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Trade: OMG/USDT/360/MIDPRICE/LINREG/1030

Strategy
OMG/USDT/360/MIDPRICE/LINREG/1030
Pair
OMG_USDT
Interval
6h
Score
437925
Daily Profit
0.249206
Profit Factor
3.592823
Profitability
43.333333
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-07 03:51
Expiration Time
2024-08-13 04:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 628052.7274 473990.1707 154062.5567 2143874.072 1571607.8066 572266.2655
Total P&L (%) 628.0527 473.9902 154.0626 2143.8741 1571.6078 572.2663
Avg Daily Profit (%) 0.3302 0.2492 0.081 0.1637 0.1482 0.1002
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149514 -55585 -129659 -1396528 -607897 -1259160
Profit Factor 2.4421 3.5928 1.6096 1.3659 1.6844 1.1606
Total Trades 60 30 30 60 30 30
Winning Trades 24 13 11 24 13 11
Losing Trades 36 17 19 36 17 19
Profitability (%) 40 43.3333 36.6667 40 43.3333 36.6667
Ratio Avg Win / Avg Loss 3.6631 4.6983 2.7803 2.0488 2.2027 2.0046
Largest Winning Trade 167599 167599 70295 1225767 689910 1225767
Largest Losing Trade -36713 -23843 -36713 -1132685 -481491 -1132685
Avg Bars in Trades 117 79 155 117 79 155
Avg Bars in Winners 235 142 346 235 142 346
Avg Bars in Losers 38 31 45 38 31 45
Bars Traded 7045 2381 4664 7045 2381 4664
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 -163862 437925 -86992 -168341 206646 -106750
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1559584800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759798272761,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 40,
            "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": [
        [
            628052.7274188142,
            473990.1707247251,
            154062.5566940889,
            2143874.0720444447,
            1571607.8065644815,
            572266.2654799634
        ],
        [
            628.052727,
            473.990171,
            154.062557,
            2143.874072,
            1571.607807,
            572.266265
        ],
        [
            0.330206,
            0.249206,
            0.081,
            0.163687,
            0.148184,
            0.100233
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149514,
            -55585,
            -129659,
            -1396528,
            -607897,
            -1259160
        ],
        [
            2.442089,
            3.592823,
            1.609648,
            1.365855,
            1.684416,
            1.160585
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            40,
            43.333333,
            36.666667,
            40,
            43.333333,
            36.666667
        ],
        [
            3.663134,
            4.698308,
            2.780301,
            2.048783,
            2.202698,
            2.004648
        ],
        [
            167599,
            167599,
            70295,
            1225767,
            689910,
            1225767
        ],
        [
            -36713,
            -23843,
            -36713,
            -1132685,
            -481491,
            -1132685
        ],
        [
            117,
            79,
            155,
            117,
            79,
            155
        ],
        [
            235,
            142,
            346,
            235,
            142,
            346
        ],
        [
            38,
            31,
            45,
            38,
            31,
            45
        ],
        [
            7045,
            2381,
            4664,
            7045,
            2381,
            4664
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163862,
            437925,
            -86992,
            -168341,
            206646,
            -106750
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1559584800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759798272761,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 40,
            "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)