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Trade: OMG/USDT/720/MIDPRICE/HMA/8110

Strategy
OMG/USDT/720/MIDPRICE/HMA/8110
Pair
OMG_USDT
Interval
12h
Score
421318
Daily Profit
0.205206
Profit Factor
2.108477
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-05 01:06
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 446938.6738 390404.6531 56534.0207 -76498.2468 590969.0243 -667467.2712
Total P&L (%) 446.9387 390.4047 56.534 -76.4982 590.969 -667.4673
Avg Daily Profit (%) 0.2349 0.2052 0.0297 -0.0761 0.1017 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -188528 -93550 -189163 -709341 -55779 -751946
Profit Factor 1.6123 2.1085 1.1496 0.9296 3.7706 0.2358
Total Trades 79 40 39 79 40 39
Winning Trades 40 20 20 40 20 20
Losing Trades 39 20 19 39 20 19
Profitability (%) 50.6329 50 51.2821 50.6329 50 51.2821
Ratio Avg Win / Avg Loss 1.572 2.1085 1.0922 0.9064 3.7706 0.224
Largest Winning Trade 260681 260681 66614 225256 225256 47926
Largest Losing Trade -89911 -42786 -89911 -602423 -55779 -602423
Avg Bars in Trades 46 33 60 46 33 60
Avg Bars in Winners 60 36 84 60 36 84
Avg Bars in Losers 32 31 34 32 31 34
Bars Traded 3691 1350 2341 3691 1350 2341
Profit Streak 0 0 579.4215 0 0 579.4215
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -20224 421318 -209225 -611973 -49933 -580007
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": 1557230400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759615617561,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 55,
            "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": [
        [
            446938.6738433978,
            390404.6531139923,
            56534.0207294052,
            -76498.2468483452,
            590969.0243121126,
            -667467.2711604575
        ],
        [
            446.938674,
            390.404653,
            56.534021,
            -76.498247,
            590.969024,
            -667.467271
        ],
        [
            0.234922,
            0.205206,
            0.029716,
            -0.076086,
            0.101651,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -188528,
            -93550,
            -189163,
            -709341,
            -55779,
            -751946
        ],
        [
            1.612264,
            2.108477,
            1.149649,
            0.929605,
            3.77064,
            0.235792
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            50.632911,
            50,
            51.282051,
            50.632911,
            50,
            51.282051
        ],
        [
            1.571958,
            2.108477,
            1.092166,
            0.906365,
            3.77064,
            0.224002
        ],
        [
            260681,
            260681,
            66614,
            225256,
            225256,
            47926
        ],
        [
            -89911,
            -42786,
            -89911,
            -602423,
            -55779,
            -602423
        ],
        [
            46,
            33,
            60,
            46,
            33,
            60
        ],
        [
            60,
            36,
            84,
            60,
            36,
            84
        ],
        [
            32,
            31,
            34,
            32,
            31,
            34
        ],
        [
            3691,
            1350,
            2341,
            3691,
            1350,
            2341
        ],
        [
            0,
            0,
            579.421499,
            0,
            0,
            579.4215
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -20224,
            421318,
            -209225,
            -611973,
            -49933,
            -580007
        ]
    ]
}
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": 1557230400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759615617561,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 55,
            "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)