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Trade: OMG/USDT/360/BBM/LINREG/4688

Strategy
OMG/USDT/360/BBM/LINREG/4688
Pair
OMG_USDT
Interval
6h
Score
309064
Daily Profit
0.359937
Profit Factor
1.840056
Profitability
35.028249
Streak
507.985681
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-07 08:39
Expiration Time
2024-08-13 04:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 684600.7269 497791.7084 186809.0184 2903163.333 978146.3889 1925016.9441
Total P&L (%) 684.6007 497.7917 186.809 2903.1633 978.1464 1925.0169
Avg Daily Profit (%) 0.3599 0.2617 0.0982 0.179 0.1251 0.1583
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124884 -141379 -130351 -2689265 -3627228 -1009939
Profit Factor 1.8401 2.1516 1.4881 1.2455 1.1421 1.3897
Total Trades 177 89 88 177 89 88
Winning Trades 62 29 33 62 29 33
Losing Trades 115 60 55 115 60 55
Profitability (%) 35.0282 32.5843 37.5 35.0282 32.5843 37.5
Ratio Avg Win / Avg Loss 3.413 4.4516 2.4802 2.3102 2.3629 2.3161
Largest Winning Trade 165516 165516 56447 1347408 1347408 1143776
Largest Losing Trade -22555 -22555 -21520 -525876 -525876 -460979
Avg Bars in Trades 41 37 46 41 37 46
Avg Bars in Winners 84 78 89 84 78 89
Avg Bars in Losers 18 17 20 18 17 20
Bars Traded 7418 3352 4065 7418 3352 4065
Profit Streak 507.9857 512.9857 0 507.9857 512.9857 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 309064 206513 -64685 158741 -95219 152786
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1555610400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759815562872,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 64,
            "offset": 0,
            "std": 2.43055
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 22,
            "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": [
        [
            684600.7268857992,
            497791.7084391458,
            186809.0184466531,
            2903163.333000476,
            978146.3888649943,
            1925016.9441354824
        ],
        [
            684.600727,
            497.791708,
            186.809018,
            2903.163333,
            978.146389,
            1925.016944
        ],
        [
            0.359937,
            0.26172,
            0.098217,
            0.179038,
            0.125095,
            0.158283
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124884,
            -141379,
            -130351,
            -2689265,
            -3627228,
            -1009939
        ],
        [
            1.840056,
            2.151628,
            1.48814,
            1.245525,
            1.142089,
            1.389661
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            62,
            29,
            33,
            62,
            29,
            33
        ],
        [
            115,
            60,
            55,
            115,
            60,
            55
        ],
        [
            35.028249,
            32.58427,
            37.5,
            35.028249,
            32.58427,
            37.5
        ],
        [
            3.413008,
            4.451645,
            2.480233,
            2.310249,
            2.362942,
            2.316101
        ],
        [
            165516,
            165516,
            56447,
            1347408,
            1347408,
            1143776
        ],
        [
            -22555,
            -22555,
            -21520,
            -525876,
            -525876,
            -460979
        ],
        [
            41,
            37,
            46,
            41,
            37,
            46
        ],
        [
            84,
            78,
            89,
            84,
            78,
            89
        ],
        [
            18,
            17,
            20,
            18,
            17,
            20
        ],
        [
            7418,
            3352,
            4065,
            7418,
            3352,
            4065
        ],
        [
            507.985681,
            512.985681,
            0,
            507.985681,
            512.985681,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309064,
            206513,
            -64685,
            158741,
            -95219,
            152786
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1555610400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759815562872,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 64,
            "offset": 0,
            "std": 2.43055
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 22,
            "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)