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Trade: OMG/USDT/120/ALMA/SSF/1763

Strategy
OMG/USDT/120/ALMA/SSF/1763
Pair
OMG_USDT
Interval
2h
Score
519225
Daily Profit
0.490270
Profit Factor
2.244154
Profitability
46.721311
Streak
503.238278
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-04 08:43
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 793257.3163 631519.5407 161737.7756 2611537.5914 1191602.5811 1419935.0104
Total P&L (%) 793.2573 631.5195 161.7378 2611.5376 1191.6026 1419.935
Avg Daily Profit (%) 0.4903 0.3903 0.1 0.2042 0.1583 0.1683
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131627 -154276 -155772 -944517 -1122118 -441467
Profit Factor 2.2442 2.9593 1.513 1.674 1.4918 1.9783
Total Trades 122 61 61 122 61 61
Winning Trades 57 26 31 57 26 31
Losing Trades 65 35 30 65 35 30
Profitability (%) 46.7213 42.623 50.8197 46.7213 42.623 50.8197
Ratio Avg Win / Avg Loss 2.5591 3.9836 1.4642 1.909 2.0082 1.9145
Largest Winning Trade 291034 291034 53375 1200323 1200323 826990
Largest Losing Trade -60590 -24272 -60590 -354487 -354487 -257536
Avg Bars in Trades 156 150 162 156 150 162
Avg Bars in Winners 247 264 233 247 264 233
Avg Bars in Losers 76 65 88 76 65 88
Bars Traded 19056 9161 9895 19056 9161 9895
Profit Streak 503.2383 508.2383 0 503.2383 508.2383 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 519225 -148927 -219712 391587 -154194 -150048
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579903200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759556587262,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 69,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            793257.316291243,
            631519.5407256989,
            161737.7755655439,
            2611537.5914319833,
            1191602.5810643216,
            1419935.010367661
        ],
        [
            793.257316,
            631.519541,
            161.737776,
            2611.537591,
            1191.602581,
            1419.93501
        ],
        [
            0.49027,
            0.390309,
            0.099962,
            0.20417,
            0.15825,
            0.168328
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131627,
            -154276,
            -155772,
            -944517,
            -1122118,
            -441467
        ],
        [
            2.244154,
            2.959274,
            1.513022,
            1.674045,
            1.491781,
            1.978329
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            65,
            35,
            30,
            65,
            35,
            30
        ],
        [
            46.721311,
            42.622951,
            50.819672,
            46.721311,
            42.622951,
            50.819672
        ],
        [
            2.559123,
            3.983639,
            1.464215,
            1.908999,
            2.008166,
            1.914512
        ],
        [
            291034,
            291034,
            53375,
            1200323,
            1200323,
            826990
        ],
        [
            -60590,
            -24272,
            -60590,
            -354487,
            -354487,
            -257536
        ],
        [
            156,
            150,
            162,
            156,
            150,
            162
        ],
        [
            247,
            264,
            233,
            247,
            264,
            233
        ],
        [
            76,
            65,
            88,
            76,
            65,
            88
        ],
        [
            19056,
            9161,
            9895,
            19056,
            9161,
            9895
        ],
        [
            503.238278,
            508.238278,
            0,
            503.238278,
            508.238278,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            519225,
            -148927,
            -219712,
            391587,
            -154194,
            -150048
        ]
    ]
}
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": 1579903200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759556587262,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 69,
            "offset": 0,
            "poles": 3
        }
    }
}

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)