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Trade: OMG/USDT/240/SSF/SUPERTREND/5333

Strategy
OMG/USDT/240/SSF/SUPERTREND/5333
Pair
OMG_USDT
Interval
4h
Score
466127
Daily Profit
0.326533
Profit Factor
1.449599
Profitability
49.677419
Streak
537.813807
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-02 14:31
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 620846.2897 421609.3622 199236.9275 1618819.1454 277722.5997 1341096.5457
Total P&L (%) 620.8463 421.6094 199.2369 1618.8191 277.7226 1341.0965
Avg Daily Profit (%) 0.3265 0.2217 0.1048 0.1497 0.0699 0.1404
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115566 -127548 -118225 -595606 -629661 -214440
Profit Factor 1.4496 1.5538 1.3216 1.3429 1.0955 1.74
Total Trades 310 155 155 310 155 155
Winning Trades 154 79 75 154 79 75
Losing Trades 156 76 80 156 76 80
Profitability (%) 49.6774 50.9677 48.3871 49.6774 50.9677 48.3871
Ratio Avg Win / Avg Loss 1.4684 1.4948 1.4097 1.3604 1.0539 1.856
Largest Winning Trade 133046 133046 37946 472819 471121 472819
Largest Losing Trade -38683 -38683 -23908 -355838 -355838 -120596
Avg Bars in Trades 36 43 29 36 43 29
Avg Bars in Winners 43 48 39 43 48 39
Avg Bars in Losers 28 38 19 28 38 19
Bars Traded 11225 6728 4497 11225 6728 4497
Profit Streak 537.8138 537.8138 558.4805 537.8138 537.8138 558.4805
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466127 374682 -51631 374088 -214087 -621
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": 1555963200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759404712901,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 148,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 118,
            "offset": 0,
            "multiplier": 3.89003
        }
    }
}
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": [
        [
            620846.2896964457,
            421609.3622099846,
            199236.9274864613,
            1618819.1453653942,
            277722.5996823342,
            1341096.5456830603
        ],
        [
            620.84629,
            421.609362,
            199.236927,
            1618.819145,
            277.7226,
            1341.096546
        ],
        [
            0.326533,
            0.221744,
            0.104788,
            0.149703,
            0.069922,
            0.140421
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115566,
            -127548,
            -118225,
            -595606,
            -629661,
            -214440
        ],
        [
            1.449599,
            1.553819,
            1.321551,
            1.34294,
            1.095501,
            1.739971
        ],
        [
            310,
            155,
            155,
            310,
            155,
            155
        ],
        [
            154,
            79,
            75,
            154,
            79,
            75
        ],
        [
            156,
            76,
            80,
            156,
            76,
            80
        ],
        [
            49.677419,
            50.967742,
            48.387097,
            49.677419,
            50.967742,
            48.387097
        ],
        [
            1.468425,
            1.494813,
            1.409655,
            1.360381,
            1.0539,
            1.855969
        ],
        [
            133046,
            133046,
            37946,
            472819,
            471121,
            472819
        ],
        [
            -38683,
            -38683,
            -23908,
            -355838,
            -355838,
            -120596
        ],
        [
            36,
            43,
            29,
            36,
            43,
            29
        ],
        [
            43,
            48,
            39,
            43,
            48,
            39
        ],
        [
            28,
            38,
            19,
            28,
            38,
            19
        ],
        [
            11225,
            6728,
            4497,
            11225,
            6728,
            4497
        ],
        [
            537.813807,
            537.813807,
            558.480473,
            537.813807,
            537.813807,
            558.480473
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466127,
            374682,
            -51631,
            374088,
            -214087,
            -621
        ]
    ]
}
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": 1555963200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759404712901,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 148,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 118,
            "offset": 0,
            "multiplier": 3.89003
        }
    }
}

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)