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Trade: OMG/USDT/120/BBL/RMA/3240

Strategy
OMG/USDT/120/BBL/RMA/3240
Pair
OMG_USDT
Interval
2h
Score
413016
Daily Profit
0.189920
Profit Factor
1.788396
Profitability
54.285714
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 15:09
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 203751.4222 307290.5425 -103539.1202 -99457.8865 39972.3956 -139430.282
Total P&L (%) 203.7514 307.2905 -103.5391 -99.4579 39.9724 -139.4303
Avg Daily Profit (%) 0.1259 0.1899 -0.064 -0.3219 0.0208 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -385608 -226084 -159580 -150728 -69925 -135826
Profit Factor 1.2719 1.7884 0.7121 0.6801 1.3704 0.313
Total Trades 71 35 36 71 35 36
Winning Trades 44 19 25 44 19 25
Losing Trades 27 16 11 27 16 11
Profitability (%) 61.9718 54.2857 69.4444 61.9718 54.2857 69.4444
Ratio Avg Win / Avg Loss 0.7805 1.506 0.3133 0.4173 1.1541 0.1377
Largest Winning Trade 263263 263263 37047 37931 37931 31368
Largest Losing Trade -96174 -65145 -96174 -92709 -56595 -92709
Avg Bars in Trades 266 413 124 266 413 124
Avg Bars in Winners 119 152 93 119 152 93
Avg Bars in Losers 507 723 193 507 723 193
Bars Traded 18937 14458 4479 18937 14458 4479
Profit Streak 484.1734 0 486.7567 484.1734 0 486.7567
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -115520 413016 -577675 -669641 -166256 -577675

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580364000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758888582885,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 82,
            "offset": 0,
            "std": 1.43353
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 228,
            "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": [
        [
            203751.4222395997,
            307290.5424651702,
            -103539.1202255705,
            -99457.8864757019,
            39972.3955699355,
            -139430.2820456374
        ],
        [
            203.751422,
            307.290542,
            -103.53912,
            -99.457886,
            39.972396,
            -139.430282
        ],
        [
            0.125928,
            0.18992,
            -0.063992,
            -0.321944,
            0.020786,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -385608,
            -226084,
            -159580,
            -150728,
            -69925,
            -135826
        ],
        [
            1.271876,
            1.788396,
            0.71212,
            0.68005,
            1.370445,
            0.312985
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            27,
            16,
            11,
            27,
            16,
            11
        ],
        [
            61.971831,
            54.285714,
            69.444444,
            61.971831,
            54.285714,
            69.444444
        ],
        [
            0.780469,
            1.506018,
            0.313333,
            0.417304,
            1.154059,
            0.137714
        ],
        [
            263263,
            263263,
            37047,
            37931,
            37931,
            31368
        ],
        [
            -96174,
            -65145,
            -96174,
            -92709,
            -56595,
            -92709
        ],
        [
            266,
            413,
            124,
            266,
            413,
            124
        ],
        [
            119,
            152,
            93,
            119,
            152,
            93
        ],
        [
            507,
            723,
            193,
            507,
            723,
            193
        ],
        [
            18937,
            14458,
            4479,
            18937,
            14458,
            4479
        ],
        [
            484.173413,
            0,
            486.756746,
            484.173413,
            0,
            486.756746
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115520,
            413016,
            -577675,
            -669641,
            -166256,
            -577675
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580364000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758888582885,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 82,
            "offset": 0,
            "std": 1.43353
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 228,
            "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)