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Trade: OMG/USDT/720/MIDPRICE/FWMA/2514

Strategy
OMG/USDT/720/MIDPRICE/FWMA/2514
Pair
OMG_USDT
Interval
12h
Score
318794
Daily Profit
0.289304
Profit Factor
3.418651
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-26 03:36
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 652034.2143 550401.0523 101633.162 623592.7775 871536.2289 -247943.4514
Total P&L (%) 652.0342 550.4011 101.6332 623.5928 871.5362 -247.9435
Avg Daily Profit (%) 0.3427 0.2893 0.0534 0.1041 0.1196 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -203049 -77559 -163796 -1610801 -878171 -1105966
Profit Factor 2.1984 3.4187 1.3211 1.1365 1.4557 0.9067
Total Trades 72 36 36 72 36 36
Winning Trades 23 12 11 23 12 11
Losing Trades 49 24 25 49 24 25
Profitability (%) 31.9444 33.3333 30.5556 31.9444 33.3333 30.5556
Ratio Avg Win / Avg Loss 4.6835 6.8373 3.0025 2.4211 2.9115 2.0607
Largest Winning Trade 329210 329210 70757 1081392 1081392 488887
Largest Losing Trade -52152 -24482 -52152 -897876 -276911 -897876
Avg Bars in Trades 48 31 64 48 31 64
Avg Bars in Winners 127 77 181 127 77 181
Avg Bars in Losers 11 9 13 11 9 13
Bars Traded 3466 1142 2324 3466 1142 2324
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 -77358 318794 -127818 -213730 -37282 -585564

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": 1559260800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758846976700,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 38,
            "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": [
        [
            652034.2143272735,
            550401.0523023643,
            101633.1620249095,
            623592.7775233366,
            871536.2289238033,
            -247943.4514004676
        ],
        [
            652.034214,
            550.401052,
            101.633162,
            623.592778,
            871.536229,
            -247.943451
        ],
        [
            0.342725,
            0.289304,
            0.053421,
            0.104078,
            0.119583,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -203049,
            -77559,
            -163796,
            -1610801,
            -878171,
            -1105966
        ],
        [
            2.198395,
            3.418651,
            1.321091,
            1.136458,
            1.455748,
            0.906702
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            23,
            12,
            11,
            23,
            12,
            11
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            31.944444,
            33.333333,
            30.555556,
            31.944444,
            33.333333,
            30.555556
        ],
        [
            4.683537,
            6.837301,
            3.00248,
            2.421149,
            2.911496,
            2.060686
        ],
        [
            329210,
            329210,
            70757,
            1081392,
            1081392,
            488887
        ],
        [
            -52152,
            -24482,
            -52152,
            -897876,
            -276911,
            -897876
        ],
        [
            48,
            31,
            64,
            48,
            31,
            64
        ],
        [
            127,
            77,
            181,
            127,
            77,
            181
        ],
        [
            11,
            9,
            13,
            11,
            9,
            13
        ],
        [
            3466,
            1142,
            2324,
            3466,
            1142,
            2324
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -77358,
            318794,
            -127818,
            -213730,
            -37282,
            -585564
        ]
    ]
}
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": 1559260800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758846976700,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 38,
            "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)