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Trade: OMG/USDT/480/MIDPRICE/ALMA/2917

Strategy
OMG/USDT/480/MIDPRICE/ALMA/2917
Pair
OMG_USDT
Interval
8h
Score
384813
Daily Profit
0.285327
Profit Factor
1.259838
Profitability
39.646465
Streak
483.188546
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-06 23:31
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 542786.5288 398488.4261 144298.1027 400921.0616 408124.9143 -7203.8527
Total P&L (%) 542.7865 398.4884 144.2981 400.9211 408.1249 -7.2039
Avg Daily Profit (%) 0.2853 0.2095 0.0759 0.0847 0.0855 -0.0039
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140239 -153749 -169101 -673672 -533124 -659434
Profit Factor 1.2598 1.3937 1.134 1.0629 1.1331 0.9978
Total Trades 792 396 396 792 396 396
Winning Trades 314 163 151 314 163 151
Losing Trades 478 233 245 478 233 245
Profitability (%) 39.6465 41.1616 38.1313 39.6465 41.1616 38.1313
Ratio Avg Win / Avg Loss 1.9178 1.9923 1.8399 1.6181 1.6198 1.619
Largest Winning Trade 133681 133681 48110 314318 314318 257641
Largest Losing Trade -33979 -33979 -27714 -130055 -130055 -110710
Avg Bars in Trades 7 6 7 7 6 7
Avg Bars in Winners 10 8 11 10 8 11
Avg Bars in Losers 5 5 5 5 5 5
Bars Traded 5668 2587 3081 5668 2587 3081
Profit Streak 483.1885 483.8552 0 483.1885 483.8552 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384813 302740 -166513 -229064 -152836 -580823
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": 1554739200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759782690382,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 2,
            "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": [
        [
            542786.5287656586,
            398488.4261144004,
            144298.1026512586,
            400921.0616132104,
            408124.9143354667,
            -7203.8527222569
        ],
        [
            542.786529,
            398.488426,
            144.298103,
            400.921062,
            408.124914,
            -7.203853
        ],
        [
            0.285327,
            0.209474,
            0.075853,
            0.084736,
            0.085487,
            -0.00393
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140239,
            -153749,
            -169101,
            -673672,
            -533124,
            -659434
        ],
        [
            1.259838,
            1.393743,
            1.133995,
            1.062913,
            1.133149,
            0.997822
        ],
        [
            792,
            396,
            396,
            792,
            396,
            396
        ],
        [
            314,
            163,
            151,
            314,
            163,
            151
        ],
        [
            478,
            233,
            245,
            478,
            233,
            245
        ],
        [
            39.646465,
            41.161616,
            38.131313,
            39.646465,
            41.161616,
            38.131313
        ],
        [
            1.917842,
            1.992283,
            1.839926,
            1.618065,
            1.619778,
            1.618983
        ],
        [
            133681,
            133681,
            48110,
            314318,
            314318,
            257641
        ],
        [
            -33979,
            -33979,
            -27714,
            -130055,
            -130055,
            -110710
        ],
        [
            7,
            6,
            7,
            7,
            6,
            7
        ],
        [
            10,
            8,
            11,
            10,
            8,
            11
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            5668,
            2587,
            3081,
            5668,
            2587,
            3081
        ],
        [
            483.188546,
            483.855213,
            0,
            483.188546,
            483.855213,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384813,
            302740,
            -166513,
            -229064,
            -152836,
            -580823
        ]
    ]
}
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": 1554739200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759782690382,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 2,
            "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)