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Trade: OMG/USDT/120/T3/SSF/6332

Strategy
OMG/USDT/120/T3/SSF/6332
Pair
OMG_USDT
Interval
2h
Score
301405
Daily Profit
0.284900
Profit Factor
1.412658
Profitability
40.101523
Streak
499.268759
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 21:27
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 460968.2683 389119.1189 71849.1494 182922.5184 915026.9634 -732104.445
Total P&L (%) 460.9683 389.1191 71.8491 182.9225 915.027 -732.1044
Avg Daily Profit (%) 0.2849 0.2405 0.0444 0.0643 0.1433 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -222897 -177957 -118199 -5009660 -2763002 -4075940
Profit Factor 1.4127 1.7318 1.1227 1.0126 1.1405 0.9085
Total Trades 197 98 99 197 98 99
Winning Trades 79 37 42 79 37 42
Losing Trades 118 61 57 118 61 57
Profitability (%) 40.1015 37.7551 42.4242 40.1015 37.7551 42.4242
Ratio Avg Win / Avg Loss 2.11 2.8551 1.5237 1.5125 1.8803 1.2329
Largest Winning Trade 224356 224356 41772 917066 718405 917066
Largest Losing Trade -34331 -33852 -34331 -1049070 -849246 -1049070
Avg Bars in Trades 97 103 91 97 103 91
Avg Bars in Winners 133 141 127 133 141 127
Avg Bars in Losers 72 80 65 72 80 65
Bars Traded 19189 10117 9072 19189 10117 9072
Profit Streak 499.2688 504.9354 499.2688 499.2688 504.9354 499.2688
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301405 244054 -220645 -314485 -70632 -581763
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579204800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759084020779,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 67,
            "offset": 0,
            "a": 0.72497
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 119,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            460968.2683023319,
            389119.1189242426,
            71849.149378089,
            182922.518422058,
            915026.9634157834,
            -732104.4449937267
        ],
        [
            460.968268,
            389.119119,
            71.849149,
            182.922518,
            915.026963,
            -732.104445
        ],
        [
            0.2849,
            0.240494,
            0.044406,
            0.064298,
            0.143335,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -222897,
            -177957,
            -118199,
            -5009660,
            -2763002,
            -4075940
        ],
        [
            1.412658,
            1.731806,
            1.122746,
            1.012604,
            1.140482,
            0.908476
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            79,
            37,
            42,
            79,
            37,
            42
        ],
        [
            118,
            61,
            57,
            118,
            61,
            57
        ],
        [
            40.101523,
            37.755102,
            42.424242,
            40.101523,
            37.755102,
            42.424242
        ],
        [
            2.110046,
            2.855139,
            1.523727,
            1.512498,
            1.880254,
            1.232932
        ],
        [
            224356,
            224356,
            41772,
            917066,
            718405,
            917066
        ],
        [
            -34331,
            -33852,
            -34331,
            -1049070,
            -849246,
            -1049070
        ],
        [
            97,
            103,
            91,
            97,
            103,
            91
        ],
        [
            133,
            141,
            127,
            133,
            141,
            127
        ],
        [
            72,
            80,
            65,
            72,
            80,
            65
        ],
        [
            19189,
            10117,
            9072,
            19189,
            10117,
            9072
        ],
        [
            499.268759,
            504.935426,
            499.268759,
            499.268759,
            504.935426,
            499.268759
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301405,
            244054,
            -220645,
            -314485,
            -70632,
            -581763
        ]
    ]
}
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": 1579204800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759084020779,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 67,
            "offset": 0,
            "a": 0.72497
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 119,
            "offset": 0,
            "poles": 2
        }
    }
}

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)