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Trade: OMG/USDT/120/T3/SMA/3840

Strategy
OMG/USDT/120/T3/SMA/3840
Pair
OMG_USDT
Interval
2h
Score
461800
Daily Profit
0.175764
Profit Factor
3.047965
Profitability
47.727273
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 23:55
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 388686.6314 348959.2714 39727.36 5169.5031 1613901.6195 -1608732.1164
Total P&L (%) 388.6866 348.9593 39.7274 5.1695 1613.9016 -1608.7321
Avg Daily Profit (%) 0.2402 0.2157 0.0246 0.0031 0.1758 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -291067 -199683 -155203 -3455174 -616764 -2971994
Profit Factor 1.5228 2.0213 1.0989 1.0012 3.048 0.527
Total Trades 88 44 44 88 44 44
Winning Trades 39 21 18 39 21 18
Losing Trades 49 23 26 49 23 26
Profitability (%) 44.3182 47.7273 40.9091 44.3182 47.7273 40.9091
Ratio Avg Win / Avg Loss 1.9133 2.2138 1.5873 1.258 3.3382 0.7612
Largest Winning Trade 183621 183621 51335 1030799 666411 1030799
Largest Losing Trade -62996 -47456 -62996 -2070469 -221017 -2070469
Avg Bars in Trades 213 252 174 213 252 174
Avg Bars in Winners 300 303 297 300 303 297
Avg Bars in Losers 144 206 90 144 206 90
Bars Traded 18800 11106 7694 18800 11106 7694
Profit Streak 0 0 654.1217 0 0 654.1217
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307693 387757 -275475 -575575 461800 -583297
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580385600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759092910860,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 164,
            "offset": 0,
            "a": 0.60096
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 231,
            "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": [
        [
            388686.6314491074,
            348959.2714177499,
            39727.3600313576,
            5169.5031173003,
            1613901.6194779614,
            -1608732.1163606604
        ],
        [
            388.686631,
            348.959271,
            39.72736,
            5.169503,
            1613.901619,
            -1608.732116
        ],
        [
            0.240227,
            0.215673,
            0.024553,
            0.003115,
            0.175764,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -291067,
            -199683,
            -155203,
            -3455174,
            -616764,
            -2971994
        ],
        [
            1.522839,
            2.021333,
            1.098887,
            1.001234,
            3.047965,
            0.526984
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            44.318182,
            47.727273,
            40.909091,
            44.318182,
            47.727273,
            40.909091
        ],
        [
            1.91331,
            2.213841,
            1.587281,
            1.257961,
            3.338248,
            0.7612
        ],
        [
            183621,
            183621,
            51335,
            1030799,
            666411,
            1030799
        ],
        [
            -62996,
            -47456,
            -62996,
            -2070469,
            -221017,
            -2070469
        ],
        [
            213,
            252,
            174,
            213,
            252,
            174
        ],
        [
            300,
            303,
            297,
            300,
            303,
            297
        ],
        [
            144,
            206,
            90,
            144,
            206,
            90
        ],
        [
            18800,
            11106,
            7694,
            18800,
            11106,
            7694
        ],
        [
            0,
            0,
            654.121653,
            0,
            0,
            654.121653
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307693,
            387757,
            -275475,
            -575575,
            461800,
            -583297
        ]
    ]
}
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": 1580385600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759092910860,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 164,
            "offset": 0,
            "a": 0.60096
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 231,
            "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)