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Trade: OP/USDT/120/BBL/SWMA/9810

Strategy
OP/USDT/120/BBL/SWMA/9810
Pair
OP_USDT
Interval
2h
Score
402761
Daily Profit
0.190589
Profit Factor
1.527486
Profitability
57.471264
Streak
64.741018
Best Strategy
Training Data Length
1217.500000
Evaluation Time
2025-09-30 22:47
Expiration Time
2025-11-13 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 232042.4431 219650.7427 12391.7004 28836.5762 -24111.736 52948.3121
Total P&L (%) 232.0424 219.6507 12.3917 28.8366 -24.1117 52.9483
Avg Daily Profit (%) 0.1906 0.1804 0.0102 0.0208 -0.0227 0.0349
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151570 -148092 -13946 -690438 -696699 -47425
Profit Factor 1.5275 1.5494 1.3092 1.0173 0.9844 1.4087
Total Trades 87 43 44 87 43 44
Winning Trades 50 24 26 50 24 26
Losing Trades 37 19 18 37 19 18
Profitability (%) 57.4713 55.814 59.0909 57.4713 55.814 59.0909
Ratio Avg Win / Avg Loss 1.1303 1.2266 0.9063 0.7528 0.7793 0.9752
Largest Winning Trade 136558 136558 5925 254976 254976 28564
Largest Losing Trade -56853 -56853 -6208 -272803 -272803 -21833
Avg Bars in Trades 156 311 4 156 311 4
Avg Bars in Winners 109 223 4 109 223 4
Avg Bars in Losers 219 422 4 219 422 4
Bars Traded 13581 13387 194 13581 13387 194
Profit Streak 64.741 96.991 64.741 64.741 96.991 64.741
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402761 389687 -270058 -369308 -579014 -146244
Evaluation Data
{
    "trading_pair": "OP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14610,
    "evaluation_days": 1217.5,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1654430400000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759261623988,
    "expiration_time": 1763042112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 204,
            "offset": 0,
            "std": 2.20998
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 51,
            "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": [
        [
            232042.4430962355,
            219650.7427416556,
            12391.7003545798,
            28836.5761793454,
            -24111.7359625351,
            52948.3121418803
        ],
        [
            232.042443,
            219.650743,
            12.3917,
            28.836576,
            -24.111736,
            52.948312
        ],
        [
            0.190589,
            0.180411,
            0.010178,
            0.020813,
            -0.022659,
            0.034908
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151570,
            -148092,
            -13946,
            -690438,
            -696699,
            -47425
        ],
        [
            1.527486,
            1.549373,
            1.309161,
            1.017257,
            0.984358,
            1.40866
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            57.471264,
            55.813953,
            59.090909,
            57.471264,
            55.813953,
            59.090909
        ],
        [
            1.13034,
            1.226587,
            0.906342,
            0.75277,
            0.779283,
            0.975226
        ],
        [
            136558,
            136558,
            5925,
            254976,
            254976,
            28564
        ],
        [
            -56853,
            -56853,
            -6208,
            -272803,
            -272803,
            -21833
        ],
        [
            156,
            311,
            4,
            156,
            311,
            4
        ],
        [
            109,
            223,
            4,
            109,
            223,
            4
        ],
        [
            219,
            422,
            4,
            219,
            422,
            4
        ],
        [
            13581,
            13387,
            194,
            13581,
            13387,
            194
        ],
        [
            64.741018,
            96.991018,
            64.741018,
            64.741018,
            96.991018,
            64.741018
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402761,
            389687,
            -270058,
            -369308,
            -579014,
            -146244
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14610,
    "evaluation_days": 1217.5,
    "actual_first_datapoint_time": 1654070400000,
    "first_datapoint_time": 1654430400000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759261623988,
    "expiration_time": 1763042112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 204,
            "offset": 0,
            "std": 2.20998
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 51,
            "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)