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Trade: OMG/USDT/480/MIDPRICE/HILO/7953

Strategy
OMG/USDT/480/MIDPRICE/HILO/7953
Pair
OMG_USDT
Interval
8h
Score
397715
Daily Profit
0.260044
Profit Factor
1.583292
Profitability
52.287582
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-09 09:32
Expiration Time
2024-08-13 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 494689.6509 382650.072 112039.5789 -204638.0656 283675.1496 -488313.2153
Total P&L (%) 494.6897 382.6501 112.0396 -204.6381 283.6752 -488.3132
Avg Daily Profit (%) 0.26 0.2011 0.0589 0 0.0707 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112646 -87229 -155447 -1089191 -323671 -952907
Profit Factor 1.5833 2.143 1.2183 0.9139 1.3312 0.6786
Total Trades 153 77 76 153 77 76
Winning Trades 80 46 34 77 40 37
Losing Trades 73 31 42 76 37 39
Profitability (%) 52.2876 59.7403 44.7368 50.3268 51.9481 48.6842
Ratio Avg Win / Avg Loss 1.4448 1.4442 1.5049 0.902 1.2313 0.7153
Largest Winning Trade 107927 107927 67163 322393 210746 322393
Largest Losing Trade -107157 -38416 -107157 -558478 -119430 -558478
Avg Bars in Trades 36 21 51 36 21 51
Avg Bars in Winners 38 17 66 35 21 50
Avg Bars in Losers 33 25 39 36 20 52
Bars Traded 5526 1627 3899 5526 1627 3899
Profit Streak 0 0 556.2723 505.6057 592.6057 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 397715 -29543 -164504 -579349 -138348 -630747
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557100800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759991530336,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 100,
            "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": [
        [
            494689.6508848711,
            382650.0719846985,
            112039.5789001725,
            -204638.0656210342,
            283675.149639199,
            -488313.215260233
        ],
        [
            494.689651,
            382.650072,
            112.039579,
            -204.638066,
            283.67515,
            -488.313215
        ],
        [
            0.260044,
            0.201148,
            0.058896,
            0,
            0.070708,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112646,
            -87229,
            -155447,
            -1089191,
            -323671,
            -952907
        ],
        [
            1.583292,
            2.143015,
            1.218261,
            0.91387,
            1.33117,
            0.678603
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            80,
            46,
            34,
            77,
            40,
            37
        ],
        [
            73,
            31,
            42,
            76,
            37,
            39
        ],
        [
            52.287582,
            59.74026,
            44.736842,
            50.326797,
            51.948052,
            48.684211
        ],
        [
            1.444754,
            1.444206,
            1.504911,
            0.902002,
            1.231332,
            0.715284
        ],
        [
            107927,
            107927,
            67163,
            322393,
            210746,
            322393
        ],
        [
            -107157,
            -38416,
            -107157,
            -558478,
            -119430,
            -558478
        ],
        [
            36,
            21,
            51,
            36,
            21,
            51
        ],
        [
            38,
            17,
            66,
            35,
            21,
            50
        ],
        [
            33,
            25,
            39,
            36,
            20,
            52
        ],
        [
            5526,
            1627,
            3899,
            5526,
            1627,
            3899
        ],
        [
            0,
            0,
            556.272342,
            505.605675,
            592.605675,
            0
        ],
        [
            0,
            0,
            1,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397715,
            -29543,
            -164504,
            -579349,
            -138348,
            -630747
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557100800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759991530336,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 100,
            "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)