704970,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 79,
            "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)