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Trade: OMG/USDT/720/MIDPRICE/HMA/9378

Strategy
OMG/USDT/720/MIDPRICE/HMA/9378
Pair
OMG_USDT
Interval
12h
Score
334106
Daily Profit
0.181552
Profit Factor
1.435253
Profitability
54.901961
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-25 19:18
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 345403.1123 279183.817 66219.2953 -72572.72 271798.4168 -344371.1367
Total P&L (%) 345.4031 279.1838 66.2193 -72.5727 271.7984 -344.3711
Avg Daily Profit (%) 0.1816 0.1467 0.0348 -0.068 0.069 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -199912 -102696 -259842 -353980 -131441 -466477
Profit Factor 1.4353 1.8986 1.1371 0.9496 1.5937 0.6493
Total Trades 102 51 51 102 51 51
Winning Trades 56 29 27 56 29 27
Losing Trades 46 22 24 46 22 24
Profitability (%) 54.902 56.8627 52.9412 54.902 56.8627 52.9412
Ratio Avg Win / Avg Loss 1.179 1.4403 1.0108 0.78 1.209 0.5772
Largest Winning Trade 83084 83084 58417 119464 75285 119464
Largest Losing Trade -90889 -44843 -90889 -196150 -86884 -196150
Avg Bars in Trades 35 19 51 35 19 51
Avg Bars in Winners 30 16 45 30 16 45
Avg Bars in Losers 42 23 59 42 23 59
Bars Traded 3639 993 2645 3639 993 2645
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 334106 -173539 -396005 -579871 -277751 -760452

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": 1559606400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758817085470,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 116,
            "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": [
        [
            345403.1123037108,
            279183.8170219499,
            66219.2952817607,
            -72572.7199526075,
            271798.4167716639,
            -344371.1367242712
        ],
        [
            345.403112,
            279.183817,
            66.219295,
            -72.57272,
            271.798417,
            -344.371137
        ],
        [
            0.181552,
            0.146746,
            0.034806,
            -0.067973,
            0.069048,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -199912,
            -102696,
            -259842,
            -353980,
            -131441,
            -466477
        ],
        [
            1.435253,
            1.898608,
            1.137133,
            0.949598,
            1.593701,
            0.649342
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            54.901961,
            56.862745,
            52.941176,
            54.901961,
            56.862745,
            52.941176
        ],
        [
            1.178958,
            1.440323,
            1.010785,
            0.780027,
            1.209014,
            0.577193
        ],
        [
            83084,
            83084,
            58417,
            119464,
            75285,
            119464
        ],
        [
            -90889,
            -44843,
            -90889,
            -196150,
            -86884,
            -196150
        ],
        [
            35,
            19,
            51,
            35,
            19,
            51
        ],
        [
            30,
            16,
            45,
            30,
            16,
            45
        ],
        [
            42,
            23,
            59,
            42,
            23,
            59
        ],
        [
            3639,
            993,
            2645,
            3639,
            993,
            2645
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334106,
            -173539,
            -396005,
            -579871,
            -277751,
            -760452
        ]
    ]
}
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": 1559606400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758817085470,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 116,
            "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)