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Trade: OMG/USDT/120/BBL/DEMA/9644

Strategy
OMG/USDT/120/BBL/DEMA/9644
Pair
OMG_USDT
Interval
2h
Score
504307
Daily Profit
0.308817
Profit Factor
1.612389
Profitability
58.139535
Streak
508.391581
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 06:23
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 499665.407 421782.4863 77882.9208 296442.3715 -79029.1496 375471.5211
Total P&L (%) 499.6654 421.7825 77.8829 296.4424 -79.0292 375.4715
Avg Daily Profit (%) 0.3088 0.2607 0.0481 0.0852 -0.0965 0.0964
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114990 -179836 -62323 -701955 -1027970 -182600
Profit Factor 1.6124 1.7232 1.3347 1.1052 0.9642 1.6138
Total Trades 215 107 108 215 107 108
Winning Trades 125 63 62 125 63 62
Losing Trades 90 44 46 90 44 46
Profitability (%) 58.1395 58.8785 57.4074 58.1395 58.8785 57.4074
Ratio Avg Win / Avg Loss 1.1609 1.2035 0.9902 0.7958 0.6734 1.1974
Largest Winning Trade 300315 300315 17006 568998 568998 64809
Largest Losing Trade -48465 -48465 -27664 -364183 -364183 -72133
Avg Bars in Trades 87 159 17 87 159 17
Avg Bars in Winners 75 129 20 75 129 20
Avg Bars in Losers 105 201 13 105 201 13
Bars Traded 18912 17050 1862 18912 17050 1862
Profit Streak 508.3916 508.3916 508.9749 508.3916 508.3916 508.9749
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 504307 423375 -128065 -182197 -579312 -60387
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": 1759980232589,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 191,
            "offset": 0,
            "std": 2.75776
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 164,
            "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": [
        [
            499665.4070181004,
            421782.4862577608,
            77882.9207603399,
            296442.3714814774,
            -79029.1495772315,
            375471.5210587085
        ],
        [
            499.665407,
            421.782486,
            77.882921,
            296.442371,
            -79.02915,
            375.471521
        ],
        [
            0.308817,
            0.260681,
            0.048135,
            0.085164,
            -0.096495,
            0.096408
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114990,
            -179836,
            -62323,
            -701955,
            -1027970,
            -182600
        ],
        [
            1.612389,
            1.723195,
            1.334681,
            1.105213,
            0.964173,
            1.613829
        ],
        [
            215,
            107,
            108,
            215,
            107,
            108
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            90,
            44,
            46,
            90,
            44,
            46
        ],
        [
            58.139535,
            58.878505,
            57.407407,
            58.139535,
            58.878505,
            57.407407
        ],
        [
            1.16092,
            1.203501,
            0.990247,
            0.795753,
            0.673391,
            1.197357
        ],
        [
            300315,
            300315,
            17006,
            568998,
            568998,
            64809
        ],
        [
            -48465,
            -48465,
            -27664,
            -364183,
            -364183,
            -72133
        ],
        [
            87,
            159,
            17,
            87,
            159,
            17
        ],
        [
            75,
            129,
            20,
            75,
            129,
            20
        ],
        [
            105,
            201,
            13,
            105,
            201,
            13
        ],
        [
            18912,
            17050,
            1862,
            18912,
            17050,
            1862
        ],
        [
            508.391581,
            508.391581,
            508.974914,
            508.391581,
            508.391581,
            508.974914
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            504307,
            423375,
            -128065,
            -182197,
            -579312,
            -60387
        ]
    ]
}
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": 1759980232589,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 191,
            "offset": 0,
            "std": 2.75776
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 164,
            "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)