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Trade: OMG/USDT/480/SSF/FWMA/8714

Strategy
OMG/USDT/480/SSF/FWMA/8714
Pair
OMG_USDT
Interval
8h
Score
335909
Daily Profit
0.386122
Profit Factor
1.996103
Profitability
35.555556
Streak
506.937860
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-06 01:30
Expiration Time
2024-08-13 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 734531.6862 502115.2586 232416.4276 5462741.3871 2353032.3665 3109709.0206
Total P&L (%) 734.5317 502.1153 232.4164 5462.7414 2353.0324 3109.709
Avg Daily Profit (%) 0.3861 0.2639 0.1222 0.2115 0.1684 0.1825
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78352 -95858 -97559 -1416165 -2228578 -1070710
Profit Factor 1.9961 2.3108 1.6559 1.486 1.3661 1.6461
Total Trades 180 90 90 180 90 90
Winning Trades 64 27 37 64 27 37
Losing Trades 116 63 53 116 63 53
Profitability (%) 35.5556 30 41.1111 35.5556 30 41.1111
Ratio Avg Win / Avg Loss 3.6179 5.3919 2.372 2.6933 3.1875 2.3579
Largest Winning Trade 183851 183851 52625 2029451 2029451 1568342
Largest Losing Trade -19559 -19559 -18571 -567494 -567494 -475135
Avg Bars in Trades 30 27 33 30 27 33
Avg Bars in Winners 63 65 62 63 65 62
Avg Bars in Losers 12 11 13 12 11 13
Bars Traded 5476 2471 3004 5476 2471 3004
Profit Streak 506.9379 511.9379 0 506.9379 511.9379 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335909 207171 -30540 229562 76907 260461
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1558252800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759703431105,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 87,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 140,
            "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": [
        [
            734531.6861990505,
            502115.2586186562,
            232416.4275803941,
            5462741.387121533,
            2353032.3665105747,
            3109709.0206109555
        ],
        [
            734.531686,
            502.115259,
            232.416428,
            5462.741387,
            2353.032367,
            3109.709021
        ],
        [
            0.386122,
            0.263948,
            0.122175,
            0.211474,
            0.168352,
            0.182509
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78352,
            -95858,
            -97559,
            -1416165,
            -2228578,
            -1070710
        ],
        [
            1.996103,
            2.310796,
            1.655907,
            1.485953,
            1.366053,
            1.646084
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            64,
            27,
            37,
            64,
            27,
            37
        ],
        [
            116,
            63,
            53,
            116,
            63,
            53
        ],
        [
            35.555556,
            30,
            41.111111,
            35.555556,
            30,
            41.111111
        ],
        [
            3.617937,
            5.391857,
            2.371974,
            2.69329,
            3.187456,
            2.357904
        ],
        [
            183851,
            183851,
            52625,
            2029451,
            2029451,
            1568342
        ],
        [
            -19559,
            -19559,
            -18571,
            -567494,
            -567494,
            -475135
        ],
        [
            30,
            27,
            33,
            30,
            27,
            33
        ],
        [
            63,
            65,
            62,
            63,
            65,
            62
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            5476,
            2471,
            3004,
            5476,
            2471,
            3004
        ],
        [
            506.93786,
            511.93786,
            0,
            506.93786,
            511.93786,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335909,
            207171,
            -30540,
            229562,
            76907,
            260461
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1558252800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759703431105,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 87,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 140,
            "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)