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Trade: OMG/USDT/720/SSF/LINREG/2137

Strategy
OMG/USDT/720/SSF/LINREG/2137
Pair
OMG_USDT
Interval
12h
Score
392800
Daily Profit
0.200083
Profit Factor
1.907969
Profitability
56.250000
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-26 04:40
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 347878.5819 380658.8568 -32780.2749 -110077.3692 33524.4623 -143601.8315
Total P&L (%) 347.8786 380.6589 -32.7803 -110.0774 33.5245 -143.6018
Avg Daily Profit (%) 0.1829 0.2001 -0.0172 0 0.0152 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -223837 -145784 -153390 -578081 -292357 -328497
Profit Factor 1.4214 1.908 0.9193 0.8745 1.0798 0.6857
Total Trades 64 32 32 64 32 32
Winning Trades 40 18 22 32 17 15
Losing Trades 24 14 10 32 15 17
Profitability (%) 62.5 56.25 68.75 50 53.125 46.875
Ratio Avg Win / Avg Loss 0.8528 1.484 0.4179 0.8745 0.9528 0.7772
Largest Winning Trade 287359 287359 46836 156006 156006 151510
Largest Losing Trade -127960 -55596 -127960 -292671 -246278 -292671
Avg Bars in Trades 57 46 67 57 46 67
Avg Bars in Winners 47 32 60 51 47 57
Avg Bars in Losers 72 63 84 62 44 77
Bars Traded 3649 1474 2175 3649 1474 2175
Profit Streak 513.0697 0 552.5697 0 646.0697 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -134661 392800 -577796 -724277 -308369 -582025

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": 1559606400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758850820594,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 40,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 125,
            "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": [
        [
            347878.5818790017,
            380658.8567923266,
            -32780.2749133249,
            -110077.3692261367,
            33524.4622756388,
            -143601.8315017756
        ],
        [
            347.878582,
            380.658857,
            -32.780275,
            -110.077369,
            33.524462,
            -143.601832
        ],
        [
            0.182853,
            0.200083,
            -0.01723,
            0,
            0.015198,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -223837,
            -145784,
            -153390,
            -578081,
            -292357,
            -328497
        ],
        [
            1.421357,
            1.907969,
            0.919335,
            0.874455,
            1.079849,
            0.685736
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            40,
            18,
            22,
            32,
            17,
            15
        ],
        [
            24,
            14,
            10,
            32,
            15,
            17
        ],
        [
            62.5,
            56.25,
            68.75,
            50,
            53.125,
            46.875
        ],
        [
            0.852814,
            1.483976,
            0.417879,
            0.874455,
            0.952808,
            0.777167
        ],
        [
            287359,
            287359,
            46836,
            156006,
            156006,
            151510
        ],
        [
            -127960,
            -55596,
            -127960,
            -292671,
            -246278,
            -292671
        ],
        [
            57,
            46,
            67,
            57,
            46,
            67
        ],
        [
            47,
            32,
            60,
            51,
            47,
            57
        ],
        [
            72,
            63,
            84,
            62,
            44,
            77
        ],
        [
            3649,
            1474,
            2175,
            3649,
            1474,
            2175
        ],
        [
            513.069683,
            0,
            552.569683,
            0,
            646.069683,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134661,
            392800,
            -577796,
            -724277,
            -308369,
            -582025
        ]
    ]
}
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": 1559606400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758850820594,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 40,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 125,
            "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)