← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: OMG/USDT/240/MIDPOINT/JMA/2105

Strategy
OMG/USDT/240/MIDPOINT/JMA/2105
Pair
OMG_USDT
Interval
4h
Score
303203
Daily Profit
0.327885
Profit Factor
2.018349
Profitability
37.623762
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-12 00:25
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 623417.7289 464404.8416 159012.8873 1182599.4113 184354.0546 998245.3567
Total P&L (%) 623.4177 464.4048 159.0129 1182.5994 184.3541 998.2454
Avg Daily Profit (%) 0.3279 0.2443 0.0836 0.1343 0.055 0.1261
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132448 -91192 -124870 -2131923 -1714005 -1133939
Profit Factor 2.0183 2.5874 1.4975 1.1577 1.0472 1.278
Total Trades 101 51 50 101 51 50
Winning Trades 38 18 20 38 18 20
Losing Trades 63 33 30 63 33 30
Profitability (%) 37.6238 35.2941 40 37.6238 35.2941 40
Ratio Avg Win / Avg Loss 3.3462 4.7435 2.2463 1.9194 1.9198 1.917
Largest Winning Trade 242961 242961 63780 1121452 1097184 1121452
Largest Losing Trade -31764 -25776 -31764 -696712 -545141 -696712
Avg Bars in Trades 109 83 136 109 83 136
Avg Bars in Winners 220 166 270 220 166 270
Avg Bars in Losers 42 37 47 42 37 47
Bars Traded 11072 4233 6839 11072 4233 6839
Profit Streak 0 0 595.3924 0 0 595.3924
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303203 -172841 -261880 -63830 -472802 -206165
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1557518400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760217904943,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 35,
            "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": [
        [
            623417.7288798782,
            464404.841551531,
            159012.8873283472,
            1182599.4112841121,
            184354.0546128102,
            998245.3566713012
        ],
        [
            623.417729,
            464.404842,
            159.012887,
            1182.599411,
            184.354055,
            998.245357
        ],
        [
            0.327885,
            0.244253,
            0.083632,
            0.134284,
            0.054979,
            0.126112
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132448,
            -91192,
            -124870,
            -2131923,
            -1714005,
            -1133939
        ],
        [
            2.018349,
            2.587353,
            1.497507,
            1.157704,
            1.047172,
            1.278009
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            37.623762,
            35.294118,
            40,
            37.623762,
            35.294118,
            40
        ],
        [
            3.34621,
            4.74348,
            2.246261,
            1.919352,
            1.919815,
            1.917013
        ],
        [
            242961,
            242961,
            63780,
            1121452,
            1097184,
            1121452
        ],
        [
            -31764,
            -25776,
            -31764,
            -696712,
            -545141,
            -696712
        ],
        [
            109,
            83,
            136,
            109,
            83,
            136
        ],
        [
            220,
            166,
            270,
            220,
            166,
            270
        ],
        [
            42,
            37,
            47,
            42,
            37,
            47
        ],
        [
            11072,
            4233,
            6839,
            11072,
            4233,
            6839
        ],
        [
            0,
            0,
            595.392418,
            0,
            0,
            595.392418
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303203,
            -172841,
            -261880,
            -63830,
            -472802,
            -206165
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1557518400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760217904943,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 35,
            "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)