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Trade: OMG/USDT/120/BBL/JMA/4251

Strategy
OMG/USDT/120/BBL/JMA/4251
Pair
OMG_USDT
Interval
2h
Score
376031
Daily Profit
0.257912
Profit Factor
1.513270
Profitability
50.442478
Streak
475.998823
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 16:58
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 417301.1662 428933.2297 -11632.0634 -63674.0384 176629.974 -240304.0125
Total P&L (%) 417.3012 428.9332 -11.6321 -63.674 176.63 -240.304
Avg Daily Profit (%) 0.2579 0.2651 -0.0072 -0.0626 0.0629 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -217959 -230143 -53870 -993310 -945286 -328923
Profit Factor 1.5133 1.6921 0.9398 0.9752 1.0955 0.6667
Total Trades 113 56 57 113 56 57
Winning Trades 57 24 33 57 24 33
Losing Trades 56 32 24 56 32 24
Profitability (%) 50.4425 42.8571 57.8947 50.4425 42.8571 57.8947
Ratio Avg Win / Avg Loss 1.4867 2.2561 0.6835 0.9581 1.4606 0.4849
Largest Winning Trade 244411 244411 14546 710301 710301 77075
Largest Losing Trade -51131 -51131 -32254 -499380 -499380 -247261
Avg Bars in Trades 166 295 39 166 295 39
Avg Bars in Winners 194 414 34 194 414 34
Avg Bars in Losers 137 205 46 137 205 46
Bars Traded 18779 16520 2259 18779 16520 2259
Profit Streak 475.9988 0 493.6655 475.9988 0 493.6655
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376031 -171449 -759225 -579835 -407290 -759225

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579975200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758895098292,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 195,
            "offset": 0,
            "std": 1.45063
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 174,
            "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": [
        [
            417301.166249037,
            428933.2296960636,
            -11632.0634470267,
            -63674.0384367919,
            176629.9740146765,
            -240304.0124514685
        ],
        [
            417.301166,
            428.93323,
            -11.632063,
            -63.674038,
            176.629974,
            -240.304012
        ],
        [
            0.257912,
            0.265101,
            -0.007189,
            -0.062566,
            0.062907,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -217959,
            -230143,
            -53870,
            -993310,
            -945286,
            -328923
        ],
        [
            1.51327,
            1.692112,
            0.939817,
            0.975238,
            1.095455,
            0.666719
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            57,
            24,
            33,
            57,
            24,
            33
        ],
        [
            56,
            32,
            24,
            56,
            32,
            24
        ],
        [
            50.442478,
            42.857143,
            57.894737,
            50.442478,
            42.857143,
            57.894737
        ],
        [
            1.486721,
            2.256149,
            0.683504,
            0.958128,
            1.460607,
            0.484887
        ],
        [
            244411,
            244411,
            14546,
            710301,
            710301,
            77075
        ],
        [
            -51131,
            -51131,
            -32254,
            -499380,
            -499380,
            -247261
        ],
        [
            166,
            295,
            39,
            166,
            295,
            39
        ],
        [
            194,
            414,
            34,
            194,
            414,
            34
        ],
        [
            137,
            205,
            46,
            137,
            205,
            46
        ],
        [
            18779,
            16520,
            2259,
            18779,
            16520,
            2259
        ],
        [
            475.998823,
            0,
            493.665489,
            475.998823,
            0,
            493.665489
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376031,
            -171449,
            -759225,
            -579835,
            -407290,
            -759225
        ]
    ]
}
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": 1579975200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758895098292,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 195,
            "offset": 0,
            "std": 1.45063
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 174,
            "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)