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Trade: OMG/USDT/120/WMA/MIDPRICE/8743

Strategy
OMG/USDT/120/WMA/MIDPRICE/8743
Pair
OMG_USDT
Interval
2h
Score
306076
Daily Profit
0.219859
Profit Factor
2.101108
Profitability
41.463415
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-03 04:20
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 409451.4236 355731.7529 53719.6707 37570.2889 480163.2415 -442592.9526
Total P&L (%) 409.4514 355.7318 53.7197 37.5703 480.1632 -442.593
Avg Daily Profit (%) 0.2531 0.2199 0.0332 0.0197 0.1087 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162683 -159357 -149616 -594831 -171418 -613339
Profit Factor 1.6922 2.1011 1.2001 1.0311 1.9972 0.3908
Total Trades 82 41 41 82 41 41
Winning Trades 36 17 19 36 17 19
Losing Trades 46 24 22 46 24 22
Profitability (%) 43.9024 41.4634 46.3415 43.9024 41.4634 46.3415
Ratio Avg Win / Avg Loss 2.1622 2.9663 1.3896 1.3175 2.8195 0.4525
Largest Winning Trade 232155 232155 52137 326498 326498 46955
Largest Losing Trade -69694 -46349 -69694 -296897 -100845 -296897
Avg Bars in Trades 228 214 241 228 214 241
Avg Bars in Winners 359 362 356 359 362 356
Avg Bars in Losers 125 109 143 125 109 143
Bars Traded 18711 8791 9920 18711 8791 9920
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 4747 306076 -151537 -366423 -47335 -582165
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580695200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759454420506,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 65,
            "offset": 209
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 73,
            "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": [
        [
            409451.4235645006,
            355731.7528505171,
            53719.6707139833,
            37570.2888920704,
            480163.2415317168,
            -442592.9526396464
        ],
        [
            409.451424,
            355.731753,
            53.719671,
            37.570289,
            480.163242,
            -442.592953
        ],
        [
            0.25306,
            0.219859,
            0.033201,
            0.019715,
            0.10872,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162683,
            -159357,
            -149616,
            -594831,
            -171418,
            -613339
        ],
        [
            1.692155,
            2.101108,
            1.200078,
            1.0311,
            1.997166,
            0.390803
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            43.902439,
            41.463415,
            46.341463,
            43.902439,
            41.463415,
            46.341463
        ],
        [
            2.162198,
            2.966271,
            1.389564,
            1.317517,
            2.819528,
            0.452508
        ],
        [
            232155,
            232155,
            52137,
            326498,
            326498,
            46955
        ],
        [
            -69694,
            -46349,
            -69694,
            -296897,
            -100845,
            -296897
        ],
        [
            228,
            214,
            241,
            228,
            214,
            241
        ],
        [
            359,
            362,
            356,
            359,
            362,
            356
        ],
        [
            125,
            109,
            143,
            125,
            109,
            143
        ],
        [
            18711,
            8791,
            9920,
            18711,
            8791,
            9920
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            4747,
            306076,
            -151537,
            -366423,
            -47335,
            -582165
        ]
    ]
}
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": 1580695200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759454420506,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 65,
            "offset": 209
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 73,
            "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)