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Trade: OMG/USDT/240/SSF/HMA/2856

Strategy
OMG/USDT/240/SSF/HMA/2856
Pair
OMG_USDT
Interval
4h
Score
433060
Daily Profit
0.362934
Profit Factor
1.991705
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-09-28 07:42
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 690057.5177 512377.1775 177680.3402 1591067.6867 662483.9726 928583.7142
Total P&L (%) 690.0575 512.3772 177.6803 1591.0677 662.484 928.5837
Avg Daily Profit (%) 0.3629 0.2695 0.0935 0.1488 0.1069 0.1227
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117330 -145374 -121436 -1213765 -1227027 -367025
Profit Factor 1.9917 2.4767 1.5093 1.3438 1.2369 1.507
Total Trades 117 59 58 117 59 58
Winning Trades 54 24 30 54 24 30
Losing Trades 63 35 28 63 35 28
Profitability (%) 46.1538 40.678 51.7241 46.1538 40.678 51.7241
Ratio Avg Win / Avg Loss 2.3237 3.6118 1.4087 1.5678 1.8038 1.4065
Largest Winning Trade 266244 266244 60169 1102763 1102763 634012
Largest Losing Trade -41811 -35994 -41811 -531221 -531221 -234099
Avg Bars in Trades 95 87 102 95 87 102
Avg Bars in Winners 155 157 153 155 157 153
Avg Bars in Losers 43 39 47 43 39 47
Bars Traded 11115 5174 5941 11115 5174 5941
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 433060 -167231 -246673 228576 -229631 -207324
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": 1556208000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759034561361,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 141,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 126,
            "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": [
        [
            690057.5177281555,
            512377.1775263125,
            177680.3402018431,
            1591067.6867483724,
            662483.9725687675,
            928583.7141796042
        ],
        [
            690.057518,
            512.377178,
            177.68034,
            1591.067687,
            662.483973,
            928.583714
        ],
        [
            0.362934,
            0.269484,
            0.093451,
            0.148846,
            0.106899,
            0.122661
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117330,
            -145374,
            -121436,
            -1213765,
            -1227027,
            -367025
        ],
        [
            1.991705,
            2.476677,
            1.509332,
            1.343812,
            1.236919,
            1.507012
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            63,
            35,
            28,
            63,
            35,
            28
        ],
        [
            46.153846,
            40.677966,
            51.724138,
            46.153846,
            40.677966,
            51.724138
        ],
        [
            2.323656,
            3.611821,
            1.40871,
            1.567781,
            1.80384,
            1.406545
        ],
        [
            266244,
            266244,
            60169,
            1102763,
            1102763,
            634012
        ],
        [
            -41811,
            -35994,
            -41811,
            -531221,
            -531221,
            -234099
        ],
        [
            95,
            87,
            102,
            95,
            87,
            102
        ],
        [
            155,
            157,
            153,
            155,
            157,
            153
        ],
        [
            43,
            39,
            47,
            43,
            39,
            47
        ],
        [
            11115,
            5174,
            5941,
            11115,
            5174,
            5941
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433060,
            -167231,
            -246673,
            228576,
            -229631,
            -207324
        ]
    ]
}
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": 1556208000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759034561361,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 141,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 126,
            "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)