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Trade: OMG/USDT/720/MIDPRICE/HMA/6770

Strategy
OMG/USDT/720/MIDPRICE/HMA/6770
Pair
OMG_USDT
Interval
12h
Score
441696
Daily Profit
0.261396
Profit Factor
3.221377
Profitability
44.736842
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-07 08:48
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 662333.7889 497306.2258 165027.5631 2645618.4704 1627890.4961 1017727.9743
Total P&L (%) 662.3338 497.3062 165.0276 2645.6185 1627.8905 1017.728
Avg Daily Profit (%) 0.3481 0.2614 0.0867 0.1743 0.1499 0.127
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167551 -76546 -127844 -2790284 -1548237 -2129833
Profit Factor 2.3801 3.2214 1.6445 1.3188 1.4031 1.2388
Total Trades 75 38 37 75 38 37
Winning Trades 31 17 14 31 17 14
Losing Trades 44 21 23 44 21 23
Profitability (%) 41.3333 44.7368 37.8378 41.3333 44.7368 37.8378
Ratio Avg Win / Avg Loss 3.3782 3.9793 2.7017 1.8718 1.7333 2.0352
Largest Winning Trade 164297 164297 61322 1385753 1125482 1385753
Largest Losing Trade -45371 -24830 -45371 -1866625 -844245 -1866625
Avg Bars in Trades 47 31 63 47 31 63
Avg Bars in Winners 96 59 142 96 59 142
Avg Bars in Losers 12 9 14 12 9 14
Bars Traded 3547 1207 2340 3547 1207 2340
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 -50810 441696 -78760 -55520 261089 -27012
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": 1558742400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759816102119,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 13,
            "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": [
        [
            662333.7889094992,
            497306.2258129154,
            165027.5630965839,
            2645618.4704434196,
            1627890.4961264352,
            1017727.9743169856
        ],
        [
            662.333789,
            497.306226,
            165.027563,
            2645.61847,
            1627.890496,
            1017.727974
        ],
        [
            0.348139,
            0.261396,
            0.086742,
            0.174269,
            0.149888,
            0.12696
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167551,
            -76546,
            -127844,
            -2790284,
            -1548237,
            -2129833
        ],
        [
            2.380109,
            3.221377,
            1.644535,
            1.318768,
            1.403128,
            1.238827
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            41.333333,
            44.736842,
            37.837838,
            41.333333,
            44.736842,
            37.837838
        ],
        [
            3.378219,
            3.979348,
            2.701737,
            1.8718,
            1.733275,
            2.035216
        ],
        [
            164297,
            164297,
            61322,
            1385753,
            1125482,
            1385753
        ],
        [
            -45371,
            -24830,
            -45371,
            -1866625,
            -844245,
            -1866625
        ],
        [
            47,
            31,
            63,
            47,
            31,
            63
        ],
        [
            96,
            59,
            142,
            96,
            59,
            142
        ],
        [
            12,
            9,
            14,
            12,
            9,
            14
        ],
        [
            3547,
            1207,
            2340,
            3547,
            1207,
            2340
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50810,
            441696,
            -78760,
            -55520,
            261089,
            -27012
        ]
    ]
}
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": 1558742400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759816102119,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 13,
            "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)