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Trade: OMG/USDT/120/SUPERTREND/MIDPRICE/6730

Strategy
OMG/USDT/120/SUPERTREND/MIDPRICE/6730
Pair
OMG_USDT
Interval
2h
Score
308196
Daily Profit
0.155694
Profit Factor
1.232836
Profitability
44.817927
Streak
480.961899
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 06:05
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 182978.1706 251912.3804 -68934.2098 -122978.8119 73337.5813 -196316.3932
Total P&L (%) 182.9782 251.9124 -68.9342 -122.9788 73.3376 -196.3164
Avg Daily Profit (%) 0.1131 0.1557 -0.0426 0 0.034 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -265540 -83916 -373624 -187935 -49632 -221950
Profit Factor 1.0771 1.2328 0.9467 0.8189 1.286 0.5356
Total Trades 714 357 357 714 357 357
Winning Trades 316 160 156 375 193 182
Losing Trades 398 197 201 339 164 175
Profitability (%) 44.2577 44.8179 43.6975 52.521 54.0616 50.9804
Ratio Avg Win / Avg Loss 1.3565 1.5179 1.2198 0.7403 1.0928 0.515
Largest Winning Trade 68015 68015 38448 37973 37973 35611
Largest Losing Trade -123562 -19268 -123562 -64459 -22998 -64459
Avg Bars in Trades 26 24 29 26 24 29
Avg Bars in Winners 33 27 40 21 22 21
Avg Bars in Losers 21 22 20 32 27 37
Bars Traded 19177 8708 10469 19177 8708 10469
Profit Streak 480.9619 480.9619 491.7952 0 0 0
Trades During Streak 4 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -174662 308196 -578637 -576443 -145355 -579062
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579528800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759028708109,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 111,
            "offset": 0,
            "multiplier": 2.67691
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 12,
            "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": [
        [
            182978.1706215843,
            251912.3804416176,
            -68934.209820033,
            -122978.8118854483,
            73337.5813100884,
            -196316.3931955368
        ],
        [
            182.978171,
            251.91238,
            -68.93421,
            -122.978812,
            73.337581,
            -196.316393
        ],
        [
            0.113089,
            0.155694,
            -0.042605,
            0,
            0.034003,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -265540,
            -83916,
            -373624,
            -187935,
            -49632,
            -221950
        ],
        [
            1.077052,
            1.232836,
            0.946678,
            0.818927,
            1.286027,
            0.535639
        ],
        [
            714,
            357,
            357,
            714,
            357,
            357
        ],
        [
            316,
            160,
            156,
            375,
            193,
            182
        ],
        [
            398,
            197,
            201,
            339,
            164,
            175
        ],
        [
            44.257703,
            44.817927,
            43.697479,
            52.521008,
            54.061625,
            50.980392
        ],
        [
            1.35654,
            1.517929,
            1.219759,
            0.74031,
            1.09279,
            0.515038
        ],
        [
            68015,
            68015,
            38448,
            37973,
            37973,
            35611
        ],
        [
            -123562,
            -19268,
            -123562,
            -64459,
            -22998,
            -64459
        ],
        [
            26,
            24,
            29,
            26,
            24,
            29
        ],
        [
            33,
            27,
            40,
            21,
            22,
            21
        ],
        [
            21,
            22,
            20,
            32,
            27,
            37
        ],
        [
            19177,
            8708,
            10469,
            19177,
            8708,
            10469
        ],
        [
            480.961899,
            480.961899,
            491.795233,
            0,
            0,
            0
        ],
        [
            4,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -174662,
            308196,
            -578637,
            -576443,
            -145355,
            -579062
        ]
    ]
}
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": 1579528800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759028708109,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 111,
            "offset": 0,
            "multiplier": 2.67691
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 12,
            "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)