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Trade: OMG/USDT/360/EMA/MIDPRICE/5025

Strategy
OMG/USDT/360/EMA/MIDPRICE/5025
Pair
OMG_USDT
Interval
6h
Score
457634
Daily Profit
0.315973
Profit Factor
1.769779
Profitability
48.538012
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-09-27 11:53
Expiration Time
2024-08-13 04:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 600980.1821 401331.7308 199648.4513 1056500.6102 400502.8326 655997.7776
Total P&L (%) 600.9802 401.3317 199.6485 1056.5006 400.5028 655.9978
Avg Daily Profit (%) 0.316 0.211 0.105 0.1288 0.0847 0.1064
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96889 -107692 -99735 -553080 -604737 -564066
Profit Factor 1.7698 2.0093 1.5212 1.2985 1.2163 1.3885
Total Trades 171 86 85 171 86 85
Winning Trades 83 41 42 83 41 42
Losing Trades 88 45 43 88 45 43
Profitability (%) 48.538 47.6744 49.4118 48.538 47.6744 49.4118
Ratio Avg Win / Avg Loss 1.8764 2.2053 1.5574 1.3767 1.335 1.4215
Largest Winning Trade 178466 178466 47962 330444 330444 239113
Largest Losing Trade -45528 -43894 -45528 -327230 -299062 -327230
Avg Bars in Trades 43 43 42 43 43 42
Avg Bars in Winners 61 58 65 61 58 65
Avg Bars in Losers 25 30 21 25 30 21
Bars Traded 7426 3775 3651 7426 3775 3651
Profit Streak 0 0 488.8707 0 0 488.8707
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457634 370972 -49897 -20269 -81519 -49478
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1555740000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758963231440,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "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": [
        [
            600980.182070572,
            401331.7307565232,
            199648.4513140488,
            1056500.6101560602,
            400502.832603525,
            655997.7775525352
        ],
        [
            600.980182,
            401.331731,
            199.648451,
            1056.50061,
            400.502833,
            655.997778
        ],
        [
            0.315973,
            0.211005,
            0.104968,
            0.128789,
            0.084707,
            0.106411
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96889,
            -107692,
            -99735,
            -553080,
            -604737,
            -564066
        ],
        [
            1.769779,
            2.009286,
            1.521169,
            1.298459,
            1.216342,
            1.388484
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            88,
            45,
            43,
            88,
            45,
            43
        ],
        [
            48.538012,
            47.674419,
            49.411765,
            48.538012,
            47.674419,
            49.411765
        ],
        [
            1.876393,
            2.205314,
            1.557387,
            1.376679,
            1.33501,
            1.421543
        ],
        [
            178466,
            178466,
            47962,
            330444,
            330444,
            239113
        ],
        [
            -45528,
            -43894,
            -45528,
            -327230,
            -299062,
            -327230
        ],
        [
            43,
            43,
            42,
            43,
            43,
            42
        ],
        [
            61,
            58,
            65,
            61,
            58,
            65
        ],
        [
            25,
            30,
            21,
            25,
            30,
            21
        ],
        [
            7426,
            3775,
            3651,
            7426,
            3775,
            3651
        ],
        [
            0,
            0,
            488.870734,
            0,
            0,
            488.870734
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            457634,
            370972,
            -49897,
            -20269,
            -81519,
            -49478
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1555740000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758963231440,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "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)