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Trade: OMG/USDT/240/MIDPRICE/HMA/2388

Strategy
OMG/USDT/240/MIDPRICE/HMA/2388
Pair
OMG_USDT
Interval
4h
Score
338579
Daily Profit
0.198327
Profit Factor
1.408657
Profitability
55.102041
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-09 19:21
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 377085.5917 303125.5782 73960.0135 -124122.7348 276607.5827 -400730.3175
Total P&L (%) 377.0856 303.1256 73.96 -124.1227 276.6076 -400.7303
Avg Daily Profit (%) 0.1983 0.1594 0.0389 0 0.0698 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176995 -99515 -211251 -403498 -51421 -467714
Profit Factor 1.4087 1.7051 1.1501 0.8295 3.0054 0.321
Total Trades 147 74 73 147 74 73
Winning Trades 81 43 38 74 40 34
Losing Trades 66 31 35 73 34 39
Profitability (%) 55.102 58.1081 52.0548 50.3401 54.0541 46.5753
Ratio Avg Win / Avg Loss 1.1478 1.2293 1.0593 0.8183 2.5546 0.3682
Largest Winning Trade 115375 115375 65954 76532 76532 53885
Largest Losing Trade -105206 -45725 -105206 -382282 -25732 -382282
Avg Bars in Trades 75 54 96 75 54 96
Avg Bars in Winners 81 48 119 70 54 88
Avg Bars in Losers 67 61 72 80 53 104
Bars Traded 11073 4009 7064 11073 4009 7064
Profit Streak 0 0 586.3486 506.0153 506.6819 0
Trades During Streak 0 0 4 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338579 -53734 -266740 -579760 -157113 -654067
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1557576000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760026918801,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 218,
            "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": [
        [
            377085.5916689428,
            303125.5782076532,
            73960.0134612898,
            -124122.7348150854,
            276607.5826768623,
            -400730.3174919477
        ],
        [
            377.085592,
            303.125578,
            73.960013,
            -124.122735,
            276.607583,
            -400.730317
        ],
        [
            0.198327,
            0.159428,
            0.038899,
            0,
            0.069767,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176995,
            -99515,
            -211251,
            -403498,
            -51421,
            -467714
        ],
        [
            1.408657,
            1.705135,
            1.150063,
            0.829526,
            3.005446,
            0.320996
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            81,
            43,
            38,
            74,
            40,
            34
        ],
        [
            66,
            31,
            35,
            73,
            34,
            39
        ],
        [
            55.102041,
            58.108108,
            52.054795,
            50.340136,
            54.054054,
            46.575342
        ],
        [
            1.147795,
            1.229283,
            1.059269,
            0.818316,
            2.554629,
            0.368201
        ],
        [
            115375,
            115375,
            65954,
            76532,
            76532,
            53885
        ],
        [
            -105206,
            -45725,
            -105206,
            -382282,
            -25732,
            -382282
        ],
        [
            75,
            54,
            96,
            75,
            54,
            96
        ],
        [
            81,
            48,
            119,
            70,
            54,
            88
        ],
        [
            67,
            61,
            72,
            80,
            53,
            104
        ],
        [
            11073,
            4009,
            7064,
            11073,
            4009,
            7064
        ],
        [
            0,
            0,
            586.348597,
            506.015264,
            506.681931,
            0
        ],
        [
            0,
            0,
            4,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338579,
            -53734,
            -266740,
            -579760,
            -157113,
            -654067
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1557576000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760026918801,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 218,
            "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)