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Trade: OMG/USDT/120/SMA/T3/1533

Strategy
OMG/USDT/120/SMA/T3/1533
Pair
OMG_USDT
Interval
2h
Score
312343
Daily Profit
0.226864
Profit Factor
1.336175
Profitability
43.750000
Streak
505.398861
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-05 14:34
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 367066.3628 337820.9159 29245.4469 66500.9928 115648.6762 -49147.6834
Total P&L (%) 367.0664 337.8209 29.2454 66.501 115.6487 -49.1477
Avg Daily Profit (%) 0.2269 0.2088 0.0181 0.0315 0.0475 -0.0418
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202319 -176488 -132660 -852918 -844309 -532335
Profit Factor 1.3362 1.6314 1.0525 1.0169 1.0592 0.9753
Total Trades 240 120 120 240 120 120
Winning Trades 105 45 60 105 45 60
Losing Trades 135 75 60 135 75 60
Profitability (%) 43.75 37.5 50 43.75 37.5 50
Ratio Avg Win / Avg Loss 1.7179 2.719 1.0525 1.3074 1.7653 0.9753
Largest Winning Trade 177979 177979 52155 319011 217767 319011
Largest Losing Trade -51544 -29464 -51544 -306396 -177709 -306396
Avg Bars in Trades 79 77 81 79 77 81
Avg Bars in Winners 112 116 109 112 116 109
Avg Bars in Losers 53 53 53 53 53 53
Bars Traded 19070 9280 9790 19070 9280 9790
Profit Streak 505.3989 511.0655 0 505.3989 511.0655 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 312343 225817 -334875 -353568 -288264 -581013
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579384800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759664061639,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 33,
            "offset": 0,
            "a": 0.65691
        }
    }
}
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": [
        [
            367066.3628294939,
            337820.9159462153,
            29245.4468832781,
            66500.9928355786,
            115648.6762195727,
            -49147.6833839942
        ],
        [
            367.066363,
            337.820916,
            29.245447,
            66.500993,
            115.648676,
            -49.147683
        ],
        [
            0.226864,
            0.208789,
            0.018075,
            0.031515,
            0.047507,
            -0.041786
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202319,
            -176488,
            -132660,
            -852918,
            -844309,
            -532335
        ],
        [
            1.336175,
            1.631388,
            1.05252,
            1.016881,
            1.059207,
            0.975254
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            105,
            45,
            60,
            105,
            45,
            60
        ],
        [
            135,
            75,
            60,
            135,
            75,
            60
        ],
        [
            43.75,
            37.5,
            50,
            43.75,
            37.5,
            50
        ],
        [
            1.71794,
            2.71898,
            1.05252,
            1.307419,
            1.765346,
            0.975254
        ],
        [
            177979,
            177979,
            52155,
            319011,
            217767,
            319011
        ],
        [
            -51544,
            -29464,
            -51544,
            -306396,
            -177709,
            -306396
        ],
        [
            79,
            77,
            81,
            79,
            77,
            81
        ],
        [
            112,
            116,
            109,
            112,
            116,
            109
        ],
        [
            53,
            53,
            53,
            53,
            53,
            53
        ],
        [
            19070,
            9280,
            9790,
            19070,
            9280,
            9790
        ],
        [
            505.398861,
            511.065528,
            0,
            505.398862,
            511.065528,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312343,
            225817,
            -334875,
            -353568,
            -288264,
            -581013
        ]
    ]
}
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": 1579384800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759664061639,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 33,
            "offset": 0,
            "a": 0.65691
        }
    }
}

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)