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Trade: OMG/USDT/240/MIDPRICE/HMA/2031

Strategy
OMG/USDT/240/MIDPRICE/HMA/2031
Pair
OMG_USDT
Interval
4h
Score
381897
Daily Profit
0.206705
Profit Factor
1.239149
Profitability
53.209110
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-09-26 23:03
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393013.6335 292865.4785 100148.1551 52423.2618 247774.5403 -195351.2785
Total P&L (%) 393.0136 292.8655 100.1482 52.4233 247.7745 -195.3513
Avg Daily Profit (%) 0.2067 0.154 0.0527 0.0222 0.0656 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156940 -141250 -242236 -260371 -110349 -429713
Profit Factor 1.2391 1.4214 1.1056 1.0331 1.4186 0.8031
Total Trades 483 242 241 483 242 241
Winning Trades 257 123 134 257 123 134
Losing Trades 226 119 107 226 119 107
Profitability (%) 53.2091 50.8264 55.6017 53.2091 50.8264 55.6017
Ratio Avg Win / Avg Loss 1.0897 1.3752 0.8828 0.9085 1.3725 0.6413
Largest Winning Trade 49406 46747 49406 71559 71559 38675
Largest Losing Trade -62813 -29151 -62813 -105252 -36973 -105252
Avg Bars in Trades 23 18 27 23 18 27
Avg Bars in Winners 21 18 24 21 18 24
Avg Bars in Losers 24 19 30 24 19 30
Bars Traded 11212 4568 6644 11212 4568 6644
Profit Streak 0 0 492.336 0 0 492.336
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381897 329380 -226315 -346992 -103468 -578484

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1555992000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758917033627,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 112,
            "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": [
        [
            393013.633539995,
            292865.4784716618,
            100148.1550683334,
            52423.2618147492,
            247774.5402849411,
            -195351.2784701917
        ],
        [
            393.013634,
            292.865478,
            100.148155,
            52.423262,
            247.77454,
            -195.351278
        ],
        [
            0.206705,
            0.154032,
            0.052673,
            0.022171,
            0.065575,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156940,
            -141250,
            -242236,
            -260371,
            -110349,
            -429713
        ],
        [
            1.239149,
            1.42138,
            1.1056,
            1.033091,
            1.418628,
            0.803139
        ],
        [
            483,
            242,
            241,
            483,
            242,
            241
        ],
        [
            257,
            123,
            134,
            257,
            123,
            134
        ],
        [
            226,
            119,
            107,
            226,
            119,
            107
        ],
        [
            53.20911,
            50.826446,
            55.60166,
            53.20911,
            50.826446,
            55.60166
        ],
        [
            1.08968,
            1.375157,
            0.88283,
            0.908477,
            1.372494,
            0.641312
        ],
        [
            49406,
            46747,
            49406,
            71559,
            71559,
            38675
        ],
        [
            -62813,
            -29151,
            -62813,
            -105252,
            -36973,
            -105252
        ],
        [
            23,
            18,
            27,
            23,
            18,
            27
        ],
        [
            21,
            18,
            24,
            21,
            18,
            24
        ],
        [
            24,
            19,
            30,
            24,
            19,
            30
        ],
        [
            11212,
            4568,
            6644,
            11212,
            4568,
            6644
        ],
        [
            0,
            0,
            492.336037,
            0,
            0,
            492.336037
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381897,
            329380,
            -226315,
            -346992,
            -103468,
            -578484
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1555992000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758917033627,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 112,
            "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)