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Trade: OMG/USDT/120/SSF/SWMA/3173

Strategy
OMG/USDT/120/SSF/SWMA/3173
Pair
OMG_USDT
Interval
2h
Score
415063
Daily Profit
0.307905
Profit Factor
1.497680
Profitability
46.875000
Streak
500.850216
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-03 13:24
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 498189.7873 412885.1881 85304.5991 205626.1861 166156.0745 39470.1116
Total P&L (%) 498.1898 412.8852 85.3046 205.6262 166.1561 39.4701
Avg Daily Profit (%) 0.3079 0.2552 0.0527 0.0691 0.0605 0.0206
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -182982 -115992 -183219 -296688 -142164 -207659
Profit Factor 1.4977 1.7882 1.1788 1.2011 1.307 1.082
Total Trades 160 80 80 160 80 80
Winning Trades 75 35 40 75 35 40
Losing Trades 85 45 40 85 45 40
Profitability (%) 46.875 43.75 50 46.875 43.75 50
Ratio Avg Win / Avg Loss 1.6974 2.2991 1.1788 1.3613 1.6804 1.082
Largest Winning Trade 224181 224181 45083 175278 175278 94970
Largest Losing Trade -42002 -42002 -38317 -73514 -60472 -73514
Avg Bars in Trades 120 123 116 120 123 116
Avg Bars in Winners 164 178 152 164 178 152
Avg Bars in Losers 80 80 81 80 80 81
Bars Traded 19216 9861 9355 19216 9861 9355
Profit Streak 500.8502 506.9335 500.8502 500.8502 506.9335 500.8502
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415063 -9820 -165262 -100647 -132179 -316806
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579500000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759487058646,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 236,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 108,
            "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": [
        [
            498189.7872607816,
            412885.1881167298,
            85304.5991440518,
            205626.1861345326,
            166156.0745465684,
            39470.1115879642
        ],
        [
            498.189787,
            412.885188,
            85.304599,
            205.626186,
            166.156075,
            39.470112
        ],
        [
            0.307905,
            0.255182,
            0.052722,
            0.069072,
            0.06052,
            0.020563
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -182982,
            -115992,
            -183219,
            -296688,
            -142164,
            -207659
        ],
        [
            1.49768,
            1.788169,
            1.178772,
            1.201131,
            1.306967,
            1.082048
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            75,
            35,
            40,
            75,
            35,
            40
        ],
        [
            85,
            45,
            40,
            85,
            45,
            40
        ],
        [
            46.875,
            43.75,
            50,
            46.875,
            43.75,
            50
        ],
        [
            1.697371,
            2.299074,
            1.178772,
            1.361282,
            1.680386,
            1.082048
        ],
        [
            224181,
            224181,
            45083,
            175278,
            175278,
            94970
        ],
        [
            -42002,
            -42002,
            -38317,
            -73514,
            -60472,
            -73514
        ],
        [
            120,
            123,
            116,
            120,
            123,
            116
        ],
        [
            164,
            178,
            152,
            164,
            178,
            152
        ],
        [
            80,
            80,
            81,
            80,
            80,
            81
        ],
        [
            19216,
            9861,
            9355,
            19216,
            9861,
            9355
        ],
        [
            500.850216,
            506.933549,
            500.850216,
            500.850216,
            506.933549,
            500.850216
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415063,
            -9820,
            -165262,
            -100647,
            -132179,
            -316806
        ]
    ]
}
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": 1579500000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759487058646,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 236,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 108,
            "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)