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Trade: OMG/USDT/720/JMA/MIDPOINT/9481

Strategy
OMG/USDT/720/JMA/MIDPOINT/9481
Pair
OMG_USDT
Interval
12h
Score
470022
Daily Profit
0.180845
Profit Factor
1.898966
Profitability
54.761905
Streak
614.749790
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-28 20:59
Expiration Time
2024-08-13 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 420402.2891 344057.778 76344.5111 11509.6441 149326.7563 -137817.1121
Total P&L (%) 420.4023 344.0578 76.3445 11.5096 149.3268 -137.8171
Avg Daily Profit (%) 0.221 0.1808 0.0401 0.0057 0.048 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110180 -100493 -133740 -327647 -166598 -342663
Profit Factor 1.5571 1.899 1.2053 1.0099 1.2794 0.7788
Total Trades 84 42 42 84 42 42
Winning Trades 46 23 23 46 23 23
Losing Trades 38 19 19 38 19 19
Profitability (%) 54.7619 54.7619 54.7619 54.7619 54.7619 54.7619
Ratio Avg Win / Avg Loss 1.2863 1.5687 0.9957 0.8343 1.0569 0.6434
Largest Winning Trade 193850 193850 57000 190035 190035 62184
Largest Losing Trade -56926 -48620 -56926 -133792 -94527 -133792
Avg Bars in Trades 41 52 31 41 52 31
Avg Bars in Winners 38 39 38 38 39 38
Avg Bars in Losers 45 68 23 45 68 23
Bars Traded 3518 2196 1322 3518 2196 1322
Profit Streak 581.7498 614.7498 581.7498 581.7498 614.7498 581.7498
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405213 470022 -140218 -513438 -126812 -579533
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1561291200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759082381861,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 88,
            "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": [
        [
            420402.2890848012,
            344057.7779520379,
            76344.5111327633,
            11509.6441423575,
            149326.7562745141,
            -137817.1121321567
        ],
        [
            420.402289,
            344.057778,
            76.344511,
            11.509644,
            149.326756,
            -137.817112
        ],
        [
            0.220974,
            0.180845,
            0.040129,
            0.005726,
            0.048032,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110180,
            -100493,
            -133740,
            -327647,
            -166598,
            -342663
        ],
        [
            1.557123,
            1.898966,
            1.2053,
            1.009943,
            1.279393,
            0.778819
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            54.761905,
            54.761905,
            54.761905,
            54.761905,
            54.761905,
            54.761905
        ],
        [
            1.286319,
            1.568711,
            0.995682,
            0.834301,
            1.056889,
            0.643372
        ],
        [
            193850,
            193850,
            57000,
            190035,
            190035,
            62184
        ],
        [
            -56926,
            -48620,
            -56926,
            -133792,
            -94527,
            -133792
        ],
        [
            41,
            52,
            31,
            41,
            52,
            31
        ],
        [
            38,
            39,
            38,
            38,
            39,
            38
        ],
        [
            45,
            68,
            23,
            45,
            68,
            23
        ],
        [
            3518,
            2196,
            1322,
            3518,
            2196,
            1322
        ],
        [
            581.74979,
            614.74979,
            581.74979,
            581.74979,
            614.74979,
            581.74979
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405213,
            470022,
            -140218,
            -513438,
            -126812,
            -579533
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1561291200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759082381861,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 88,
            "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)