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Trade: OMG/USDT/720/ALMA/MIDPRICE/3351

Strategy
OMG/USDT/720/ALMA/MIDPRICE/3351
Pair
OMG_USDT
Interval
12h
Score
451909
Daily Profit
0.213701
Profit Factor
2.206879
Profitability
55.172414
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-29 14:56
Expiration Time
2024-08-13 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 478475.7681 406565.9664 71909.8017 -20910.3867 1083609.3302 -1104519.7169
Total P&L (%) 478.4758 406.566 71.9098 -20.9104 1083.6093 -1104.5197
Avg Daily Profit (%) 0.2515 0.2137 0.0378 -0.0123 0.13 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -263340 -175948 -123155 -2980910 -966875 -2194646
Profit Factor 1.7855 2.2069 1.2641 0.9949 1.928 0.6226
Total Trades 59 29 30 59 29 30
Winning Trades 35 16 19 35 16 19
Losing Trades 24 13 11 24 13 11
Profitability (%) 59.322 55.1724 63.3333 59.322 55.1724 63.3333
Ratio Avg Win / Avg Loss 1.2243 1.7931 0.7319 0.6822 1.5665 0.3604
Largest Winning Trade 242412 242412 37213 635618 482460 635618
Largest Losing Trade -72670 -63312 -72670 -1298569 -445779 -1298569
Avg Bars in Trades 59 88 31 59 88 31
Avg Bars in Winners 46 63 31 46 63 31
Avg Bars in Losers 78 118 31 78 118 31
Bars Traded 3503 2558 945 3503 2558 945
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 -167955 451909 -142530 -759069 -14814 -579097
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1561593600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759146989546,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 171,
            "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": [
        [
            478475.7680781671,
            406565.9663552455,
            71909.8017229215,
            -20910.386744019,
            1083609.3302046768,
            -1104519.716948696
        ],
        [
            478.475768,
            406.565966,
            71.909802,
            -20.910387,
            1083.60933,
            -1104.519717
        ],
        [
            0.251498,
            0.213701,
            0.037798,
            -0.01233,
            0.129974,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -263340,
            -175948,
            -123155,
            -2980910,
            -966875,
            -2194646
        ],
        [
            1.785499,
            2.206879,
            1.26412,
            0.994893,
            1.927966,
            0.622594
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            59.322034,
            55.172414,
            63.333333,
            59.322034,
            55.172414,
            63.333333
        ],
        [
            1.224342,
            1.793089,
            0.731859,
            0.682212,
            1.566472,
            0.360449
        ],
        [
            242412,
            242412,
            37213,
            635618,
            482460,
            635618
        ],
        [
            -72670,
            -63312,
            -72670,
            -1298569,
            -445779,
            -1298569
        ],
        [
            59,
            88,
            31,
            59,
            88,
            31
        ],
        [
            46,
            63,
            31,
            46,
            63,
            31
        ],
        [
            78,
            118,
            31,
            78,
            118,
            31
        ],
        [
            3503,
            2558,
            945,
            3503,
            2558,
            945
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167955,
            451909,
            -142530,
            -759069,
            -14814,
            -579097
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1561593600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759146989546,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 171,
            "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)