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Trade: OMG/USDT/120/MIDPOINT/WMA/5217

Strategy
OMG/USDT/120/MIDPOINT/WMA/5217
Pair
OMG_USDT
Interval
2h
Score
483133
Daily Profit
0.345671
Profit Factor
1.719981
Profitability
58.558559
Streak
485.021358
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 23:30
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 559296.1045 477737.5686 81558.5358 -3069300.7094 -634714.9537 -2434585.7556
Total P&L (%) 559.2961 477.7376 81.5585 -3069.3007 -634.715 -2434.5858
Avg Daily Profit (%) 0.3457 0.2953 0.0504 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -320165 -79314 -277023 -5335386 -1573083 -4227676
Profit Factor 1.72 2.9674 1.1527 0.7338 0.8236 0.6932
Total Trades 111 55 56 111 55 56
Winning Trades 65 32 33 47 26 21
Losing Trades 46 23 23 64 29 35
Profitability (%) 58.5586 58.1818 58.9286 42.3423 47.2727 37.5
Ratio Avg Win / Avg Loss 1.2172 2.1329 0.8034 0.9993 0.9186 1.1553
Largest Winning Trade 157189 157189 61137 1176857 631450 1176857
Largest Losing Trade -163706 -31973 -163706 -1376391 -629016 -1376391
Avg Bars in Trades 167 136 197 167 136 197
Avg Bars in Winners 179 145 212 156 126 193
Avg Bars in Losers 149 123 175 175 145 200
Bars Traded 18565 7492 11073 18565 7492 11073
Profit Streak 485.0214 0 575.0214 0 554.0214 0
Trades During Streak 1 0 3 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 483133 -164892 -357349 -583460 -760934 -764305

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1582012800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758918645320,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 232,
            "offset": 225
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 92,
            "offset": 213
        }
    }
}
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": [
        [
            559296.1044702802,
            477737.5686457847,
            81558.5358244951,
            -3069300.709350272,
            -634714.9537244545,
            -2434585.7556258184
        ],
        [
            559.296104,
            477.737569,
            81.558536,
            -3069.300709,
            -634.714954,
            -2434.585756
        ],
        [
            0.345671,
            0.295264,
            0.050407,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -320165,
            -79314,
            -277023,
            -5335386,
            -1573083,
            -4227676
        ],
        [
            1.719981,
            2.967445,
            1.152732,
            0.733848,
            0.823564,
            0.693172
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            65,
            32,
            33,
            47,
            26,
            21
        ],
        [
            46,
            23,
            23,
            64,
            29,
            35
        ],
        [
            58.558559,
            58.181818,
            58.928571,
            42.342342,
            47.272727,
            37.5
        ],
        [
            1.217217,
            2.132851,
            0.803419,
            0.999282,
            0.918591,
            1.155287
        ],
        [
            157189,
            157189,
            61137,
            1176857,
            631450,
            1176857
        ],
        [
            -163706,
            -31973,
            -163706,
            -1376391,
            -629016,
            -1376391
        ],
        [
            167,
            136,
            197,
            167,
            136,
            197
        ],
        [
            179,
            145,
            212,
            156,
            126,
            193
        ],
        [
            149,
            123,
            175,
            175,
            145,
            200
        ],
        [
            18565,
            7492,
            11073,
            18565,
            7492,
            11073
        ],
        [
            485.021358,
            0,
            575.021358,
            0,
            554.021358,
            0
        ],
        [
            1,
            0,
            3,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            483133,
            -164892,
            -357349,
            -583460,
            -760934,
            -764305
        ]
    ]
}
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": 1582012800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758918645320,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 232,
            "offset": 225
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 92,
            "offset": 213
        }
    }
}

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)