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Trade: OMG/USDT/120/BBL/SMA/1586

Strategy
OMG/USDT/120/BBL/SMA/1586
Pair
OMG_USDT
Interval
2h
Score
337679
Daily Profit
0.189013
Profit Factor
1.438668
Profitability
60.000000
Streak
491.650734
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-30 04:37
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 305823.6646 306627.53 -803.8654 -28403.0863 -125874.4175 97471.3313
Total P&L (%) 305.8237 306.6275 -0.8039 -28.4031 -125.8744 97.4713
Avg Daily Profit (%) 0.189 0.1895 -0.0005 -0.0206 0 0.0421
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162958 -183121 -43455 -928005 -962324 -169213
Profit Factor 1.4387 1.6605 0.9965 0.9863 0.9204 1.2008
Total Trades 125 62 63 125 62 63
Winning Trades 75 40 35 75 40 35
Losing Trades 50 22 28 50 22 28
Profitability (%) 60 64.5161 55.5556 60 64.5161 55.5556
Ratio Avg Win / Avg Loss 0.9591 0.9133 0.7972 0.6575 0.5062 0.9607
Largest Winning Trade 94397 94397 25651 417529 417529 82677
Largest Losing Trade -70586 -70586 -20074 -490572 -490572 -75312
Avg Bars in Trades 151 278 26 151 278 26
Avg Bars in Winners 83 135 23 83 135 23
Avg Bars in Losers 253 537 30 253 537 30
Bars Traded 18923 17245 1678 18923 17245 1678
Profit Streak 491.6507 494.0674 491.6507 491.6507 494.0674 491.6507
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337679 -143815 -725876 -578189 -732492 -284010
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580342400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759196223421,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 41,
            "offset": 0,
            "std": 3.95911
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 225,
            "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": [
        [
            305823.664621126,
            306627.5300070076,
            -803.8653858818,
            -28403.0862592657,
            -125874.4175283753,
            97471.3312691094
        ],
        [
            305.823665,
            306.62753,
            -0.803865,
            -28.403086,
            -125.874418,
            97.471331
        ],
        [
            0.189013,
            0.18951,
            -0.000497,
            -0.020648,
            0,
            0.042062
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162958,
            -183121,
            -43455,
            -928005,
            -962324,
            -169213
        ],
        [
            1.438668,
            1.660526,
            0.996549,
            0.986255,
            0.920388,
            1.200837
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            75,
            40,
            35,
            75,
            40,
            35
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            60,
            64.516129,
            55.555556,
            60,
            64.516129,
            55.555556
        ],
        [
            0.959112,
            0.91329,
            0.797239,
            0.657503,
            0.506214,
            0.960669
        ],
        [
            94397,
            94397,
            25651,
            417529,
            417529,
            82677
        ],
        [
            -70586,
            -70586,
            -20074,
            -490572,
            -490572,
            -75312
        ],
        [
            151,
            278,
            26,
            151,
            278,
            26
        ],
        [
            83,
            135,
            23,
            83,
            135,
            23
        ],
        [
            253,
            537,
            30,
            253,
            537,
            30
        ],
        [
            18923,
            17245,
            1678,
            18923,
            17245,
            1678
        ],
        [
            491.650734,
            494.067401,
            491.650734,
            491.650734,
            494.067401,
            491.650734
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337679,
            -143815,
            -725876,
            -578189,
            -732492,
            -284010
        ]
    ]
}
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": 1580342400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759196223421,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 41,
            "offset": 0,
            "std": 3.95911
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 225,
            "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)