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Trade: OMG/USDT/240/MIDPOINT/WMA/5724

Strategy
OMG/USDT/240/MIDPOINT/WMA/5724
Pair
OMG_USDT
Interval
4h
Score
442392
Daily Profit
0.272739
Profit Factor
1.674527
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-05 10:07
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 518566.1486 444016.1418 74550.0067 32911.3788 544127.5398 -511216.161
Total P&L (%) 518.5661 444.0161 74.55 32.9114 544.1275 -511.2162
Avg Daily Profit (%) 0.2727 0.2335 0.0392 0.015 0.098 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -215327 -138765 -212090 -641736 -191210 -762209
Profit Factor 1.6745 2.1388 1.1968 1.0208 1.8315 0.4499
Total Trades 93 47 46 93 47 46
Winning Trades 48 23 25 48 23 25
Losing Trades 45 24 21 45 24 21
Profitability (%) 51.6129 48.9362 54.3478 51.6129 48.9362 54.3478
Ratio Avg Win / Avg Loss 1.5699 2.2318 1.0053 0.957 1.9111 0.3779
Largest Winning Trade 291020 291020 66145 334953 334953 50333
Largest Losing Trade -69411 -37729 -69411 -465921 -170350 -465921
Avg Bars in Trades 119 90 147 119 90 147
Avg Bars in Winners 160 106 209 160 106 209
Avg Bars in Losers 75 75 74 75 75 74
Bars Traded 11067 4261 6806 11067 4261 6806
Profit Streak 0 0 666.7967 0 0 666.7967
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 442392 419153 -142633 -374583 -58556 -578792
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1557043200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759648037709,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 57,
            "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": [
        [
            518566.1485540103,
            444016.1418308102,
            74550.0067231999,
            32911.3787648203,
            544127.5397753746,
            -511216.1610105546
        ],
        [
            518.566149,
            444.016142,
            74.550007,
            32.911379,
            544.12754,
            -511.216161
        ],
        [
            0.272739,
            0.233529,
            0.039209,
            0.014965,
            0.098018,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -215327,
            -138765,
            -212090,
            -641736,
            -191210,
            -762209
        ],
        [
            1.674527,
            2.138807,
            1.19676,
            1.020781,
            1.831469,
            0.449903
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            51.612903,
            48.93617,
            54.347826,
            51.612903,
            48.93617,
            54.347826
        ],
        [
            1.569869,
            2.231798,
            1.005278,
            0.956982,
            1.911098,
            0.377919
        ],
        [
            291020,
            291020,
            66145,
            334953,
            334953,
            50333
        ],
        [
            -69411,
            -37729,
            -69411,
            -465921,
            -170350,
            -465921
        ],
        [
            119,
            90,
            147,
            119,
            90,
            147
        ],
        [
            160,
            106,
            209,
            160,
            106,
            209
        ],
        [
            75,
            75,
            74,
            75,
            75,
            74
        ],
        [
            11067,
            4261,
            6806,
            11067,
            4261,
            6806
        ],
        [
            0,
            0,
            666.796733,
            0,
            0,
            666.796733
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442392,
            419153,
            -142633,
            -374583,
            -58556,
            -578792
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1557043200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759648037709,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 57,
            "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)