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Trade: OMG/USDT/480/MIDPRICE/LINREG/3622

Strategy
OMG/USDT/480/MIDPRICE/LINREG/3622
Pair
OMG_USDT
Interval
8h
Score
395197
Daily Profit
0.191218
Profit Factor
1.848424
Profitability
58.241758
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-02 02:48
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 491851.1958 363760.0158 128091.18 258327.7287 461852.8982 -203525.1696
Total P&L (%) 491.8512 363.76 128.0912 258.3277 461.8529 -203.5252
Avg Daily Profit (%) 0.2586 0.1912 0.0673 0.0671 0.0908 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104603 -72720 -143685 -1363368 -607865 -1427228
Profit Factor 1.4968 1.8484 1.2282 1.0482 1.217 0.937
Total Trades 181 91 90 181 91 90
Winning Trades 98 53 45 98 53 45
Losing Trades 83 38 45 83 38 45
Profitability (%) 54.1436 58.2418 50 54.1436 58.2418 50
Ratio Avg Win / Avg Loss 1.2677 1.3253 1.2282 0.8878 0.8725 0.937
Largest Winning Trade 77390 77390 56613 475095 327804 475095
Largest Losing Trade -59058 -40007 -59058 -878354 -368293 -878354
Avg Bars in Trades 30 20 40 30 20 40
Avg Bars in Winners 31 18 47 31 18 47
Avg Bars in Losers 29 24 33 29 24 33
Bars Traded 5535 1896 3638 5535 1896 3638
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 392148 395197 -103696 -270999 -72826 -581091
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": 1557129600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759362487021,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 101,
            "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": [
        [
            491851.1958204885,
            363760.0158037798,
            128091.180016709,
            258327.7286572545,
            461852.8982278733,
            -203525.1695706181
        ],
        [
            491.851196,
            363.760016,
            128.09118,
            258.327729,
            461.852898,
            -203.52517
        ],
        [
            0.258552,
            0.191218,
            0.067334,
            0.067113,
            0.090776,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104603,
            -72720,
            -143685,
            -1363368,
            -607865,
            -1427228
        ],
        [
            1.496788,
            1.848424,
            1.228199,
            1.048211,
            1.216971,
            0.936981
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            98,
            53,
            45,
            98,
            53,
            45
        ],
        [
            83,
            38,
            45,
            83,
            38,
            45
        ],
        [
            54.143646,
            58.241758,
            50,
            54.143646,
            58.241758,
            50
        ],
        [
            1.267688,
            1.325285,
            1.228199,
            0.887771,
            0.872545,
            0.936981
        ],
        [
            77390,
            77390,
            56613,
            475095,
            327804,
            475095
        ],
        [
            -59058,
            -40007,
            -59058,
            -878354,
            -368293,
            -878354
        ],
        [
            30,
            20,
            40,
            30,
            20,
            40
        ],
        [
            31,
            18,
            47,
            31,
            18,
            47
        ],
        [
            29,
            24,
            33,
            29,
            24,
            33
        ],
        [
            5535,
            1896,
            3638,
            5535,
            1896,
            3638
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392148,
            395197,
            -103696,
            -270999,
            -72826,
            -581091
        ]
    ]
}
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": 1557129600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759362487021,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 101,
            "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)