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Trade: OMG/USDT/120/SSF/SSF/4095

Strategy
OMG/USDT/120/SSF/SSF/4095
Pair
OMG_USDT
Interval
2h
Score
347348
Daily Profit
0.374647
Profit Factor
1.624017
Profitability
38.028169
Streak
497.758712
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 05:12
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 606178.0469 486549.3429 119628.704 1116270.8195 -498905.1112 1615175.9307
Total P&L (%) 606.178 486.5493 119.6287 1116.2708 -498.9051 1615.1759
Avg Daily Profit (%) 0.3746 0.3007 0.0739 0.1545 0 0.1758
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146308 -156562 -77345 -3827989 -4050438 -2351234
Profit Factor 1.624 2.0071 1.245 1.0659 0.9407 1.1896
Total Trades 213 107 106 213 107 106
Winning Trades 81 35 46 81 35 46
Losing Trades 132 72 60 132 72 60
Profitability (%) 38.0282 32.7103 43.3962 38.0282 32.7103 43.3962
Ratio Avg Win / Avg Loss 2.6465 4.1289 1.6239 1.7371 1.9351 1.5516
Largest Winning Trade 229910 229910 47240 1225313 850868 1225313
Largest Losing Trade -25075 -18991 -25075 -632245 -505442 -632245
Avg Bars in Trades 89 89 90 89 89 90
Avg Bars in Winners 146 155 139 146 155 139
Avg Bars in Losers 54 56 52 54 56 52
Bars Traded 19077 9530 9547 19077 9530 9547
Profit Streak 497.7587 503.1754 0 497.7587 503.1754 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 347348 211928 -96206 -142207 -584409 -5903
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578729600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758939152711,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 176,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 68,
            "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": [
        [
            606178.0469445009,
            486549.3429460865,
            119628.7039984149,
            1116270.8194764797,
            -498905.1112247602,
            1615175.9307012367
        ],
        [
            606.178047,
            486.549343,
            119.628704,
            1116.270819,
            -498.905111,
            1615.175931
        ],
        [
            0.374647,
            0.30071,
            0.073936,
            0.154531,
            0,
            0.17581
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146308,
            -156562,
            -77345,
            -3827989,
            -4050438,
            -2351234
        ],
        [
            1.624017,
            2.007107,
            1.244992,
            1.065924,
            0.940693,
            1.189565
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            81,
            35,
            46,
            81,
            35,
            46
        ],
        [
            132,
            72,
            60,
            132,
            72,
            60
        ],
        [
            38.028169,
            32.71028,
            43.396226,
            38.028169,
            32.71028,
            43.396226
        ],
        [
            2.646546,
            4.128905,
            1.623902,
            1.737061,
            1.935141,
            1.551607
        ],
        [
            229910,
            229910,
            47240,
            1225313,
            850868,
            1225313
        ],
        [
            -25075,
            -18991,
            -25075,
            -632245,
            -505442,
            -632245
        ],
        [
            89,
            89,
            90,
            89,
            89,
            90
        ],
        [
            146,
            155,
            139,
            146,
            155,
            139
        ],
        [
            54,
            56,
            52,
            54,
            56,
            52
        ],
        [
            19077,
            9530,
            9547,
            19077,
            9530,
            9547
        ],
        [
            497.758712,
            503.175379,
            0,
            497.758712,
            503.175379,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347348,
            211928,
            -96206,
            -142207,
            -584409,
            -5903
        ]
    ]
}
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": 1578729600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758939152711,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 176,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 68,
            "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)