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Trade: OMG/USDT/120/T3/HLC3/8543

Strategy
OMG/USDT/120/T3/HLC3/8543
Pair
OMG_USDT
Interval
2h
Score
434217
Daily Profit
0.275462
Profit Factor
1.309747
Profitability
46.698113
Streak
511.091767
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-11 13:12
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 445697.6812 367258.9139 78438.7673 225843.7843 773678.9014 -547835.1171
Total P&L (%) 445.6977 367.2589 78.4388 225.8438 773.6789 -547.8351
Avg Daily Profit (%) 0.2755 0.227 0.0485 0.073 0.1341 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140007 -190401 -134600 -2671733 -1565176 -2192134
Profit Factor 1.3097 1.4917 1.1133 1.0179 1.1198 0.9106
Total Trades 636 318 318 636 318 318
Winning Trades 297 152 145 297 152 145
Losing Trades 339 166 173 339 166 173
Profitability (%) 46.6981 47.7987 45.5975 46.6981 47.7987 45.5975
Ratio Avg Win / Avg Loss 1.495 1.6291 1.3283 1.1619 1.2229 1.0865
Largest Winning Trade 153438 153438 40567 1003141 1003141 453799
Largest Losing Trade -39737 -38912 -39737 -904014 -467048 -904014
Avg Bars in Trades 29 30 29 29 30 29
Avg Bars in Winners 37 38 37 37 38 37
Avg Bars in Losers 23 22 23 23 22 23
Bars Traded 19072 9677 9395 19072 9677 9395
Profit Streak 511.0918 514.1751 511.0918 511.0918 514.1751 511.0918
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434217 411463 -223758 -292568 -101205 -578854
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579694400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760177528678,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 135,
            "offset": 0,
            "a": 0.60782
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 33
        }
    }
}
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": [
        [
            445697.6811871836,
            367258.9138520579,
            78438.7673351267,
            225843.7842678224,
            773678.9014050638,
            -547835.1171372433
        ],
        [
            445.697681,
            367.258914,
            78.438767,
            225.843784,
            773.678901,
            -547.835117
        ],
        [
            0.275462,
            0.226983,
            0.048479,
            0.073033,
            0.134054,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140007,
            -190401,
            -134600,
            -2671733,
            -1565176,
            -2192134
        ],
        [
            1.309747,
            1.491728,
            1.113345,
            1.017941,
            1.119783,
            0.910617
        ],
        [
            636,
            318,
            318,
            636,
            318,
            318
        ],
        [
            297,
            152,
            145,
            297,
            152,
            145
        ],
        [
            339,
            166,
            173,
            339,
            166,
            173
        ],
        [
            46.698113,
            47.798742,
            45.597484,
            46.698113,
            47.798742,
            45.597484
        ],
        [
            1.494964,
            1.629124,
            1.328336,
            1.161892,
            1.22292,
            1.08646
        ],
        [
            153438,
            153438,
            40567,
            1003141,
            1003141,
            453799
        ],
        [
            -39737,
            -38912,
            -39737,
            -904014,
            -467048,
            -904014
        ],
        [
            29,
            30,
            29,
            29,
            30,
            29
        ],
        [
            37,
            38,
            37,
            37,
            38,
            37
        ],
        [
            23,
            22,
            23,
            23,
            22,
            23
        ],
        [
            19072,
            9677,
            9395,
            19072,
            9677,
            9395
        ],
        [
            511.091767,
            514.1751,
            511.091767,
            511.091767,
            514.1751,
            511.091767
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434217,
            411463,
            -223758,
            -292568,
            -101205,
            -578854
        ]
    ]
}
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": 1579694400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760177528678,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 135,
            "offset": 0,
            "a": 0.60782
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 33
        }
    }
}

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)