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Trade: OMG/USDT/240/SSF/SMA/2386

Strategy
OMG/USDT/240/SSF/SMA/2386
Pair
OMG_USDT
Interval
4h
Score
479951
Daily Profit
0.381705
Profit Factor
2.140251
Profitability
48.333333
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-14 02:02
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 725747.9769 473386.7314 252361.2454 6178581.0876 2113085.2052 4065495.8823
Total P&L (%) 725.748 473.3867 252.3612 6178.5811 2113.0852 4065.4959
Avg Daily Profit (%) 0.3817 0.249 0.1327 0.218 0.163 0.1963
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119535 -108477 -81338 -2986471 -3367770 -747169
Profit Factor 2.1403 2.3956 1.8489 1.6797 1.3499 2.3323
Total Trades 120 60 60 120 60 60
Winning Trades 58 26 32 58 26 32
Losing Trades 62 34 28 62 34 28
Profitability (%) 48.3333 43.3333 53.3333 48.3333 43.3333 53.3333
Ratio Avg Win / Avg Loss 2.2879 3.1327 1.6178 1.7955 1.7653 2.0408
Largest Winning Trade 147151 147151 54977 3451400 3451400 2320072
Largest Losing Trade -30343 -29864 -30343 -1763465 -1763465 -747169
Avg Bars in Trades 93 86 101 93 86 101
Avg Bars in Winners 143 144 143 143 144 143
Avg Bars in Losers 46 41 53 46 41 53
Bars Traded 11250 5173 6077 11250 5173 6077
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 479951 -159169 -181073 397572 -162551 -156300
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": 1554652800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760396543548,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 180,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 28,
            "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": [
        [
            725747.9768644301,
            473386.7314344449,
            252361.2454299852,
            6178581.0875549065,
            2113085.205224341,
            4065495.8823305652
        ],
        [
            725.747977,
            473.386731,
            252.361245,
            6178.581088,
            2113.085205,
            4065.495882
        ],
        [
            0.381705,
            0.248977,
            0.132729,
            0.217965,
            0.163017,
            0.19634
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119535,
            -108477,
            -81338,
            -2986471,
            -3367770,
            -747169
        ],
        [
            2.140251,
            2.395579,
            1.848911,
            1.679683,
            1.34991,
            2.332316
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            58,
            26,
            32,
            58,
            26,
            32
        ],
        [
            62,
            34,
            28,
            62,
            34,
            28
        ],
        [
            48.333333,
            43.333333,
            53.333333,
            48.333333,
            43.333333,
            53.333333
        ],
        [
            2.287854,
            3.13268,
            1.617797,
            1.795523,
            1.765267,
            2.040776
        ],
        [
            147151,
            147151,
            54977,
            3451400,
            3451400,
            2320072
        ],
        [
            -30343,
            -29864,
            -30343,
            -1763465,
            -1763465,
            -747169
        ],
        [
            93,
            86,
            101,
            93,
            86,
            101
        ],
        [
            143,
            144,
            143,
            143,
            144,
            143
        ],
        [
            46,
            41,
            53,
            46,
            41,
            53
        ],
        [
            11250,
            5173,
            6077,
            11250,
            5173,
            6077
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479951,
            -159169,
            -181073,
            397572,
            -162551,
            -156300
        ]
    ]
}
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": 1554652800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760396543548,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 180,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 28,
            "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)