← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: OMG/USDT/120/MIDPRICE/DEMA/3078

Strategy
OMG/USDT/120/MIDPRICE/DEMA/3078
Pair
OMG_USDT
Interval
2h
Score
303779
Daily Profit
0.178205
Profit Factor
1.302424
Profitability
48.000000
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-08 20:26
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 314106.7266 288335.1157 25771.6109 4064.4356 89306.4271 -85241.9916
Total P&L (%) 314.1067 288.3351 25.7716 4.0644 89.3064 -85.242
Avg Daily Profit (%) 0.1941 0.1782 0.0159 0.0025 0.0395 -0.1182
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189673 -83486 -288158 -138154 -92772 -194810
Profit Factor 1.1512 1.3024 1.0229 1.0038 1.1788 0.8476
Total Trades 749 375 374 749 375 374
Winning Trades 365 180 185 365 180 185
Losing Trades 384 195 189 384 195 189
Profitability (%) 48.7316 48 49.4652 48.7316 48 49.4652
Ratio Avg Win / Avg Loss 1.2111 1.411 1.0451 1.0561 1.277 0.8659
Largest Winning Trade 53550 39330 53550 37348 37348 26859
Largest Losing Trade -34908 -26004 -34908 -37339 -37339 -35671
Avg Bars in Trades 25 21 29 25 21 29
Avg Bars in Winners 28 22 33 28 22 33
Avg Bars in Losers 23 19 26 23 19 26
Bars Traded 19133 7935 11198 19133 7935 11198
Profit Streak 0 0 505.2268 0 0 505.2268
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -42924 303779 -368304 -567909 -163179 -578724
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579305600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759944398008,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 81,
            "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": [
        [
            314106.7265827354,
            288335.1157015313,
            25771.6108812046,
            4064.4355593371,
            89306.4271201889,
            -85241.9915608516
        ],
        [
            314.106727,
            288.335116,
            25.771611,
            4.064436,
            89.306427,
            -85.241992
        ],
        [
            0.194133,
            0.178205,
            0.015928,
            0.002462,
            0.039451,
            -0.118186
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189673,
            -83486,
            -288158,
            -138154,
            -92772,
            -194810
        ],
        [
            1.151214,
            1.302424,
            1.022932,
            1.003838,
            1.178771,
            0.847594
        ],
        [
            749,
            375,
            374,
            749,
            375,
            374
        ],
        [
            365,
            180,
            185,
            365,
            180,
            185
        ],
        [
            384,
            195,
            189,
            384,
            195,
            189
        ],
        [
            48.731642,
            48,
            49.465241,
            48.731642,
            48,
            49.465241
        ],
        [
            1.211141,
            1.410959,
            1.04505,
            1.056093,
            1.277001,
            0.86592
        ],
        [
            53550,
            39330,
            53550,
            37348,
            37348,
            26859
        ],
        [
            -34908,
            -26004,
            -34908,
            -37339,
            -37339,
            -35671
        ],
        [
            25,
            21,
            29,
            25,
            21,
            29
        ],
        [
            28,
            22,
            33,
            28,
            22,
            33
        ],
        [
            23,
            19,
            26,
            23,
            19,
            26
        ],
        [
            19133,
            7935,
            11198,
            19133,
            7935,
            11198
        ],
        [
            0,
            0,
            505.226829,
            0,
            0,
            505.226829
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -42924,
            303779,
            -368304,
            -567909,
            -163179,
            -578724
        ]
    ]
}
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": 1579305600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759944398008,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 81,
            "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)