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Trade: OMG/USDT/360/SSF/JMA/5079

Strategy
OMG/USDT/360/SSF/JMA/5079
Pair
OMG_USDT
Interval
6h
Score
373689
Daily Profit
0.393400
Profit Factor
2.091418
Profitability
40.540541
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-09-29 02:41
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 748246.5072 497798.1233 250448.384 6961569.489 1589272.1127 5372297.3763
Total P&L (%) 748.2465 497.7981 250.4484 6961.5695 1589.2721 5372.2974
Avg Daily Profit (%) 0.3934 0.2617 0.1317 0.2241 0.1487 0.2106
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89261 -112877 -97791 -3881544 -4172923 -1240062
Profit Factor 2.0914 2.3968 1.7608 1.4 1.1522 1.7718
Total Trades 148 74 74 148 74 74
Winning Trades 60 27 33 60 27 33
Losing Trades 88 47 41 88 47 41
Profitability (%) 40.5405 36.4865 44.5946 40.5405 36.4865 44.5946
Ratio Avg Win / Avg Loss 3.0674 4.1721 2.1877 2.0534 2.0057 2.2013
Largest Winning Trade 152788 152788 55123 3565248 3565248 2742195
Largest Losing Trade -26361 -18481 -26361 -1600968 -1600968 -1240062
Avg Bars in Trades 50 44 56 50 44 56
Avg Bars in Winners 90 84 94 90 84 94
Avg Bars in Losers 23 22 25 23 22 25
Bars Traded 7498 3328 4170 7498 3328 4170
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 373689 -56998 -80459 243458 -115775 -55071
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1554681600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759102913546,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 139,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 21,
            "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": [
        [
            748246.5072429636,
            497798.1232514076,
            250448.3839915559,
            6961569.489021905,
            1589272.1126949766,
            5372297.376326928
        ],
        [
            748.246507,
            497.798123,
            250.448384,
            6961.569489,
            1589.272113,
            5372.297376
        ],
        [
            0.3934,
            0.261724,
            0.131676,
            0.224081,
            0.148737,
            0.210647
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89261,
            -112877,
            -97791,
            -3881544,
            -4172923,
            -1240062
        ],
        [
            2.091418,
            2.39676,
            1.760829,
            1.400036,
            1.152207,
            1.771787
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            88,
            47,
            41,
            88,
            47,
            41
        ],
        [
            40.540541,
            36.486486,
            44.594595,
            40.540541,
            36.486486,
            44.594595
        ],
        [
            3.067413,
            4.172138,
            2.187697,
            2.053386,
            2.005694,
            2.201311
        ],
        [
            152788,
            152788,
            55123,
            3565248,
            3565248,
            2742195
        ],
        [
            -26361,
            -18481,
            -26361,
            -1600968,
            -1600968,
            -1240062
        ],
        [
            50,
            44,
            56,
            50,
            44,
            56
        ],
        [
            90,
            84,
            94,
            90,
            84,
            94
        ],
        [
            23,
            22,
            25,
            23,
            22,
            25
        ],
        [
            7498,
            3328,
            4170,
            7498,
            3328,
            4170
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373689,
            -56998,
            -80459,
            243458,
            -115775,
            -55071
        ]
    ]
}
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": 1554681600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759102913546,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 139,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 21,
            "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)