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Trade: OMG/USDT/480/SSF/SWMA/6070

Strategy
OMG/USDT/480/SSF/SWMA/6070
Pair
OMG_USDT
Interval
8h
Score
459291
Daily Profit
0.280537
Profit Factor
2.643658
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-02 17:24
Expiration Time
2024-08-13 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 625358.9849 533673.4809 91685.504 1678.8083 123297.5405 -121618.7323
Total P&L (%) 625.359 533.6735 91.6855 1.6788 123.2975 -121.6187
Avg Daily Profit (%) 0.3287 0.2805 0.0482 0.0009 0.0422 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -188315 -93026 -204434 -207093 -66681 -192617
Profit Factor 1.8332 2.6437 1.2153 1.0022 1.4069 0.7356
Total Trades 77 38 39 77 38 39
Winning Trades 40 18 22 40 18 22
Losing Trades 37 20 17 37 20 17
Profitability (%) 51.9481 47.3684 56.4103 51.9481 47.3684 56.4103
Ratio Avg Win / Avg Loss 1.6957 2.9374 0.9391 0.927 1.5633 0.5685
Largest Winning Trade 243651 243651 61011 100616 100616 60221
Largest Losing Trade -90903 -34700 -90903 -123065 -32517 -123065
Avg Bars in Trades 71 71 72 71 71 72
Avg Bars in Winners 71 70 71 71 70 71
Avg Bars in Losers 72 71 73 72 71 73
Bars Traded 5515 2698 2817 5515 2698 2817
Profit Streak 543.934 0 567.6007 543.934 0 567.6007
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -32824 459291 -129210 -622632 -135650 -579342
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557072000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759415098581,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 224,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 99,
            "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": [
        [
            625358.984895726,
            533673.4808655159,
            91685.50403021,
            1678.8082617747,
            123297.5405442518,
            -121618.7322824771
        ],
        [
            625.358985,
            533.673481,
            91.685504,
            1.678808,
            123.297541,
            -121.618732
        ],
        [
            0.328733,
            0.280537,
            0.048196,
            0.000875,
            0.042238,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -188315,
            -93026,
            -204434,
            -207093,
            -66681,
            -192617
        ],
        [
            1.8332,
            2.643658,
            1.215293,
            1.0022,
            1.406937,
            0.735648
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            51.948052,
            47.368421,
            56.410256,
            51.948052,
            47.368421,
            56.410256
        ],
        [
            1.69571,
            2.937398,
            0.93909,
            0.927035,
            1.563263,
            0.568455
        ],
        [
            243651,
            243651,
            61011,
            100616,
            100616,
            60221
        ],
        [
            -90903,
            -34700,
            -90903,
            -123065,
            -32517,
            -123065
        ],
        [
            71,
            71,
            72,
            71,
            71,
            72
        ],
        [
            71,
            70,
            71,
            71,
            70,
            71
        ],
        [
            72,
            71,
            73,
            72,
            71,
            73
        ],
        [
            5515,
            2698,
            2817,
            5515,
            2698,
            2817
        ],
        [
            543.934011,
            0,
            567.600678,
            543.934011,
            0,
            567.600678
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32824,
            459291,
            -129210,
            -622632,
            -135650,
            -579342
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557072000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759415098581,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 224,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 99,
            "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)