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Trade: OMG/USDT/120/MIDPOINT/HILO/5667

Strategy
OMG/USDT/120/MIDPOINT/HILO/5667
Pair
OMG_USDT
Interval
2h
Score
349122
Daily Profit
0.193717
Profit Factor
1.368037
Profitability
47.398844
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-04 07:40
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 350956.7199 313434.0945 37522.6254 25624.3675 130909.1889 -105284.8213
Total P&L (%) 350.9567 313.4341 37.5226 25.6244 130.9092 -105.2848
Avg Daily Profit (%) 0.2169 0.1937 0.0232 0.0141 0.0517 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124192 -122087 -213689 -228936 -170343 -354724
Profit Factor 1.1732 1.368 1.0319 1.011 1.1375 0.9237
Total Trades 692 346 346 692 346 346
Winning Trades 333 164 169 333 164 169
Losing Trades 359 182 177 359 182 177
Profitability (%) 48.1214 47.3988 48.8439 48.1214 47.3988 48.8439
Ratio Avg Win / Avg Loss 1.2648 1.5182 1.0808 1.0899 1.2623 0.9675
Largest Winning Trade 55244 55244 50876 62606 53420 62606
Largest Losing Trade -51920 -31803 -51920 -97878 -32272 -97878
Avg Bars in Trades 27 22 33 27 22 33
Avg Bars in Winners 29 21 35 29 21 35
Avg Bars in Losers 26 23 30 26 23 30
Bars Traded 19221 7795 11426 19221 7795 11426
Profit Streak 0 0 500.1947 0 0 500.1947
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -19093 349122 -347957 -382789 -192597 -579013
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579240800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759552824463,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            350956.7198895584,
            313434.0945165764,
            37522.6253729819,
            25624.3675049194,
            130909.188851939,
            -105284.8213470198
        ],
        [
            350.95672,
            313.434095,
            37.522625,
            25.624368,
            130.909189,
            -105.284821
        ],
        [
            0.216908,
            0.193717,
            0.023191,
            0.0141,
            0.051735,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124192,
            -122087,
            -213689,
            -228936,
            -170343,
            -354724
        ],
        [
            1.173187,
            1.368037,
            1.031939,
            1.010984,
            1.137488,
            0.923743
        ],
        [
            692,
            346,
            346,
            692,
            346,
            346
        ],
        [
            333,
            164,
            169,
            333,
            164,
            169
        ],
        [
            359,
            182,
            177,
            359,
            182,
            177
        ],
        [
            48.121387,
            47.398844,
            48.843931,
            48.121387,
            47.398844,
            48.843931
        ],
        [
            1.264787,
            1.518188,
            1.080788,
            1.08992,
            1.262334,
            0.96747
        ],
        [
            55244,
            55244,
            50876,
            62606,
            53420,
            62606
        ],
        [
            -51920,
            -31803,
            -51920,
            -97878,
            -32272,
            -97878
        ],
        [
            27,
            22,
            33,
            27,
            22,
            33
        ],
        [
            29,
            21,
            35,
            29,
            21,
            35
        ],
        [
            26,
            23,
            30,
            26,
            23,
            30
        ],
        [
            19221,
            7795,
            11426,
            19221,
            7795,
            11426
        ],
        [
            0,
            0,
            500.194727,
            0,
            0,
            500.194728
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -19093,
            349122,
            -347957,
            -382789,
            -192597,
            -579013
        ]
    ]
}
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": 1579240800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759552824463,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)