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Trade: OMG/USDT/120/SSF/HMA/4085

Strategy
OMG/USDT/120/SSF/HMA/4085
Pair
OMG_USDT
Interval
2h
Score
533467
Daily Profit
0.486867
Profit Factor
2.450832
Profitability
46.774194
Streak
496.663409
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 10:55
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 787750.4305 552263.5566 235486.8739 11199191.7417 5341843.4887 5857348.253
Total P&L (%) 787.7504 552.2636 235.4869 11199.1917 5341.8435 5857.3483
Avg Daily Profit (%) 0.4869 0.3413 0.1455 0.2926 0.2473 0.2529
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100615 -139587 -68046 -2496350 -3238000 -1141406
Profit Factor 2.4508 2.9166 1.9242 1.9481 1.7155 2.3478
Total Trades 124 62 62 124 62 62
Winning Trades 58 24 34 58 24 34
Losing Trades 66 38 28 66 38 28
Profitability (%) 46.7742 38.7097 54.8387 46.7742 38.7097 54.8387
Ratio Avg Win / Avg Loss 2.7889 4.6179 1.5846 2.2168 2.7161 1.9335
Largest Winning Trade 186542 186542 53004 4494743 4494743 3127857
Largest Losing Trade -27579 -17251 -27579 -1288364 -1288364 -958917
Avg Bars in Trades 151 141 160 151 141 160
Avg Bars in Winners 252 265 243 252 265 243
Avg Bars in Losers 62 63 60 62 63 60
Bars Traded 18762 8792 9970 18762 8792 9970
Profit Streak 496.6634 502.4967 0 496.6634 502.4967 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 533467 -143449 -148649 438765 -146571 -140591
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580227200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758959718536,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 153,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 196,
            "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": [
        [
            787750.4304852898,
            552263.5565691785,
            235486.8739161113,
            11199191.741734626,
            5341843.488693384,
            5857348.253041242
        ],
        [
            787.75043,
            552.263557,
            235.486874,
            11199.191742,
            5341.843489,
            5857.348253
        ],
        [
            0.486867,
            0.341325,
            0.145542,
            0.292598,
            0.24732,
            0.252928
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100615,
            -139587,
            -68046,
            -2496350,
            -3238000,
            -1141406
        ],
        [
            2.450832,
            2.916557,
            1.924165,
            1.948091,
            1.715451,
            2.347769
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            58,
            24,
            34,
            58,
            24,
            34
        ],
        [
            66,
            38,
            28,
            66,
            38,
            28
        ],
        [
            46.774194,
            38.709677,
            54.83871,
            46.774194,
            38.709677,
            54.83871
        ],
        [
            2.788878,
            4.617882,
            1.584606,
            2.216793,
            2.71613,
            1.933457
        ],
        [
            186542,
            186542,
            53004,
            4494743,
            4494743,
            3127857
        ],
        [
            -27579,
            -17251,
            -27579,
            -1288364,
            -1288364,
            -958917
        ],
        [
            151,
            141,
            160,
            151,
            141,
            160
        ],
        [
            252,
            265,
            243,
            252,
            265,
            243
        ],
        [
            62,
            63,
            60,
            62,
            63,
            60
        ],
        [
            18762,
            8792,
            9970,
            18762,
            8792,
            9970
        ],
        [
            496.663409,
            502.496742,
            0,
            496.663409,
            502.496742,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            533467,
            -143449,
            -148649,
            438765,
            -146571,
            -140591
        ]
    ]
}
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": 1580227200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758959718536,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 153,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 196,
            "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)