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Trade: OMG/USDT/120/SSF/SSF/5103

Strategy
OMG/USDT/120/SSF/SSF/5103
Pair
OMG_USDT
Interval
2h
Score
417254
Daily Profit
0.373006
Profit Factor
1.693113
Profitability
43.506494
Streak
498.810049
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 22:26
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 603522.9509 479931.9239 123591.027 1060551.451 863148.3582 197403.0928
Total P&L (%) 603.523 479.9319 123.591 1060.5515 863.1484 197.4031
Avg Daily Profit (%) 0.373 0.2966 0.0764 0.1516 0.1401 0.0674
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172891 -151233 -117457 -1151765 -720364 -797951
Profit Factor 1.6931 2.1017 1.284 1.2388 1.375 1.0922
Total Trades 154 77 77 154 77 77
Winning Trades 67 29 38 67 29 38
Losing Trades 87 48 39 87 48 39
Profitability (%) 43.5065 37.6623 49.3506 43.5065 37.6623 49.3506
Ratio Avg Win / Avg Loss 2.1985 3.4787 1.3178 1.6086 2.2759 1.121
Largest Winning Trade 227312 227312 42763 595412 595412 331899
Largest Losing Trade -48012 -24462 -48012 -321732 -231668 -321732
Avg Bars in Trades 123 126 121 123 126 121
Avg Bars in Winners 185 205 169 185 205 169
Avg Bars in Losers 76 78 74 76 78 74
Bars Traded 19086 9745 9341 19086 9745 9341
Profit Streak 498.81 504.4767 0 498.81 504.4767 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 417254 -33728 -133184 263200 -50123 -264234
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": 1759173988234,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 194,
            "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": [
        [
            603522.950936317,
            479931.9239106777,
            123591.0270256396,
            1060551.4510375347,
            863148.3582176036,
            197403.0928199309
        ],
        [
            603.522951,
            479.931924,
            123.591027,
            1060.551451,
            863.148358,
            197.403093
        ],
        [
            0.373006,
            0.29662,
            0.076385,
            0.151628,
            0.140088,
            0.067385
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172891,
            -151233,
            -117457,
            -1151765,
            -720364,
            -797951
        ],
        [
            1.693113,
            2.101734,
            1.284034,
            1.238778,
            1.375043,
            1.092239
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            67,
            29,
            38,
            67,
            29,
            38
        ],
        [
            87,
            48,
            39,
            87,
            48,
            39
        ],
        [
            43.506494,
            37.662338,
            49.350649,
            43.506494,
            37.662338,
            49.350649
        ],
        [
            2.19852,
            3.478732,
            1.317825,
            1.608562,
            2.275933,
            1.120982
        ],
        [
            227312,
            227312,
            42763,
            595412,
            595412,
            331899
        ],
        [
            -48012,
            -24462,
            -48012,
            -321732,
            -231668,
            -321732
        ],
        [
            123,
            126,
            121,
            123,
            126,
            121
        ],
        [
            185,
            205,
            169,
            185,
            205,
            169
        ],
        [
            76,
            78,
            74,
            76,
            78,
            74
        ],
        [
            19086,
            9745,
            9341,
            19086,
            9745,
            9341
        ],
        [
            498.810049,
            504.476716,
            0,
            498.810049,
            504.476716,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417254,
            -33728,
            -133184,
            263200,
            -50123,
            -264234
        ]
    ]
}
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": 1759173988234,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 194,
            "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)