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Trade: OMG/USDT/120/MIDPRICE/MIDPOINT/9415

Strategy
OMG/USDT/120/MIDPRICE/MIDPOINT/9415
Pair
OMG_USDT
Interval
2h
Score
403299
Daily Profit
0.277441
Profit Factor
1.567047
Profitability
49.285714
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-30 03:44
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 448900.0245 370032.3423 78867.6822 243303.8119 422357.8358 -179054.0239
Total P&L (%) 448.9 370.0323 78.8677 243.3038 422.3578 -179.054
Avg Daily Profit (%) 0.2774 0.2287 0.0487 0.0763 0.1022 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107578 -138338 -122169 -764771 -467737 -464085
Profit Factor 1.567 1.9835 1.1899 1.0823 1.2912 0.8812
Total Trades 140 70 70 140 70 70
Winning Trades 69 33 36 69 33 36
Losing Trades 71 37 34 71 37 34
Profitability (%) 49.2857 47.1429 51.4286 49.2857 47.1429 51.4286
Ratio Avg Win / Avg Loss 1.6125 2.2239 1.1238 1.1136 1.4477 0.8322
Largest Winning Trade 188809 188809 57281 334513 334513 157713
Largest Losing Trade -46104 -33888 -46104 -267834 -204026 -267834
Avg Bars in Trades 134 114 154 134 114 154
Avg Bars in Winners 196 173 217 196 173 217
Avg Bars in Losers 73 61 86 73 61 86
Bars Traded 18774 7987 10787 18774 7987 10787
Profit Streak 0 0 500.4473 0 0 500.4473
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403299 -83934 -232913 -221052 -152042 -674188
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580263200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759193045036,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 50,
            "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": [
        [
            448900.0244986948,
            370032.3423284181,
            78867.6821702767,
            243303.8118855755,
            422357.8357634079,
            -179054.0238778323
        ],
        [
            448.900024,
            370.032342,
            78.867682,
            243.303812,
            422.357836,
            -179.054024
        ],
        [
            0.277441,
            0.228697,
            0.048744,
            0.076262,
            0.102227,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107578,
            -138338,
            -122169,
            -764771,
            -467737,
            -464085
        ],
        [
            1.567047,
            1.983516,
            1.189854,
            1.082278,
            1.291228,
            0.881171
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            71,
            37,
            34,
            71,
            37,
            34
        ],
        [
            49.285714,
            47.142857,
            51.428571,
            49.285714,
            47.142857,
            51.428571
        ],
        [
            1.612469,
            2.223943,
            1.123751,
            1.113649,
            1.447741,
            0.832217
        ],
        [
            188809,
            188809,
            57281,
            334513,
            334513,
            157713
        ],
        [
            -46104,
            -33888,
            -46104,
            -267834,
            -204026,
            -267834
        ],
        [
            134,
            114,
            154,
            134,
            114,
            154
        ],
        [
            196,
            173,
            217,
            196,
            173,
            217
        ],
        [
            73,
            61,
            86,
            73,
            61,
            86
        ],
        [
            18774,
            7987,
            10787,
            18774,
            7987,
            10787
        ],
        [
            0,
            0,
            500.44728,
            0,
            0,
            500.44728
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403299,
            -83934,
            -232913,
            -221052,
            -152042,
            -674188
        ]
    ]
}
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": 1580263200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759193045036,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 50,
            "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)