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Trade: OMG/USDT/720/MIDPOINT/FWMA/8009

Strategy
OMG/USDT/720/MIDPOINT/FWMA/8009
Pair
OMG_USDT
Interval
12h
Score
302691
Daily Profit
0.307688
Profit Factor
1.432099
Profitability
36.716418
Streak
514.056509
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-12 16:21
Expiration Time
2024-08-13 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 585375.5371 461849.8915 123525.6456 482051.8045 2943110.4795 -2461058.6749
Total P&L (%) 585.3755 461.8499 123.5256 482.0518 2943.1105 -2461.0587
Avg Daily Profit (%) 0.3077 0.2428 0.0649 0.0926 0.1797 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -252625 -193000 -162553 -8644262 -3127045 -7254993
Profit Factor 1.4321 1.7328 1.1705 1.0231 1.3641 0.807
Total Trades 335 168 167 335 168 167
Winning Trades 123 64 59 123 64 59
Losing Trades 212 104 108 212 104 108
Profitability (%) 36.7164 38.0952 35.3293 36.7164 38.0952 35.3293
Ratio Avg Win / Avg Loss 2.4683 2.8158 2.1426 1.7635 2.2166 1.4773
Largest Winning Trade 242906 242906 46971 1976915 1491952 1976915
Largest Losing Trade -27066 -25214 -27066 -1858435 -700649 -1858435
Avg Bars in Trades 11 10 11 11 10 11
Avg Bars in Winners 19 18 21 19 18 21
Avg Bars in Losers 6 5 6 6 5 6
Bars Traded 3739 1749 1989 3739 1749 1989
Profit Streak 514.0565 520.0565 0 514.0565 520.0565 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302691 281799 -143203 -265827 216257 -584219
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1555502400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760275282366,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 30,
            "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": [
        [
            585375.5370658366,
            461849.8914971924,
            123525.6455686438,
            482051.8045256098,
            2943110.4794626054,
            -2461058.6749369977
        ],
        [
            585.375537,
            461.849891,
            123.525646,
            482.051805,
            2943.110479,
            -2461.058675
        ],
        [
            0.307688,
            0.242759,
            0.064928,
            0.092626,
            0.179686,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -252625,
            -193000,
            -162553,
            -8644262,
            -3127045,
            -7254993
        ],
        [
            1.432099,
            1.732792,
            1.170506,
            1.023133,
            1.364052,
            0.80703
        ],
        [
            335,
            168,
            167,
            335,
            168,
            167
        ],
        [
            123,
            64,
            59,
            123,
            64,
            59
        ],
        [
            212,
            104,
            108,
            212,
            104,
            108
        ],
        [
            36.716418,
            38.095238,
            35.329341,
            36.716418,
            38.095238,
            35.329341
        ],
        [
            2.468333,
            2.815787,
            2.142621,
            1.76345,
            2.216585,
            1.477275
        ],
        [
            242906,
            242906,
            46971,
            1976915,
            1491952,
            1976915
        ],
        [
            -27066,
            -25214,
            -27066,
            -1858435,
            -700649,
            -1858435
        ],
        [
            11,
            10,
            11,
            11,
            10,
            11
        ],
        [
            19,
            18,
            21,
            19,
            18,
            21
        ],
        [
            6,
            5,
            6,
            6,
            5,
            6
        ],
        [
            3739,
            1749,
            1989,
            3739,
            1749,
            1989
        ],
        [
            514.056509,
            520.056509,
            0,
            514.056509,
            520.056509,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302691,
            281799,
            -143203,
            -265827,
            216257,
            -584219
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1555502400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760275282366,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 30,
            "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)