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Trade: OMG/USDT/120/BBM/LINREG/5668

Strategy
OMG/USDT/120/BBM/LINREG/5668
Pair
OMG_USDT
Interval
2h
Score
398083
Daily Profit
0.409747
Profit Factor
1.878195
Profitability
40.384615
Streak
510.828670
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-11 18:53
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 662970.3705 506617.5735 156352.7969 2938338.2585 1637746.5564 1300591.7021
Total P&L (%) 662.9704 506.6176 156.3528 2938.3383 1637.7466 1300.5917
Avg Daily Profit (%) 0.4097 0.3131 0.0966 0.2112 0.1766 0.1633
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140386 -134151 -117582 -1543180 -1558160 -741595
Profit Factor 1.8782 2.3819 1.4027 1.4372 1.4082 1.4803
Total Trades 156 78 78 156 78 78
Winning Trades 63 28 35 63 28 35
Losing Trades 93 50 43 93 50 43
Profitability (%) 40.3846 35.8974 44.8718 40.3846 35.8974 44.8718
Ratio Avg Win / Avg Loss 2.7726 4.2534 1.7233 2.1216 2.5146 1.8186
Largest Winning Trade 191384 191384 54162 1747386 1747386 441374
Largest Losing Trade -36167 -21056 -36167 -617452 -617452 -334815
Avg Bars in Trades 122 119 124 122 119 124
Avg Bars in Winners 206 215 199 206 215 199
Avg Bars in Losers 65 66 63 65 66 63
Bars Traded 19071 9347 9724 19071 9347 9724
Profit Streak 510.8287 517.2453 0 510.8287 517.2453 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 398083 -25816 -98592 281857 -29664 -26432
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579694400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760197997069,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 135,
            "offset": 0,
            "std": 4.38473
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 117,
            "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": [
        [
            662970.370474379,
            506617.5735322845,
            156352.7969420945,
            2938338.258491889,
            1637746.5563694849,
            1300591.7021224047
        ],
        [
            662.97037,
            506.617574,
            156.352797,
            2938.338258,
            1637.746556,
            1300.591702
        ],
        [
            0.409747,
            0.313113,
            0.096633,
            0.211218,
            0.176619,
            0.163265
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140386,
            -134151,
            -117582,
            -1543180,
            -1558160,
            -741595
        ],
        [
            1.878195,
            2.381879,
            1.402651,
            1.437214,
            1.408158,
            1.480267
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            63,
            28,
            35,
            63,
            28,
            35
        ],
        [
            93,
            50,
            43,
            93,
            50,
            43
        ],
        [
            40.384615,
            35.897436,
            44.871795,
            40.384615,
            35.897436,
            44.871795
        ],
        [
            2.772574,
            4.253356,
            1.723257,
            2.121602,
            2.514568,
            1.818613
        ],
        [
            191384,
            191384,
            54162,
            1747386,
            1747386,
            441374
        ],
        [
            -36167,
            -21056,
            -36167,
            -617452,
            -617452,
            -334815
        ],
        [
            122,
            119,
            124,
            122,
            119,
            124
        ],
        [
            206,
            215,
            199,
            206,
            215,
            199
        ],
        [
            65,
            66,
            63,
            65,
            66,
            63
        ],
        [
            19071,
            9347,
            9724,
            19071,
            9347,
            9724
        ],
        [
            510.82867,
            517.245336,
            0,
            510.82867,
            517.245336,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398083,
            -25816,
            -98592,
            281857,
            -29664,
            -26432
        ]
    ]
}
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": 1579694400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760197997069,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 135,
            "offset": 0,
            "std": 4.38473
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 117,
            "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)