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Trade: OMG/USDT/360/LINREG/MIDPRICE/2711

Strategy
OMG/USDT/360/LINREG/MIDPRICE/2711
Pair
OMG_USDT
Interval
6h
Score
326825
Daily Profit
0.165882
Profit Factor
1.932868
Profitability
45.161290
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-09-27 14:39
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 403578.952 315507.5103 88071.4418 69930.6808 31553.0785 38377.6023
Total P&L (%) 403.579 315.5075 88.0714 69.9307 31.5531 38.3776
Avg Daily Profit (%) 0.2122 0.1659 0.0463 0.0279 0.0144 0.0171
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91432 -81641 -121858 -210040 -196752 -178746
Profit Factor 1.7081 1.9329 1.3801 1.0614 1.0455 1.0861
Total Trades 62 31 31 62 31 31
Winning Trades 29 14 15 29 14 15
Losing Trades 33 17 16 33 17 16
Profitability (%) 46.7742 45.1613 48.3871 46.7742 45.1613 48.3871
Ratio Avg Win / Avg Loss 1.9437 2.3471 1.4721 1.2078 1.2695 1.1585
Largest Winning Trade 156092 156092 49026 128876 128876 94119
Largest Losing Trade -57427 -57427 -44376 -131061 -131061 -112736
Avg Bars in Trades 115 121 109 115 121 109
Avg Bars in Winners 154 162 148 154 162 148
Avg Bars in Losers 80 87 72 80 87 72
Bars Traded 7138 3755 3383 7138 3755 3383
Profit Streak 0 0 581.9861 0 0 581.9861
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148792 326825 -130576 -468406 -348961 -298319
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1560103200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758973198924,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 146,
            "offset": 125
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 93,
            "offset": 17
        }
    }
}
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": [
        [
            403578.9520332814,
            315507.5102582554,
            88071.4417750259,
            69930.68078928,
            31553.0785364429,
            38377.6022528371
        ],
        [
            403.578952,
            315.50751,
            88.071442,
            69.930681,
            31.553079,
            38.377602
        ],
        [
            0.212187,
            0.165882,
            0.046305,
            0.027881,
            0.01442,
            0.017079
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91432,
            -81641,
            -121858,
            -210040,
            -196752,
            -178746
        ],
        [
            1.708121,
            1.932868,
            1.380082,
            1.061374,
            1.045491,
            1.086084
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            46.774194,
            45.16129,
            48.387097,
            46.774194,
            45.16129,
            48.387097
        ],
        [
            1.943724,
            2.347054,
            1.472088,
            1.20777,
            1.269525,
            1.15849
        ],
        [
            156092,
            156092,
            49026,
            128876,
            128876,
            94119
        ],
        [
            -57427,
            -57427,
            -44376,
            -131061,
            -131061,
            -112736
        ],
        [
            115,
            121,
            109,
            115,
            121,
            109
        ],
        [
            154,
            162,
            148,
            154,
            162,
            148
        ],
        [
            80,
            87,
            72,
            80,
            87,
            72
        ],
        [
            7138,
            3755,
            3383,
            7138,
            3755,
            3383
        ],
        [
            0,
            0,
            581.986099,
            0,
            0,
            581.986099
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148792,
            326825,
            -130576,
            -468406,
            -348961,
            -298319
        ]
    ]
}
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": 1560103200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758973198924,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 146,
            "offset": 125
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 93,
            "offset": 17
        }
    }
}

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)