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Trade: OMG/USDT/120/MIDPRICE/DEMA/9247

Strategy
OMG/USDT/120/MIDPRICE/DEMA/9247
Pair
OMG_USDT
Interval
2h
Score
419031
Daily Profit
0.285310
Profit Factor
1.225221
Profitability
44.121916
Streak
490.475974
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-07 12:25
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 461631.6435 382254.817 79376.8265 243149.5947 271276.3596 -28126.765
Total P&L (%) 461.6316 382.2548 79.3768 243.1496 271.2764 -28.1268
Avg Daily Profit (%) 0.2853 0.2363 0.0491 0.0762 0.0811 -0.0204
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118852 -89027 -235665 -292953 -274968 -405176
Profit Factor 1.2252 1.3905 1.0741 1.0714 1.1662 0.9841
Total Trades 689 345 344 689 345 344
Winning Trades 304 145 159 304 145 159
Losing Trades 385 200 185 385 200 185
Profitability (%) 44.1219 42.029 46.2209 44.1219 42.029 46.2209
Ratio Avg Win / Avg Loss 1.5517 1.918 1.2498 1.3569 1.6086 1.1451
Largest Winning Trade 78642 78642 53273 160786 160786 61359
Largest Losing Trade -35108 -26346 -35108 -82884 -61223 -82884
Avg Bars in Trades 27 23 31 27 23 31
Avg Bars in Winners 32 28 36 32 28 36
Avg Bars in Losers 24 20 28 24 20 28
Bars Traded 19177 8186 10991 19177 8186 10991
Profit Streak 490.476 490.476 503.976 490.476 490.476 503.976
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419031 312832 -265653 -230571 -122238 -578377
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579240800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759829124212,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 72,
            "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": [
        [
            461631.6434741595,
            382254.8169505653,
            79376.8265235946,
            243149.5946568011,
            271276.3596476915,
            -28126.7649908901
        ],
        [
            461.631643,
            382.254817,
            79.376827,
            243.149595,
            271.27636,
            -28.126765
        ],
        [
            0.28531,
            0.236251,
            0.049059,
            0.076234,
            0.081107,
            -0.02041
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118852,
            -89027,
            -235665,
            -292953,
            -274968,
            -405176
        ],
        [
            1.225221,
            1.390542,
            1.074122,
            1.071423,
            1.16621,
            0.984129
        ],
        [
            689,
            345,
            344,
            689,
            345,
            344
        ],
        [
            304,
            145,
            159,
            304,
            145,
            159
        ],
        [
            385,
            200,
            185,
            385,
            200,
            185
        ],
        [
            44.121916,
            42.028986,
            46.22093,
            44.121916,
            42.028986,
            46.22093
        ],
        [
            1.551678,
            1.917989,
            1.249764,
            1.356901,
            1.608566,
            1.145056
        ],
        [
            78642,
            78642,
            53273,
            160786,
            160786,
            61359
        ],
        [
            -35108,
            -26346,
            -35108,
            -82884,
            -61223,
            -82884
        ],
        [
            27,
            23,
            31,
            27,
            23,
            31
        ],
        [
            32,
            28,
            36,
            32,
            28,
            36
        ],
        [
            24,
            20,
            28,
            24,
            20,
            28
        ],
        [
            19177,
            8186,
            10991,
            19177,
            8186,
            10991
        ],
        [
            490.475974,
            490.475974,
            503.975974,
            490.475975,
            490.475975,
            503.975975
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419031,
            312832,
            -265653,
            -230571,
            -122238,
            -578377
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579240800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759829124212,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 72,
            "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)