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Trade: OMG/USDT/360/BBL/SWMA/6395

Strategy
OMG/USDT/360/BBL/SWMA/6395
Pair
OMG_USDT
Interval
6h
Score
382650
Daily Profit
0.175928
Profit Factor
1.868855
Profitability
56.250000
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-01 13:29
Expiration Time
2024-08-13 04:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383482.7902 334615.8266 48866.9636 -27073.7693 330947.9136 -358021.6829
Total P&L (%) 383.4828 334.6158 48.867 -27.0738 330.9479 -358.0217
Avg Daily Profit (%) 0.2016 0.1759 0.0257 -0.0166 0.0768 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -272059 -199832 -95844 -1902463 -1140809 -838176
Profit Factor 1.6752 1.8689 1.2673 0.9899 1.2185 0.6938
Total Trades 65 32 33 65 32 33
Winning Trades 36 18 18 36 18 18
Losing Trades 29 14 15 29 14 15
Profitability (%) 55.3846 56.25 54.5455 55.3846 56.25 54.5455
Ratio Avg Win / Avg Loss 1.3495 1.4536 1.0561 0.7974 0.9477 0.5782
Largest Winning Trade 245345 245345 28061 825209 825209 301568
Largest Losing Trade -62332 -62332 -43020 -569114 -569114 -421099
Avg Bars in Trades 112 197 31 112 197 31
Avg Bars in Winners 56 76 37 56 76 37
Avg Bars in Losers 182 353 23 182 353 23
Bars Traded 7339 6315 1024 7339 6315 1024
Profit Streak 491.1869 0 668.4369 491.1869 0 668.4369
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125020 382650 -158204 -715495 -91663 -578881
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1558677600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759314546319,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 32,
            "offset": 0,
            "std": 3.50513
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 205,
            "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": [
        [
            383482.7901906664,
            334615.8265651728,
            48866.9636254935,
            -27073.7692903349,
            330947.9136361029,
            -358021.6829264378
        ],
        [
            383.48279,
            334.615827,
            48.866964,
            -27.073769,
            330.947914,
            -358.021683
        ],
        [
            0.201621,
            0.175928,
            0.025692,
            -0.016598,
            0.076834,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -272059,
            -199832,
            -95844,
            -1902463,
            -1140809,
            -838176
        ],
        [
            1.675215,
            1.868855,
            1.267297,
            0.989913,
            1.218509,
            0.693834
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            55.384615,
            56.25,
            54.545455,
            55.384615,
            56.25,
            54.545455
        ],
        [
            1.349479,
            1.453554,
            1.056081,
            0.79743,
            0.947729,
            0.578195
        ],
        [
            245345,
            245345,
            28061,
            825209,
            825209,
            301568
        ],
        [
            -62332,
            -62332,
            -43020,
            -569114,
            -569114,
            -421099
        ],
        [
            112,
            197,
            31,
            112,
            197,
            31
        ],
        [
            56,
            76,
            37,
            56,
            76,
            37
        ],
        [
            182,
            353,
            23,
            182,
            353,
            23
        ],
        [
            7339,
            6315,
            1024,
            7339,
            6315,
            1024
        ],
        [
            491.186879,
            0,
            668.436879,
            491.186879,
            0,
            668.436879
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125020,
            382650,
            -158204,
            -715495,
            -91663,
            -578881
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1558677600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759314546319,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 32,
            "offset": 0,
            "std": 3.50513
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 205,
            "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)