← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: OMG/USDT/720/SSF/ALMA/1992

Strategy
OMG/USDT/720/SSF/ALMA/1992
Pair
OMG_USDT
Interval
12h
Score
595739
Daily Profit
0.287499
Profit Factor
3.133678
Profitability
56.666667
Streak
621.668572
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-04 07:02
Expiration Time
2024-08-13 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 694497.0133 546966.9165 147530.0969 273532.9925 140642.3612 132890.6313
Total P&L (%) 694.497 546.9669 147.5301 273.533 140.6424 132.8906
Avg Daily Profit (%) 0.365 0.2875 0.0775 0.0693 0.0462 0.0444
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148321 -69554 -191557 -171227 -93253 -189120
Profit Factor 2.1259 3.1337 1.4093 1.3868 1.4807 1.3206
Total Trades 61 30 31 61 30 31
Winning Trades 32 17 15 32 17 15
Losing Trades 29 13 16 29 13 16
Profitability (%) 52.459 56.6667 48.3871 52.459 56.6667 48.3871
Ratio Avg Win / Avg Loss 1.9266 2.3963 1.5032 1.2568 1.1323 1.4086
Largest Winning Trade 287449 287449 57809 109697 109697 97997
Largest Losing Trade -83915 -45727 -83915 -87919 -74449 -87919
Avg Bars in Trades 59 52 66 59 52 66
Avg Bars in Winners 63 54 72 63 54 72
Avg Bars in Losers 54 48 60 54 48 60
Bars Traded 3618 1564 2054 3618 1564 2054
Profit Streak 581.1686 621.6686 581.1686 581.1686 621.6686 581.1686
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150839 595739 -87258 -264131 -128286 -133044
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1556193600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759550564615,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 171,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 46,
            "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": [
        [
            694497.0133483388,
            546966.9164512182,
            147530.0968971208,
            273532.9924891292,
            140642.3612158079,
            132890.6312733212
        ],
        [
            694.497013,
            546.966916,
            147.530097,
            273.532992,
            140.642361,
            132.890631
        ],
        [
            0.365044,
            0.287499,
            0.077545,
            0.069293,
            0.046168,
            0.044446
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148321,
            -69554,
            -191557,
            -171227,
            -93253,
            -189120
        ],
        [
            2.125902,
            3.133678,
            1.409253,
            1.386806,
            1.480686,
            1.32055
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            52.459016,
            56.666667,
            48.387097,
            52.459016,
            56.666667,
            48.387097
        ],
        [
            1.926599,
            2.396342,
            1.503203,
            1.256793,
            1.132289,
            1.408586
        ],
        [
            287449,
            287449,
            57809,
            109697,
            109697,
            97997
        ],
        [
            -83915,
            -45727,
            -83915,
            -87919,
            -74449,
            -87919
        ],
        [
            59,
            52,
            66,
            59,
            52,
            66
        ],
        [
            63,
            54,
            72,
            63,
            54,
            72
        ],
        [
            54,
            48,
            60,
            54,
            48,
            60
        ],
        [
            3618,
            1564,
            2054,
            3618,
            1564,
            2054
        ],
        [
            581.168572,
            621.668572,
            581.168572,
            581.168572,
            621.668572,
            581.168572
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150839,
            595739,
            -87258,
            -264131,
            -128286,
            -133044
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1556193600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759550564615,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 171,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 46,
            "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)