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Trade: OMG/USDT/360/MIDPRICE/HILO/5538

Strategy
OMG/USDT/360/MIDPRICE/HILO/5538
Pair
OMG_USDT
Interval
6h
Score
452115
Daily Profit
0.327402
Profit Factor
1.829276
Profitability
55.474453
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-04 08:20
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 622717.8866 441964.4329 180753.4537 -270228.4628 1124994.2159 -1395222.6787
Total P&L (%) 622.7179 441.9644 180.7535 -270.2285 1124.9942 -1395.2227
Avg Daily Profit (%) 0.3274 0.2324 0.095 0 0.1318 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104852 -90884 -167451 -1662436 -191184 -1708230
Profit Factor 1.8293 2.3486 1.4271 0.8992 2.8569 0.3278
Total Trades 137 69 68 137 69 68
Winning Trades 76 39 37 73 38 35
Losing Trades 61 30 31 64 31 33
Profitability (%) 55.4745 56.5217 54.4118 53.2847 55.0725 51.4706
Ratio Avg Win / Avg Loss 1.4682 1.8066 1.1957 0.7884 2.3306 0.3091
Largest Winning Trade 100971 100971 67206 414601 414601 116805
Largest Losing Trade -102603 -38878 -102603 -1365324 -146376 -1365324
Avg Bars in Trades 53 34 73 53 34 73
Avg Bars in Winners 66 30 103 40 34 46
Avg Bars in Losers 38 38 38 68 33 102
Bars Traded 7372 2361 5011 7372 2361 5011
Profit Streak 0 0 553.4729 501.4729 580.2229 0
Trades During Streak 0 0 1 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 452115 -88464 -173259 -579405 -110867 -689767
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557252000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759555258055,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            622717.8865806648,
            441964.432926244,
            180753.453654421,
            -270228.4628360356,
            1124994.2158740293,
            -1395222.678710065
        ],
        [
            622.717887,
            441.964433,
            180.753454,
            -270.228463,
            1124.994216,
            -1395.222679
        ],
        [
            0.327402,
            0.232368,
            0.095033,
            0,
            0.131818,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104852,
            -90884,
            -167451,
            -1662436,
            -191184,
            -1708230
        ],
        [
            1.829276,
            2.348568,
            1.427122,
            0.899228,
            2.856878,
            0.327844
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            76,
            39,
            37,
            73,
            38,
            35
        ],
        [
            61,
            30,
            31,
            64,
            31,
            33
        ],
        [
            55.474453,
            56.521739,
            54.411765,
            53.284672,
            55.072464,
            51.470588
        ],
        [
            1.468234,
            1.806591,
            1.195697,
            0.788365,
            2.330611,
            0.30911
        ],
        [
            100971,
            100971,
            67206,
            414601,
            414601,
            116805
        ],
        [
            -102603,
            -38878,
            -102603,
            -1365324,
            -146376,
            -1365324
        ],
        [
            53,
            34,
            73,
            53,
            34,
            73
        ],
        [
            66,
            30,
            103,
            40,
            34,
            46
        ],
        [
            38,
            38,
            38,
            68,
            33,
            102
        ],
        [
            7372,
            2361,
            5011,
            7372,
            2361,
            5011
        ],
        [
            0,
            0,
            553.472894,
            501.472894,
            580.222894,
            0
        ],
        [
            0,
            0,
            1,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452115,
            -88464,
            -173259,
            -579405,
            -110867,
            -689767
        ]
    ]
}
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": 1557252000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759555258055,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)