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Trade: OMG/USDT/120/SSF/PWMA/3024

Strategy
OMG/USDT/120/SSF/PWMA/3024
Pair
OMG_USDT
Interval
2h
Score
362192
Daily Profit
0.341951
Profit Factor
1.387401
Profitability
42.004773
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 09:50
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 553276.9952 430920.0437 122356.9515 619578.8539 -276296.5188 895875.3727
Total P&L (%) 553.277 430.92 122.357 619.5789 -276.2965 895.8754
Avg Daily Profit (%) 0.342 0.2663 0.0756 0.122 0 0.1422
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136941 -159754 -87491 -1634371 -2063038 -806465
Profit Factor 1.3874 1.5847 1.177 1.0544 0.9544 1.1682
Total Trades 419 210 209 419 210 209
Winning Trades 176 85 91 176 85 91
Losing Trades 243 125 118 243 125 118
Profitability (%) 42.0048 40.4762 43.5407 42.0048 40.4762 43.5407
Ratio Avg Win / Avg Loss 1.9156 2.3305 1.5262 1.4558 1.4035 1.5148
Largest Winning Trade 186772 186772 38181 531753 531753 401788
Largest Losing Trade -24317 -18345 -24317 -336612 -263368 -336612
Avg Bars in Trades 45 45 46 45 45 46
Avg Bars in Winners 60 61 58 60 61 58
Avg Bars in Losers 35 34 36 35 34 36
Bars Traded 19261 9595 9666 19261 9595 9666
Profit Streak 0 0 498.202 0 0 498.202
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362192 286670 -117317 -191226 -582271 -37875
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578988800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758955854987,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 141,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 37,
            "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": [
        [
            553276.9952410532,
            430920.0437406799,
            122356.9515003742,
            619578.8539186232,
            -276296.5187754068,
            895875.3726940304
        ],
        [
            553.276995,
            430.920044,
            122.356952,
            619.578854,
            -276.296519,
            895.875373
        ],
        [
            0.341951,
            0.266329,
            0.075622,
            0.122046,
            0,
            0.142156
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136941,
            -159754,
            -87491,
            -1634371,
            -2063038,
            -806465
        ],
        [
            1.387401,
            1.58474,
            1.177012,
            1.054438,
            0.954371,
            1.168206
        ],
        [
            419,
            210,
            209,
            419,
            210,
            209
        ],
        [
            176,
            85,
            91,
            176,
            85,
            91
        ],
        [
            243,
            125,
            118,
            243,
            125,
            118
        ],
        [
            42.004773,
            40.47619,
            43.54067,
            42.004773,
            40.47619,
            43.54067
        ],
        [
            1.915559,
            2.330501,
            1.526236,
            1.455843,
            1.403487,
            1.514816
        ],
        [
            186772,
            186772,
            38181,
            531753,
            531753,
            401788
        ],
        [
            -24317,
            -18345,
            -24317,
            -336612,
            -263368,
            -336612
        ],
        [
            45,
            45,
            46,
            45,
            45,
            46
        ],
        [
            60,
            61,
            58,
            60,
            61,
            58
        ],
        [
            35,
            34,
            36,
            35,
            34,
            36
        ],
        [
            19261,
            9595,
            9666,
            19261,
            9595,
            9666
        ],
        [
            0,
            0,
            498.202025,
            0,
            0,
            498.202025
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362192,
            286670,
            -117317,
            -191226,
            -582271,
            -37875
        ]
    ]
}
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": 1578988800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758955854987,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 141,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 37,
            "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)