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Trade: OMG/USDT/120/HMA/MIDPRICE/9869

Strategy
OMG/USDT/120/HMA/MIDPRICE/9869
Pair
OMG_USDT
Interval
2h
Score
460930
Daily Profit
0.438362
Profit Factor
1.790860
Profitability
44.382022
Streak
479.309247
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-25 12:25
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 709269.7875 505535.629 203734.1586 2835909.9071 957141.3778 1878768.5293
Total P&L (%) 709.2698 505.5356 203.7342 2835.9099 957.1414 1878.7685
Avg Daily Profit (%) 0.4384 0.3124 0.1259 0.2091 0.1459 0.1847
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125406 -99795 -135582 -4539760 -3900144 -1036095
Profit Factor 1.7909 2.0338 1.4996 1.3118 1.1619 1.5903
Total Trades 178 89 89 178 89 89
Winning Trades 79 33 46 79 33 46
Losing Trades 99 56 43 99 56 43
Profitability (%) 44.382 37.0787 51.6854 44.382 37.0787 51.6854
Ratio Avg Win / Avg Loss 2.2442 3.4513 1.4018 1.644 1.9717 1.4866
Largest Winning Trade 192611 192611 43866 3345929 3345929 958396
Largest Losing Trade -38858 -38858 -35776 -1649811 -1649811 -539586
Avg Bars in Trades 107 116 98 107 116 98
Avg Bars in Winners 155 196 125 155 196 125
Avg Bars in Losers 69 68 70 69 68 70
Bars Traded 19151 10352 8799 19151 10352 8799
Profit Streak 479.3092 0 492.4759 479.3092 0 492.4759
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 460930 270828 -22751 313731 -44581 382585

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580407200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758792318976,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 119,
            "offset": 106
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "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": [
        [
            709269.7875244047,
            505535.6289638212,
            203734.1585605834,
            2835909.907134046,
            957141.3778181523,
            1878768.529315894
        ],
        [
            709.269788,
            505.535629,
            203.734159,
            2835.909907,
            957.141378,
            1878.768529
        ],
        [
            0.438362,
            0.312445,
            0.125917,
            0.209094,
            0.145851,
            0.184661
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125406,
            -99795,
            -135582,
            -4539760,
            -3900144,
            -1036095
        ],
        [
            1.79086,
            2.03381,
            1.499556,
            1.311839,
            1.161907,
            1.590346
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            79,
            33,
            46,
            79,
            33,
            46
        ],
        [
            99,
            56,
            43,
            99,
            56,
            43
        ],
        [
            44.382022,
            37.078652,
            51.685393,
            44.382022,
            37.078652,
            51.685393
        ],
        [
            2.244243,
            3.451313,
            1.401759,
            1.64395,
            1.971721,
            1.486627
        ],
        [
            192611,
            192611,
            43866,
            3345929,
            3345929,
            958396
        ],
        [
            -38858,
            -38858,
            -35776,
            -1649811,
            -1649811,
            -539586
        ],
        [
            107,
            116,
            98,
            107,
            116,
            98
        ],
        [
            155,
            196,
            125,
            155,
            196,
            125
        ],
        [
            69,
            68,
            70,
            69,
            68,
            70
        ],
        [
            19151,
            10352,
            8799,
            19151,
            10352,
            8799
        ],
        [
            479.309247,
            0,
            492.475914,
            479.309247,
            0,
            492.475914
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            460930,
            270828,
            -22751,
            313731,
            -44581,
            382585
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580407200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758792318976,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 119,
            "offset": 106
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "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)