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Trade: OMG/USDT/720/SSF/ALMA/9700

Strategy
OMG/USDT/720/SSF/ALMA/9700
Pair
OMG_USDT
Interval
12h
Score
639595
Daily Profit
0.378252
Profit Factor
3.514832
Profitability
57.142857
Streak
618.497635
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-29 14:56
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 863343.604 719625.1529 143718.4511 1233839.2284 703875.8298 529963.3987
Total P&L (%) 863.3436 719.6252 143.7185 1233.8392 703.8758 529.9634
Avg Daily Profit (%) 0.4538 0.3783 0.0755 0.1363 0.1096 0.0968
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197251 -96088 -151654 -1113346 -569133 -1073729
Profit Factor 2.2953 3.5148 1.3779 1.2937 1.4192 1.2101
Total Trades 70 35 35 70 35 35
Winning Trades 36 20 16 36 20 16
Losing Trades 34 15 19 34 15 19
Profitability (%) 51.4286 57.1429 45.7143 51.4286 57.1429 45.7143
Ratio Avg Win / Avg Loss 2.1678 2.6361 1.6362 1.2218 1.0644 1.437
Largest Winning Trade 300433 300433 60649 650903 517018 650903
Largest Losing Trade -50492 -50232 -50492 -562477 -359876 -562477
Avg Bars in Trades 53 48 58 53 48 58
Avg Bars in Winners 61 51 74 61 51 74
Avg Bars in Losers 44 44 44 44 44 44
Bars Traded 3727 1693 2034 3727 1693 2034
Profit Streak 578.4976 618.4976 578.4976 578.4976 618.4976 578.4976
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -82778 639595 -91505 -108016 -43924 -64898
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": 1556064000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759146995669,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 160,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 43,
            "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": [
        [
            863343.6039769745,
            719625.1528559527,
            143718.4511210216,
            1233839.2284483146,
            703875.8297563676,
            529963.3986919469
        ],
        [
            863.343604,
            719.625153,
            143.718451,
            1233.839228,
            703.87583,
            529.963399
        ],
        [
            0.453794,
            0.378252,
            0.075542,
            0.136263,
            0.109615,
            0.096787
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197251,
            -96088,
            -151654,
            -1113346,
            -569133,
            -1073729
        ],
        [
            2.29533,
            3.514832,
            1.377856,
            1.293655,
            1.419211,
            1.210085
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            51.428571,
            57.142857,
            45.714286,
            51.428571,
            57.142857,
            45.714286
        ],
        [
            2.167812,
            2.636124,
            1.636204,
            1.221785,
            1.064409,
            1.436976
        ],
        [
            300433,
            300433,
            60649,
            650903,
            517018,
            650903
        ],
        [
            -50492,
            -50232,
            -50492,
            -562477,
            -359876,
            -562477
        ],
        [
            53,
            48,
            58,
            53,
            48,
            58
        ],
        [
            61,
            51,
            74,
            61,
            51,
            74
        ],
        [
            44,
            44,
            44,
            44,
            44,
            44
        ],
        [
            3727,
            1693,
            2034,
            3727,
            1693,
            2034
        ],
        [
            578.497635,
            618.497635,
            578.497635,
            578.497635,
            618.497635,
            578.497635
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -82778,
            639595,
            -91505,
            -108016,
            -43924,
            -64898
        ]
    ]
}
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": 1556064000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759146995669,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 160,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 43,
            "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)