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Trade: OMG/USDT/480/MIDPRICE/PWMA/7645

Strategy
OMG/USDT/480/MIDPRICE/PWMA/7645
Pair
OMG_USDT
Interval
8h
Score
481089
Daily Profit
0.250661
Profit Factor
3.271278
Profitability
47.500000
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-07 14:36
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 672562.4398 476840.6839 195721.7559 3564994.6518 2539680.4517 1025314.2001
Total P&L (%) 672.5624 476.8407 195.7218 3564.9947 2539.6805 1025.3142
Avg Daily Profit (%) 0.3535 0.2507 0.1029 0.1895 0.1722 0.1273
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152189 -44090 -134401 -1298762 -817502 -1159379
Profit Factor 2.386 3.2713 1.7109 1.5856 1.8882 1.3176
Total Trades 80 40 40 80 40 40
Winning Trades 41 19 22 41 19 22
Losing Trades 39 21 18 39 21 18
Profitability (%) 51.25 47.5 55 51.25 47.5 55
Ratio Avg Win / Avg Loss 2.2696 3.6156 1.3999 1.5083 2.0869 1.078
Largest Winning Trade 158293 158293 64521 1050217 1003570 1050217
Largest Losing Trade -52846 -24090 -52846 -778110 -519938 -778110
Avg Bars in Trades 65 42 87 65 42 87
Avg Bars in Winners 99 56 137 99 56 137
Avg Bars in Losers 28 30 26 28 30 26
Bars Traded 5207 1701 3506 5207 1701 3506
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -9720 481089 -52818 -12727 375861 -21752
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": 1559174400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759836961326,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 14,
            "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": [
        [
            672562.4397970675,
            476840.6839159034,
            195721.7558811644,
            3564994.6517983032,
            2539680.451725694,
            1025314.2000726105
        ],
        [
            672.56244,
            476.840684,
            195.721756,
            3564.994652,
            2539.680452,
            1025.3142
        ],
        [
            0.353547,
            0.250661,
            0.102885,
            0.189495,
            0.172213,
            0.127327
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152189,
            -44090,
            -134401,
            -1298762,
            -817502,
            -1159379
        ],
        [
            2.386021,
            3.271278,
            1.710932,
            1.58561,
            1.888169,
            1.317611
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            51.25,
            47.5,
            55,
            51.25,
            47.5,
            55
        ],
        [
            2.26963,
            3.615623,
            1.399853,
            1.508263,
            2.086924,
            1.078046
        ],
        [
            158293,
            158293,
            64521,
            1050217,
            1003570,
            1050217
        ],
        [
            -52846,
            -24090,
            -52846,
            -778110,
            -519938,
            -778110
        ],
        [
            65,
            42,
            87,
            65,
            42,
            87
        ],
        [
            99,
            56,
            137,
            99,
            56,
            137
        ],
        [
            28,
            30,
            26,
            28,
            30,
            26
        ],
        [
            5207,
            1701,
            3506,
            5207,
            1701,
            3506
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -9720,
            481089,
            -52818,
            -12727,
            375861,
            -21752
        ]
    ]
}
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": 1559174400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759836961326,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 14,
            "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)