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Trade: OMG/USDT/240/MIDPRICE/PWMA/7384

Strategy
OMG/USDT/240/MIDPRICE/PWMA/7384
Pair
OMG_USDT
Interval
4h
Score
359873
Daily Profit
0.201609
Profit Factor
1.460276
Profitability
48.214286
Streak
517.835952
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-09-26 23:03
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 383325.9005 332857.1201 50468.7804 -66191.7803 163578.077 -229769.8573
Total P&L (%) 383.3259 332.8571 50.4688 -66.1918 163.5781 -229.7699
Avg Daily Profit (%) 0.2016 0.1751 0.0265 -0.057 0.051 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193229 -136585 -152672 -382851 -263683 -318905
Profit Factor 1.4603 1.9586 1.1039 0.9636 1.2331 0.7941
Total Trades 112 56 56 112 56 56
Winning Trades 54 27 27 54 27 27
Losing Trades 58 29 29 58 29 29
Profitability (%) 48.2143 48.2143 48.2143 48.2143 48.2143 48.2143
Ratio Avg Win / Avg Loss 1.5684 2.1037 1.1857 1.035 1.3244 0.853
Largest Winning Trade 159753 159753 58404 187615 187615 120265
Largest Losing Trade -87185 -37869 -87185 -236511 -147909 -236511
Avg Bars in Trades 97 60 135 97 60 135
Avg Bars in Winners 114 57 172 114 57 172
Avg Bars in Losers 82 64 100 82 64 100
Bars Traded 10975 3404 7571 10975 3404 7571
Profit Streak 517.836 0 520.6693 517.836 0 520.6693
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359873 -169621 -445083 -578924 -305898 -760943

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": 1558728000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758917026222,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "offset": 62
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 201,
            "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": [
        [
            383325.9004612314,
            332857.1200683457,
            50468.7803928859,
            -66191.7803321244,
            163578.0769941256,
            -229769.8573262499
        ],
        [
            383.3259,
            332.85712,
            50.46878,
            -66.19178,
            163.578077,
            -229.769857
        ],
        [
            0.201609,
            0.175065,
            0.026544,
            -0.057021,
            0.050987,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193229,
            -136585,
            -152672,
            -382851,
            -263683,
            -318905
        ],
        [
            1.460276,
            1.958617,
            1.103933,
            0.963589,
            1.233069,
            0.794129
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            48.214286,
            48.214286,
            48.214286,
            48.214286,
            48.214286,
            48.214286
        ],
        [
            1.568445,
            2.1037,
            1.185706,
            1.034966,
            1.324407,
            0.852953
        ],
        [
            159753,
            159753,
            58404,
            187615,
            187615,
            120265
        ],
        [
            -87185,
            -37869,
            -87185,
            -236511,
            -147909,
            -236511
        ],
        [
            97,
            60,
            135,
            97,
            60,
            135
        ],
        [
            114,
            57,
            172,
            114,
            57,
            172
        ],
        [
            82,
            64,
            100,
            82,
            64,
            100
        ],
        [
            10975,
            3404,
            7571,
            10975,
            3404,
            7571
        ],
        [
            517.835952,
            0,
            520.669285,
            517.835952,
            0,
            520.669285
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359873,
            -169621,
            -445083,
            -578924,
            -305898,
            -760943
        ]
    ]
}
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": 1558728000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758917026222,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "offset": 62
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 201,
            "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)