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Trade: OMG/USDT/720/MIDPOINT/VWAP/8526

Strategy
OMG/USDT/720/MIDPOINT/VWAP/8526
Pair
OMG_USDT
Interval
12h
Score
304834
Daily Profit
0.193751
Profit Factor
3.901664
Profitability
34.482759
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-26 02:29
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 396561.5054 368610.8121 27950.6933 315109.3104 251693.6091 63415.7013
Total P&L (%) 396.5615 368.6108 27.9507 315.1093 251.6936 63.4157
Avg Daily Profit (%) 0.2084 0.1938 0.0147 0.0748 0.0661 0.0258
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144933 -62328 -115957 -243943 -113547 -214286
Profit Factor 2.2479 3.9017 1.1465 1.3852 1.7218 1.1351
Total Trades 57 29 28 57 29 28
Winning Trades 16 10 6 16 10 6
Losing Trades 41 19 22 41 19 22
Profitability (%) 28.0702 34.4828 21.4286 28.0702 34.4828 21.4286
Ratio Avg Win / Avg Loss 5.7602 7.4132 4.2039 3.5496 3.2714 4.1621
Largest Winning Trade 293108 293108 71811 226587 226587 216077
Largest Losing Trade -20950 -20950 -20030 -95761 -53398 -95761
Avg Bars in Trades 54 35 73 54 35 73
Avg Bars in Winners 151 86 260 151 86 260
Avg Bars in Losers 16 8 22 16 8 22
Bars Traded 3092 1028 2064 3092 1028 2064
Profit Streak 0 0 536.9789 0 0 536.9789
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -184089 304834 -300770 -287359 -107467 -295635

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": 1563321600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758842974106,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            396561.5053892564,
            368610.8120773305,
            27950.693311926,
            315109.3103777895,
            251693.6090926604,
            63415.7012851289
        ],
        [
            396.561505,
            368.610812,
            27.950693,
            315.10931,
            251.693609,
            63.415701
        ],
        [
            0.208442,
            0.193751,
            0.014692,
            0.074844,
            0.066124,
            0.025818
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144933,
            -62328,
            -115957,
            -243943,
            -113547,
            -214286
        ],
        [
            2.247894,
            3.901664,
            1.14653,
            1.385197,
            1.721788,
            1.135117
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            16,
            10,
            6,
            16,
            10,
            6
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            28.070175,
            34.482759,
            21.428571,
            28.070175,
            34.482759,
            21.428571
        ],
        [
            5.76023,
            7.413162,
            4.203945,
            3.549566,
            3.271397,
            4.162096
        ],
        [
            293108,
            293108,
            71811,
            226587,
            226587,
            216077
        ],
        [
            -20950,
            -20950,
            -20030,
            -95761,
            -53398,
            -95761
        ],
        [
            54,
            35,
            73,
            54,
            35,
            73
        ],
        [
            151,
            86,
            260,
            151,
            86,
            260
        ],
        [
            16,
            8,
            22,
            16,
            8,
            22
        ],
        [
            3092,
            1028,
            2064,
            3092,
            1028,
            2064
        ],
        [
            0,
            0,
            536.978867,
            0,
            0,
            536.978867
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            -184089,
            304834,
            -300770,
            -287359,
            -107467,
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        ]
    ]
}
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": 1563321600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758842974106,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)