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Trade: OMG/USDT/360/MIDPRICE/LINREG/4843

Strategy
OMG/USDT/360/MIDPRICE/LINREG/4843
Pair
OMG_USDT
Interval
6h
Score
553679
Daily Profit
0.251205
Profit Factor
2.938925
Profitability
62.500000
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-04 19:25
Expiration Time
2024-08-13 04:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 641468.1561 477791.1192 163677.0369 1855891.8328 864907.3983 990984.4344
Total P&L (%) 641.4682 477.7911 163.677 1855.8918 864.9074 990.9844
Avg Daily Profit (%) 0.3373 0.2512 0.0861 0.1565 0.1193 0.1257
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87267 -63509 -118461 -4911688 -2888387 -4566754
Profit Factor 2.12 2.9389 1.5016 1.1328 1.1336 1.1321
Total Trades 95 48 47 95 48 47
Winning Trades 52 30 22 52 30 22
Losing Trades 43 18 25 43 18 25
Profitability (%) 54.7368 62.5 46.8085 54.7368 62.5 46.8085
Ratio Avg Win / Avg Loss 1.7531 1.7634 1.7064 0.9367 0.6802 1.2865
Largest Winning Trade 202360 202360 77427 2371393 1661366 2371393
Largest Losing Trade -52814 -38849 -52814 -3549623 -1599136 -3549623
Avg Bars in Trades 77 47 108 77 47 108
Avg Bars in Winners 82 41 137 82 41 137
Avg Bars in Losers 72 56 83 72 56 83
Bars Traded 7367 2263 5104 7367 2263 5104
Profit Streak 0 0 576.434 0 0 576.434
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 507960 553679 -76215 -67574 -106910 -100534
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557748800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759595099668,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 163,
            "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": [
        [
            641468.1561447788,
            477791.1191948125,
            163677.0369499663,
            1855891.832758441,
            864907.3983204616,
            990984.4344379776
        ],
        [
            641.468156,
            477.791119,
            163.677037,
            1855.891833,
            864.907398,
            990.984434
        ],
        [
            0.33726,
            0.251205,
            0.086055,
            0.156454,
            0.119254,
            0.125719
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87267,
            -63509,
            -118461,
            -4911688,
            -2888387,
            -4566754
        ],
        [
            2.120018,
            2.938925,
            1.5016,
            1.132806,
            1.133599,
            1.132121
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            52,
            30,
            22,
            52,
            30,
            22
        ],
        [
            43,
            18,
            25,
            43,
            18,
            25
        ],
        [
            54.736842,
            62.5,
            46.808511,
            54.736842,
            62.5,
            46.808511
        ],
        [
            1.753092,
            1.763355,
            1.706364,
            0.936743,
            0.68016,
            1.286501
        ],
        [
            202360,
            202360,
            77427,
            2371393,
            1661366,
            2371393
        ],
        [
            -52814,
            -38849,
            -52814,
            -3549623,
            -1599136,
            -3549623
        ],
        [
            77,
            47,
            108,
            77,
            47,
            108
        ],
        [
            82,
            41,
            137,
            82,
            41,
            137
        ],
        [
            72,
            56,
            83,
            72,
            56,
            83
        ],
        [
            7367,
            2263,
            5104,
            7367,
            2263,
            5104
        ],
        [
            0,
            0,
            576.434024,
            0,
            0,
            576.434024
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            507960,
            553679,
            -76215,
            -67574,
            -106910,
            -100534
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557748800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759595099668,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 163,
            "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)