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Trade: OMG/USDT/360/MIDPRICE/JMA/4978

Strategy
OMG/USDT/360/MIDPRICE/JMA/4978
Pair
OMG_USDT
Interval
6h
Score
473332
Daily Profit
0.224385
Profit Factor
2.302261
Profitability
65.217391
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-11 10:59
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 568664.7974 426781.2162 141883.5812 -22060.5057 1106510.7503 -1128571.256
Total P&L (%) 568.6648 426.7812 141.8836 -22.0605 1106.5108 -1128.5713
Avg Daily Profit (%) 0.299 0.2244 0.0746 -0.0131 0.131 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163491 -65267 -158730 -969494 -148648 -1309405
Profit Factor 1.8207 2.3023 1.3885 0.9897 3.2237 0.3125
Total Trades 91 46 45 91 46 45
Winning Trades 54 30 24 54 30 24
Losing Trades 37 16 21 37 16 21
Profitability (%) 59.3407 65.2174 53.3333 59.3407 65.2174 53.3333
Ratio Avg Win / Avg Loss 1.2475 1.2279 1.215 0.6781 1.7193 0.2735
Largest Winning Trade 120669 120669 66568 291830 291830 74488
Largest Losing Trade -97272 -43872 -97272 -581409 -148648 -581409
Avg Bars in Trades 81 59 102 81 59 102
Avg Bars in Winners 97 58 146 97 58 146
Avg Bars in Losers 57 63 52 57 63 52
Bars Traded 7383 2759 4624 7383 2759 4624
Profit Streak 0 0 588.5828 0 0 588.5828
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456497 473332 -91262 -579324 -9492 -579321
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557338400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760169557014,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 114,
            "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": [
        [
            568664.7973629413,
            426781.2161517794,
            141883.5812111618,
            -22060.5057167997,
            1106510.7502739897,
            -1128571.2559907879
        ],
        [
            568.664797,
            426.781216,
            141.883581,
            -22.060506,
            1106.51075,
            -1128.571256
        ],
        [
            0.298983,
            0.224385,
            0.074597,
            -0.013103,
            0.131017,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163491,
            -65267,
            -158730,
            -969494,
            -148648,
            -1309405
        ],
        [
            1.820697,
            2.302261,
            1.388529,
            0.989687,
            3.223695,
            0.312514
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            54,
            30,
            24,
            54,
            30,
            24
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            59.340659,
            65.217391,
            53.333333,
            59.340659,
            65.217391,
            53.333333
        ],
        [
            1.247515,
            1.227873,
            1.214963,
            0.678119,
            1.719304,
            0.27345
        ],
        [
            120669,
            120669,
            66568,
            291830,
            291830,
            74488
        ],
        [
            -97272,
            -43872,
            -97272,
            -581409,
            -148648,
            -581409
        ],
        [
            81,
            59,
            102,
            81,
            59,
            102
        ],
        [
            97,
            58,
            146,
            97,
            58,
            146
        ],
        [
            57,
            63,
            52,
            57,
            63,
            52
        ],
        [
            7383,
            2759,
            4624,
            7383,
            2759,
            4624
        ],
        [
            0,
            0,
            588.582836,
            0,
            0,
            588.582836
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456497,
            473332,
            -91262,
            -579324,
            -9492,
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        ]
    ]
}
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": 1557338400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760169557014,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 114,
            "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)