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Trade: OMG/USDT/120/MIDPOINT/WMA/6395

Strategy
OMG/USDT/120/MIDPOINT/WMA/6395
Pair
OMG_USDT
Interval
2h
Score
303424
Daily Profit
0.242020
Profit Factor
1.354429
Profitability
41.860465
Streak
479.145058
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 04:28
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 391588.6277 364094.3601 27494.2675 33423.9471 148192.3226 -114768.3754
Total P&L (%) 391.5886 364.0944 27.4943 33.4239 148.1923 -114.7684
Avg Daily Profit (%) 0.242 0.225 0.017 0.0178 0.0562 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138374 -160573 -244918 -276076 -189747 -378239
Profit Factor 1.3544 1.6563 1.05 1.0253 1.2286 0.8294
Total Trades 215 108 107 215 108 107
Winning Trades 90 42 48 90 42 48
Losing Trades 125 66 59 125 66 59
Profitability (%) 41.8605 38.8889 44.8598 41.8605 38.8889 44.8598
Ratio Avg Win / Avg Loss 1.8812 2.6027 1.2906 1.424 1.9307 1.0194
Largest Winning Trade 136897 136897 57071 122229 122229 83120
Largest Losing Trade -42531 -42531 -41900 -72002 -59696 -72002
Avg Bars in Trades 88 76 101 88 76 101
Avg Bars in Winners 125 101 147 125 101 147
Avg Bars in Losers 61 60 63 61 60 63
Bars Traded 19070 8255 10815 19070 8255 10815
Profit Streak 479.1451 479.1451 496.3951 479.1451 479.1451 496.3951
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303424 250873 -340712 -365618 -121120 -580795

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580054400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758850133036,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 46,
            "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": [
        [
            391588.627651545,
            364094.3601021495,
            27494.2675493951,
            33423.9471395675,
            148192.3225866818,
            -114768.3754471142
        ],
        [
            391.588628,
            364.09436,
            27.494268,
            33.423947,
            148.192323,
            -114.768375
        ],
        [
            0.24202,
            0.225027,
            0.016993,
            0.017824,
            0.056198,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138374,
            -160573,
            -244918,
            -276076,
            -189747,
            -378239
        ],
        [
            1.354429,
            1.656292,
            1.049983,
            1.025305,
            1.228622,
            0.829375
        ],
        [
            215,
            108,
            107,
            215,
            108,
            107
        ],
        [
            90,
            42,
            48,
            90,
            42,
            48
        ],
        [
            125,
            66,
            59,
            125,
            66,
            59
        ],
        [
            41.860465,
            38.888889,
            44.859813,
            41.860465,
            38.888889,
            44.859813
        ],
        [
            1.881151,
            2.602745,
            1.290604,
            1.424035,
            1.930691,
            1.01944
        ],
        [
            136897,
            136897,
            57071,
            122229,
            122229,
            83120
        ],
        [
            -42531,
            -42531,
            -41900,
            -72002,
            -59696,
            -72002
        ],
        [
            88,
            76,
            101,
            88,
            76,
            101
        ],
        [
            125,
            101,
            147,
            125,
            101,
            147
        ],
        [
            61,
            60,
            63,
            61,
            60,
            63
        ],
        [
            19070,
            8255,
            10815,
            19070,
            8255,
            10815
        ],
        [
            479.145058,
            479.145058,
            496.395058,
            479.145058,
            479.145058,
            496.395058
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303424,
            250873,
            -340712,
            -365618,
            -121120,
            -580795
        ]
    ]
}
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": 1580054400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758850133036,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 46,
            "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)