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Trade: OMG/USDT/360/MIDPRICE/PSAR/2023

Strategy
OMG/USDT/360/MIDPRICE/PSAR/2023
Pair
OMG_USDT
Interval
6h
Score
358870
Daily Profit
0.209316
Profit Factor
1.454537
Profitability
48.148148
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-09-26 09:41
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 398118.194 323956.5952 74161.5988 182000.1468 309482.8901 -127482.7433
Total P&L (%) 398.1182 323.9566 74.1616 182.0001 309.4829 -127.4827
Avg Daily Profit (%) 0.2093 0.1703 0.039 0.0545 0.0741 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113247 -76645 -182018 -356743 -255236 -433146
Profit Factor 1.4545 1.7381 1.1697 1.0798 1.2688 0.887
Total Trades 162 81 81 162 81 81
Winning Trades 78 39 39 78 39 39
Losing Trades 84 42 42 84 42 42
Profitability (%) 48.1481 48.1481 48.1481 48.1481 48.1481 48.1481
Ratio Avg Win / Avg Loss 1.5664 1.8718 1.2597 1.1629 1.3664 0.9552
Largest Winning Trade 82755 82755 56990 186885 186885 159146
Largest Losing Trade -53820 -29003 -53820 -184612 -101016 -184612
Avg Bars in Trades 43 29 57 43 29 57
Avg Bars in Winners 65 35 95 65 35 95
Avg Bars in Losers 23 23 22 23 23 22
Bars Traded 7079 2399 4680 7079 2399 4680
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358870 -1738 -187326 -252679 -106452 -593456

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1559628000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758868863431,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            398118.1939919978,
            323956.5952269858,
            74161.5987650121,
            182000.1467677131,
            309482.890101683,
            -127482.7433339698
        ],
        [
            398.118194,
            323.956595,
            74.161599,
            182.000147,
            309.48289,
            -127.482743
        ],
        [
            0.209316,
            0.170324,
            0.038991,
            0.054523,
            0.074146,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113247,
            -76645,
            -182018,
            -356743,
            -255236,
            -433146
        ],
        [
            1.454537,
            1.738069,
            1.169725,
            1.079844,
            1.268754,
            0.886974
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            48.148148,
            48.148148,
            48.148148,
            48.148148,
            48.148148,
            48.148148
        ],
        [
            1.566424,
            1.871767,
            1.259704,
            1.162909,
            1.366351,
            0.955203
        ],
        [
            82755,
            82755,
            56990,
            186885,
            186885,
            159146
        ],
        [
            -53820,
            -29003,
            -53820,
            -184612,
            -101016,
            -184612
        ],
        [
            43,
            29,
            57,
            43,
            29,
            57
        ],
        [
            65,
            35,
            95,
            65,
            35,
            95
        ],
        [
            23,
            23,
            22,
            23,
            23,
            22
        ],
        [
            7079,
            2399,
            4680,
            7079,
            2399,
            4680
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358870,
            -1738,
            -187326,
            -252679,
            -106452,
            -593456
        ]
    ]
}
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": 1559628000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758868863431,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)