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Trade: OMG/USDT/120/BBM/WMA/7928

Strategy
OMG/USDT/120/BBM/WMA/7928
Pair
OMG_USDT
Interval
2h
Score
454502
Daily Profit
0.464297
Profit Factor
2.086762
Profitability
42.073171
Streak
504.164842
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-05 04:57
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 751233.1361 556465.2226 194767.9134 6651487.1263 3597806.9293 3053680.197
Total P&L (%) 751.2331 556.4652 194.7679 6651.4871 3597.8069 3053.6802
Avg Daily Profit (%) 0.4643 0.3439 0.1204 0.2607 0.2234 0.2135
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118636 -139985 -71729 -6609431 -5596987 -1622816
Profit Factor 2.0868 2.5205 1.5988 1.3791 1.3069 1.5244
Total Trades 164 82 82 164 82 82
Winning Trades 69 30 39 69 30 39
Losing Trades 95 52 43 95 52 43
Profitability (%) 42.0732 36.5854 47.561 42.0732 36.5854 47.561
Ratio Avg Win / Avg Loss 2.8731 4.3688 1.7628 1.8987 2.2653 1.6807
Largest Winning Trade 200316 200316 54756 5218248 5218248 1103388
Largest Losing Trade -33486 -24015 -33486 -2498833 -2498833 -765388
Avg Bars in Trades 116 115 117 116 115 117
Avg Bars in Winners 188 199 180 188 199 180
Avg Bars in Losers 63 66 60 63 66 60
Bars Traded 19070 9438 9632 19070 9438 9632
Profit Streak 504.1648 510.4148 0 504.1648 510.4148 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 454502 179340 -34690 309427 13818 191258
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579644000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759629442317,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 128,
            "offset": 0,
            "std": 2.56435
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 127,
            "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": [
        [
            751233.1360755773,
            556465.2226264891,
            194767.9134490886,
            6651487.1262990115,
            3597806.9292741916,
            3053680.1970248204
        ],
        [
            751.233136,
            556.465223,
            194.767913,
            6651.487126,
            3597.806929,
            3053.680197
        ],
        [
            0.464297,
            0.343922,
            0.120376,
            0.260682,
            0.223384,
            0.213525
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118636,
            -139985,
            -71729,
            -6609431,
            -5596987,
            -1622816
        ],
        [
            2.086762,
            2.520463,
            1.598781,
            1.379059,
            1.306883,
            1.524355
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            69,
            30,
            39,
            69,
            30,
            39
        ],
        [
            95,
            52,
            43,
            95,
            52,
            43
        ],
        [
            42.073171,
            36.585366,
            47.560976,
            42.073171,
            36.585366,
            47.560976
        ],
        [
            2.873078,
            4.368802,
            1.762758,
            1.898704,
            2.265265,
            1.680699
        ],
        [
            200316,
            200316,
            54756,
            5218248,
            5218248,
            1103388
        ],
        [
            -33486,
            -24015,
            -33486,
            -2498833,
            -2498833,
            -765388
        ],
        [
            116,
            115,
            117,
            116,
            115,
            117
        ],
        [
            188,
            199,
            180,
            188,
            199,
            180
        ],
        [
            63,
            66,
            60,
            63,
            66,
            60
        ],
        [
            19070,
            9438,
            9632,
            19070,
            9438,
            9632
        ],
        [
            504.164842,
            510.414842,
            0,
            504.164842,
            510.414842,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454502,
            179340,
            -34690,
            309427,
            13818,
            191258
        ]
    ]
}
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": 1579644000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759629442317,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 128,
            "offset": 0,
            "std": 2.56435
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 127,
            "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)