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Trade: OMG/USDT/480/MIDPRICE/PWMA/8722

Strategy
OMG/USDT/480/MIDPRICE/PWMA/8722
Pair
OMG_USDT
Interval
8h
Score
304826
Daily Profit
0.166584
Profit Factor
1.315166
Profitability
50.943396
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-09-28 20:05
Expiration Time
2024-08-13 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 316897.9801 284570.3834 32327.5967 -24986.6549 738665.7312 -763652.3862
Total P&L (%) 316.898 284.5704 32.3276 -24.9867 738.6657 -763.6524
Avg Daily Profit (%) 0.1666 0.1496 0.017 -0.0151 0.1119 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149727 -129173 -176152 -708349 -213942 -934119
Profit Factor 1.3152 1.6323 1.0582 0.9893 1.9727 0.5127
Total Trades 159 80 79 159 80 79
Winning Trades 81 42 39 81 42 39
Losing Trades 78 38 40 78 38 40
Profitability (%) 50.9434 52.5 49.3671 50.9434 52.5 49.3671
Ratio Avg Win / Avg Loss 1.2665 1.4769 1.0853 0.9526 1.7848 0.5259
Largest Winning Trade 95751 95751 70022 195159 195159 98895
Largest Losing Trade -50879 -35455 -50879 -297172 -61767 -297172
Avg Bars in Trades 34 24 45 34 24 45
Avg Bars in Winners 40 24 56 40 24 56
Avg Bars in Losers 29 23 35 29 23 35
Bars Traded 5539 1929 3610 5539 1929 3610
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304826 -10229 -356763 -579822 -58359 -607982
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1556726400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759079143008,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 20,
            "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": [
        [
            316897.9800905416,
            284570.3833509884,
            32327.5967395533,
            -24986.6549145911,
            738665.7312490618,
            -763652.3861636523
        ],
        [
            316.89798,
            284.570383,
            32.327597,
            -24.986655,
            738.665731,
            -763.652386
        ],
        [
            0.166584,
            0.14959,
            0.016994,
            -0.015112,
            0.111854,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149727,
            -129173,
            -176152,
            -708349,
            -213942,
            -934119
        ],
        [
            1.315166,
            1.632326,
            1.0582,
            0.98926,
            1.972692,
            0.512725
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            81,
            42,
            39,
            81,
            42,
            39
        ],
        [
            78,
            38,
            40,
            78,
            38,
            40
        ],
        [
            50.943396,
            52.5,
            49.367089,
            50.943396,
            52.5,
            49.367089
        ],
        [
            1.266456,
            1.476866,
            1.085333,
            0.952621,
            1.784817,
            0.525872
        ],
        [
            95751,
            95751,
            70022,
            195159,
            195159,
            98895
        ],
        [
            -50879,
            -35455,
            -50879,
            -297172,
            -61767,
            -297172
        ],
        [
            34,
            24,
            45,
            34,
            24,
            45
        ],
        [
            40,
            24,
            56,
            40,
            24,
            56
        ],
        [
            29,
            23,
            35,
            29,
            23,
            35
        ],
        [
            5539,
            1929,
            3610,
            5539,
            1929,
            3610
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304826,
            -10229,
            -356763,
            -579822,
            -58359,
            -607982
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1556726400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759079143008,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 20,
            "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)