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Trade: OMG/USDT/240/SSF/HMA/2740

Strategy
OMG/USDT/240/SSF/HMA/2740
Pair
OMG_USDT
Interval
4h
Score
493044
Daily Profit
0.405929
Profit Factor
2.077352
Profitability
48.920863
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-02 11:17
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 771805.5375 527793.0204 244012.5171 6230246.243 2307754.8618 3922491.3812
Total P&L (%) 771.8055 527.793 244.0125 6230.2462 2307.7549 3922.4914
Avg Daily Profit (%) 0.4059 0.2776 0.1283 0.2184 0.1675 0.1945
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90387 -132988 -91290 -3495487 -3159593 -1224786
Profit Factor 2.0774 2.3383 1.7578 1.5668 1.3235 2.0168
Total Trades 139 70 69 139 70 69
Winning Trades 68 32 36 68 32 36
Losing Trades 71 38 33 71 38 33
Profitability (%) 48.9209 45.7143 52.1739 48.9209 45.7143 52.1739
Ratio Avg Win / Avg Loss 2.169 2.7767 1.6113 1.6359 1.5716 1.8488
Largest Winning Trade 192961 192961 50761 3395758 3395758 2414900
Largest Losing Trade -40358 -28836 -40358 -1173100 -1173100 -712973
Avg Bars in Trades 80 75 84 80 75 84
Avg Bars in Winners 122 125 120 122 125 120
Avg Bars in Losers 39 33 46 39 33 46
Bars Traded 11128 5267 5861 11128 5267 5861
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 493044 -82970 -119754 394873 -87026 -89575
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1555790400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759393055571,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 167,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 99,
            "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": [
        [
            771805.5375307297,
            527793.020387691,
            244012.5171430385,
            6230246.242969716,
            2307754.8617685894,
            3922491.3812011294
        ],
        [
            771.805538,
            527.79302,
            244.012517,
            6230.246243,
            2307.754862,
            3922.491381
        ],
        [
            0.405929,
            0.277591,
            0.128338,
            0.218397,
            0.167459,
            0.1945
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90387,
            -132988,
            -91290,
            -3495487,
            -3159593,
            -1224786
        ],
        [
            2.077352,
            2.338274,
            1.757785,
            1.566792,
            1.323461,
            2.016835
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            68,
            32,
            36,
            68,
            32,
            36
        ],
        [
            71,
            38,
            33,
            71,
            38,
            33
        ],
        [
            48.920863,
            45.714286,
            52.173913,
            48.920863,
            45.714286,
            52.173913
        ],
        [
            2.169,
            2.776701,
            1.611303,
            1.635915,
            1.57161,
            1.848765
        ],
        [
            192961,
            192961,
            50761,
            3395758,
            3395758,
            2414900
        ],
        [
            -40358,
            -28836,
            -40358,
            -1173100,
            -1173100,
            -712973
        ],
        [
            80,
            75,
            84,
            80,
            75,
            84
        ],
        [
            122,
            125,
            120,
            122,
            125,
            120
        ],
        [
            39,
            33,
            46,
            39,
            33,
            46
        ],
        [
            11128,
            5267,
            5861,
            11128,
            5267,
            5861
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            493044,
            -82970,
            -119754,
            394873,
            -87026,
            -89575
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1555790400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759393055571,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 167,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 99,
            "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)