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Trade: OMG/USDT/720/MIDPRICE/HL2/5922

Strategy
OMG/USDT/720/MIDPRICE/HL2/5922
Pair
OMG_USDT
Interval
12h
Score
316650
Daily Profit
0.240566
Profit Factor
4.429595
Profitability
32.432432
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-30 15:27
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 475203.743 457676.5829 17527.16 275754.663 267567.0566 8187.6064
Total P&L (%) 475.2037 457.6766 17.5272 275.7547 267.5671 8.1876
Avg Daily Profit (%) 0.2498 0.2406 0.0092 0.0696 0.0684 0.0041
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123261 -63671 -92637 -425533 -213058 -405200
Profit Factor 2.3205 4.4296 1.0774 1.1804 1.4607 1.0086
Total Trades 73 37 36 73 37 36
Winning Trades 18 12 6 18 12 6
Losing Trades 55 25 30 55 25 30
Profitability (%) 24.6575 32.4324 16.6667 24.6575 32.4324 16.6667
Ratio Avg Win / Avg Loss 7.0903 9.2283 5.387 3.6068 3.0432 5.0432
Largest Winning Trade 410910 410910 71811 408403 408403 334457
Largest Losing Trade -20030 -14196 -20030 -122510 -65267 -122510
Avg Bars in Trades 42 25 59 42 25 59
Avg Bars in Winners 140 65 291 140 65 291
Avg Bars in Losers 9 5 13 9 5 13
Bars Traded 3086 927 2159 3086 927 2159
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 -95136 316650 -389873 -228555 -105916 -629525
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": 1563580800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759235270645,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            475203.7429539685,
            457676.5829089249,
            17527.1600450433,
            275754.6630345542,
            267567.0566167522,
            8187.606417802
        ],
        [
            475.203743,
            457.676583,
            17.52716,
            275.754663,
            267.567057,
            8.187606
        ],
        [
            0.249779,
            0.240566,
            0.009213,
            0.069605,
            0.068446,
            0.004137
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123261,
            -63671,
            -92637,
            -425533,
            -213058,
            -405200
        ],
        [
            2.320461,
            4.429595,
            1.077407,
            1.18042,
            1.46074,
            1.00864
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            18,
            12,
            6,
            18,
            12,
            6
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            24.657534,
            32.432432,
            16.666667,
            24.657534,
            32.432432,
            16.666667
        ],
        [
            7.090298,
            9.228323,
            5.387036,
            3.606839,
            3.043208,
            5.043199
        ],
        [
            410910,
            410910,
            71811,
            408403,
            408403,
            334457
        ],
        [
            -20030,
            -14196,
            -20030,
            -122510,
            -65267,
            -122510
        ],
        [
            42,
            25,
            59,
            42,
            25,
            59
        ],
        [
            140,
            65,
            291,
            140,
            65,
            291
        ],
        [
            9,
            5,
            13,
            9,
            5,
            13
        ],
        [
            3086,
            927,
            2159,
            3086,
            927,
            2159
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -95136,
            316650,
            -389873,
            -228555,
            -105916,
            -629525
        ]
    ]
}
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": 1563580800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759235270645,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)