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Trade: OMG/USDT/240/SSF/SWMA/6707

Strategy
OMG/USDT/240/SSF/SWMA/6707
Pair
OMG_USDT
Interval
4h
Score
328434
Daily Profit
0.261591
Profit Factor
1.430474
Profitability
43.137255
Streak
497.796139
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-09-28 22:06
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 497370.7568 407794.4079 89576.3489 153987.6812 190842.1722 -36854.491
Total P&L (%) 497.3708 407.7944 89.5763 153.9877 190.8422 -36.8545
Avg Daily Profit (%) 0.2616 0.2145 0.0471 0.049 0.0562 -0.0242
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161166 -156693 -148181 -519611 -388015 -390398
Profit Factor 1.4305 1.6547 1.1682 1.0604 1.1358 0.9678
Total Trades 204 102 102 204 102 102
Winning Trades 88 42 46 88 42 46
Losing Trades 116 60 56 116 60 56
Profitability (%) 43.1373 41.1765 45.098 43.1373 41.1765 45.098
Ratio Avg Win / Avg Loss 1.8856 2.3639 1.4222 1.3978 1.6226 1.1781
Largest Winning Trade 228318 228318 44790 253984 253984 107920
Largest Losing Trade -39457 -38020 -39457 -126595 -100601 -126595
Avg Bars in Trades 55 55 55 55 55 55
Avg Bars in Winners 80 82 78 80 82 78
Avg Bars in Losers 35 36 35 35 36 35
Bars Traded 11256 5645 5611 11256 5645 5611
Profit Streak 497.7961 503.2961 0 497.7961 503.2961 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 328434 278971 -167678 -282499 -191083 -581300
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1554796800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759086386412,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 112,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 38,
            "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": [
        [
            497370.7568179546,
            407794.4079367209,
            89576.3488812343,
            153987.6811597444,
            190842.1722093786,
            -36854.491049634
        ],
        [
            497.370757,
            407.794408,
            89.576349,
            153.987681,
            190.842172,
            -36.854491
        ],
        [
            0.261591,
            0.214479,
            0.047112,
            0.049036,
            0.056166,
            -0.024176
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161166,
            -156693,
            -148181,
            -519611,
            -388015,
            -390398
        ],
        [
            1.430474,
            1.654707,
            1.168207,
            1.060427,
            1.1358,
            0.967756
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            88,
            42,
            46,
            88,
            42,
            46
        ],
        [
            116,
            60,
            56,
            116,
            60,
            56
        ],
        [
            43.137255,
            41.176471,
            45.098039,
            43.137255,
            41.176471,
            45.098039
        ],
        [
            1.885625,
            2.363868,
            1.422165,
            1.397836,
            1.622572,
            1.178138
        ],
        [
            228318,
            228318,
            44790,
            253984,
            253984,
            107920
        ],
        [
            -39457,
            -38020,
            -39457,
            -126595,
            -100601,
            -126595
        ],
        [
            55,
            55,
            55,
            55,
            55,
            55
        ],
        [
            80,
            82,
            78,
            80,
            82,
            78
        ],
        [
            35,
            36,
            35,
            35,
            36,
            35
        ],
        [
            11256,
            5645,
            5611,
            11256,
            5645,
            5611
        ],
        [
            497.796139,
            503.296139,
            0,
            497.796139,
            503.296139,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328434,
            278971,
            -167678,
            -282499,
            -191083,
            -581300
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1554796800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759086386412,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 112,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 38,
            "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)