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Trade: OMG/USDT/120/SSF/DCM/2794

Strategy
OMG/USDT/120/SSF/DCM/2794
Pair
OMG_USDT
Interval
2h
Score
355496
Daily Profit
0.212055
Profit Factor
1.480828
Profitability
48.958333
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 19:22
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 343104.9596 346670.938 -3565.9784 -111246.2266 547262.1815 -658508.4081
Total P&L (%) 343.105 346.6709 -3.566 -111.2462 547.2622 -658.5084
Avg Daily Profit (%) 0.2121 0.2143 -0.0022 0 0.1155 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -246782 -116234 -223966 -624182 -162191 -723705
Profit Factor 1.4808 1.9978 0.9903 0.8861 3.6353 0.1437
Total Trades 96 48 48 96 48 48
Winning Trades 47 20 27 44 27 17
Losing Trades 49 28 21 52 21 31
Profitability (%) 48.9583 41.6667 56.25 45.8333 56.25 35.4167
Ratio Avg Win / Avg Loss 1.5438 2.7969 0.7702 1.0472 2.8274 0.262
Largest Winning Trade 226594 226594 48827 291014 291014 40076
Largest Losing Trade -105743 -59907 -105743 -427512 -79754 -427512
Avg Bars in Trades 198 196 199 198 196 199
Avg Bars in Winners 272 310 244 150 166 124
Avg Bars in Losers 127 115 142 238 234 241
Bars Traded 19030 9442 9588 19030 9442 9588
Profit Streak 0 0 588.5993 498.3493 555.5159 0
Trades During Streak 0 0 3 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355496 301925 -578545 -579891 -29372 -586360
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580306400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759162975752,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 53,
            "offset": 219,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 138,
            "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": [
        [
            343104.9596399246,
            346670.938011278,
            -3565.9783713535,
            -111246.2266069824,
            547262.18146909,
            -658508.4080760726
        ],
        [
            343.10496,
            346.670938,
            -3.565978,
            -111.246227,
            547.262181,
            -658.508408
        ],
        [
            0.212055,
            0.214259,
            -0.002204,
            0,
            0.115492,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -246782,
            -116234,
            -223966,
            -624182,
            -162191,
            -723705
        ],
        [
            1.480828,
            1.99776,
            0.99026,
            0.886094,
            3.635278,
            0.143666
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            47,
            20,
            27,
            44,
            27,
            17
        ],
        [
            49,
            28,
            21,
            52,
            21,
            31
        ],
        [
            48.958333,
            41.666667,
            56.25,
            45.833333,
            56.25,
            35.416667
        ],
        [
            1.543842,
            2.796864,
            0.770202,
            1.047202,
            2.827439,
            0.261979
        ],
        [
            226594,
            226594,
            48827,
            291014,
            291014,
            40076
        ],
        [
            -105743,
            -59907,
            -105743,
            -427512,
            -79754,
            -427512
        ],
        [
            198,
            196,
            199,
            198,
            196,
            199
        ],
        [
            272,
            310,
            244,
            150,
            166,
            124
        ],
        [
            127,
            115,
            142,
            238,
            234,
            241
        ],
        [
            19030,
            9442,
            9588,
            19030,
            9442,
            9588
        ],
        [
            0,
            0,
            588.599256,
            498.349256,
            555.515923,
            0
        ],
        [
            0,
            0,
            3,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355496,
            301925,
            -578545,
            -579891,
            -29372,
            -586360
        ]
    ]
}
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": 1580306400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759162975752,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 53,
            "offset": 219,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 138,
            "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)