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Trade: OMG/USDT/120/T3/MIDPRICE/9979

Strategy
OMG/USDT/120/T3/MIDPRICE/9979
Pair
OMG_USDT
Interval
2h
Score
343721
Daily Profit
0.155910
Profit Factor
1.463268
Profitability
54.444444
Streak
532.583931
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 11:00
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 217587.4512 252263.1844 -34675.7332 -76437.9841 -1829.8722 -74608.1119
Total P&L (%) 217.5875 252.2632 -34.6757 -76.438 -1.8299 -74.6081
Avg Daily Profit (%) 0.1345 0.1559 -0.0214 -0.0893 -0.0011 -0.0847
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117506 -119646 -198361 -99768 -49441 -98674
Profit Factor 1.2005 1.4633 0.9359 0.8207 0.9915 0.6466
Total Trades 180 90 90 180 90 90
Winning Trades 90 49 41 90 49 41
Losing Trades 90 41 49 90 41 49
Profitability (%) 50 54.4444 45.5556 50 54.4444 45.5556
Ratio Avg Win / Avg Loss 1.2005 1.2244 1.1185 0.8207 0.8296 0.7727
Largest Winning Trade 110559 110559 39406 26706 26706 10624
Largest Losing Trade -56812 -56812 -54018 -36730 -26656 -36730
Avg Bars in Trades 106 131 80 106 131 80
Avg Bars in Winners 123 137 106 123 137 106
Avg Bars in Losers 88 124 58 88 124 58
Bars Traded 19101 11834 7267 19101 11834 7267
Profit Streak 532.5839 532.5839 580.6673 532.5839 532.5839 580.6673
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -11713 343721 -579786 -578465 -579556 -581452
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579975200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758960051672,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 101,
            "offset": 0,
            "a": 0.97288
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 174,
            "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": [
        [
            217587.4512468706,
            252263.1844284163,
            -34675.7331815458,
            -76437.9840733293,
            -1829.872168761,
            -74608.1119045684
        ],
        [
            217.587451,
            252.263184,
            -34.675733,
            -76.437984,
            -1.829872,
            -74.608112
        ],
        [
            0.134479,
            0.15591,
            -0.021431,
            -0.089301,
            -0.001141,
            -0.084682
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117506,
            -119646,
            -198361,
            -99768,
            -49441,
            -98674
        ],
        [
            1.200521,
            1.463268,
            0.935855,
            0.820692,
            0.991497,
            0.646563
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            90,
            49,
            41,
            90,
            49,
            41
        ],
        [
            90,
            41,
            49,
            90,
            41,
            49
        ],
        [
            50,
            54.444444,
            45.555556,
            50,
            54.444444,
            45.555556
        ],
        [
            1.200521,
            1.224367,
            1.118461,
            0.820692,
            0.82962,
            0.772722
        ],
        [
            110559,
            110559,
            39406,
            26706,
            26706,
            10624
        ],
        [
            -56812,
            -56812,
            -54018,
            -36730,
            -26656,
            -36730
        ],
        [
            106,
            131,
            80,
            106,
            131,
            80
        ],
        [
            123,
            137,
            106,
            123,
            137,
            106
        ],
        [
            88,
            124,
            58,
            88,
            124,
            58
        ],
        [
            19101,
            11834,
            7267,
            19101,
            11834,
            7267
        ],
        [
            532.583931,
            532.583931,
            580.667265,
            532.583931,
            532.583931,
            580.667265
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -11713,
            343721,
            -579786,
            -578465,
            -579556,
            -581452
        ]
    ]
}
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": 1579975200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758960051672,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 101,
            "offset": 0,
            "a": 0.97288
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 174,
            "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)