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Trade: OMG/USDT/720/SSF/MIDPRICE/7779

Strategy
OMG/USDT/720/SSF/MIDPRICE/7779
Pair
OMG_USDT
Interval
12h
Score
302468
Daily Profit
0.259675
Profit Factor
1.735990
Profitability
41.509434
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-03 01:35
Expiration Time
2024-08-13 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 494030.9254 363062.2214 130968.704 469508.9229 1501217.3788 -1031708.4559
Total P&L (%) 494.0309 363.0622 130.9687 469.5089 1501.2174 -1031.7085
Avg Daily Profit (%) 0.2597 0.1908 0.0688 0.0915 0.1459 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149654 -185994 -84165 -2668932 -2269665 -1834666
Profit Factor 1.736 1.9374 1.4612 1.0684 1.4129 0.6804
Total Trades 106 53 53 106 53 53
Winning Trades 44 23 21 44 23 21
Losing Trades 62 30 32 62 30 32
Profitability (%) 41.5094 43.3962 39.6226 41.5094 43.3962 39.6226
Ratio Avg Win / Avg Loss 2.4462 2.5271 2.2266 1.5055 1.8429 1.0368
Largest Winning Trade 151616 151616 53359 1503976 1503976 479127
Largest Losing Trade -38646 -38646 -28134 -669227 -660625 -669227
Avg Bars in Trades 35 33 37 35 33 37
Avg Bars in Winners 57 51 63 57 51 63
Avg Bars in Losers 19 19 19 19 19 19
Bars Traded 3736 1765 1971 3736 1765 1971
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302468 -171401 -282930 -218023 -178621 -763202
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1554724800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759444539085,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 75,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 12,
            "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": [
        [
            494030.9254359176,
            363062.2213935526,
            130968.704042365,
            469508.9229262045,
            1501217.3788070586,
            -1031708.4558808538
        ],
        [
            494.030925,
            363.062221,
            130.968704,
            469.508923,
            1501.217379,
            -1031.708456
        ],
        [
            0.259675,
            0.190834,
            0.06884,
            0.09148,
            0.14588,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149654,
            -185994,
            -84165,
            -2668932,
            -2269665,
            -1834666
        ],
        [
            1.73599,
            1.937441,
            1.461229,
            1.068405,
            1.412923,
            0.680393
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            41.509434,
            43.396226,
            39.622642,
            41.509434,
            43.396226,
            39.622642
        ],
        [
            2.446167,
            2.527096,
            2.226634,
            1.50548,
            1.842943,
            1.036789
        ],
        [
            151616,
            151616,
            53359,
            1503976,
            1503976,
            479127
        ],
        [
            -38646,
            -38646,
            -28134,
            -669227,
            -660625,
            -669227
        ],
        [
            35,
            33,
            37,
            35,
            33,
            37
        ],
        [
            57,
            51,
            63,
            57,
            51,
            63
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            3736,
            1765,
            1971,
            3736,
            1765,
            1971
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302468,
            -171401,
            -282930,
            -218023,
            -178621,
            -763202
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1554724800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759444539085,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 75,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 12,
            "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)