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Trade: OMG/USDT/120/RMA/MIDPRICE/9196

Strategy
OMG/USDT/120/RMA/MIDPRICE/9196
Pair
OMG_USDT
Interval
2h
Score
316292
Daily Profit
0.193845
Profit Factor
1.505378
Profitability
42.608696
Streak
492.953285
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 23:52
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 313640.9809 267027.871 46613.1099 7123.3652 218452.9652 -211329.5999
Total P&L (%) 313.641 267.0279 46.6131 7.1234 218.453 -211.3296
Avg Daily Profit (%) 0.1938 0.165 0.0288 0.0043 0.0716 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174853 -83704 -192937 -298730 -129788 -322656
Profit Factor 1.5054 1.9309 1.1397 1.0103 1.7517 0.4762
Total Trades 115 57 58 115 57 58
Winning Trades 49 22 27 49 22 27
Losing Trades 66 35 31 66 35 31
Profitability (%) 42.6087 38.5965 46.5517 42.6087 38.5965 46.5517
Ratio Avg Win / Avg Loss 2.0277 3.0719 1.3085 1.3608 2.7868 0.5468
Largest Winning Trade 114015 114015 61113 142916 142916 32639
Largest Losing Trade -77224 -59003 -77224 -113320 -113320 -86671
Avg Bars in Trades 166 181 151 166 181 151
Avg Bars in Winners 272 332 222 272 332 222
Avg Bars in Losers 88 86 90 88 86 90
Bars Traded 19163 10357 8806 19163 10357 8806
Profit Streak 492.9533 492.9533 586.5366 492.9533 492.9533 586.5366
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316292 -173194 -402956 -563383 -278183 -760807
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580112000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759006363874,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 136,
            "offset": 20
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 193,
            "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": [
        [
            313640.9809426367,
            267027.8710083849,
            46613.1099342519,
            7123.3652408528,
            218452.9651737623,
            -211329.5999329097
        ],
        [
            313.640981,
            267.027871,
            46.61311,
            7.123365,
            218.452965,
            -211.3296
        ],
        [
            0.193845,
            0.165036,
            0.028809,
            0.004253,
            0.071614,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174853,
            -83704,
            -192937,
            -298730,
            -129788,
            -322656
        ],
        [
            1.505378,
            1.930888,
            1.139663,
            1.010263,
            1.751719,
            0.476237
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            42.608696,
            38.596491,
            46.551724,
            42.608696,
            38.596491,
            46.551724
        ],
        [
            2.027651,
            3.071868,
            1.308502,
            1.360762,
            2.786825,
            0.54679
        ],
        [
            114015,
            114015,
            61113,
            142916,
            142916,
            32639
        ],
        [
            -77224,
            -59003,
            -77224,
            -113320,
            -113320,
            -86671
        ],
        [
            166,
            181,
            151,
            166,
            181,
            151
        ],
        [
            272,
            332,
            222,
            272,
            332,
            222
        ],
        [
            88,
            86,
            90,
            88,
            86,
            90
        ],
        [
            19163,
            10357,
            8806,
            19163,
            10357,
            8806
        ],
        [
            492.953285,
            492.953285,
            586.536619,
            492.953286,
            492.953286,
            586.536619
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316292,
            -173194,
            -402956,
            -563383,
            -278183,
            -760807
        ]
    ]
}
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": 1580112000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759006363874,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 136,
            "offset": 20
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 193,
            "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)