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Trade: OMG/USDT/480/SSF/DCM/5078

Strategy
OMG/USDT/480/SSF/DCM/5078
Pair
OMG_USDT
Interval
8h
Score
454695
Daily Profit
0.337345
Profit Factor
2.007983
Profitability
48.214286
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-11 11:09
Expiration Time
2024-08-13 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 641741.4299 416224.6316 225516.7983 3364353.3394 1348311.166 2016042.1734
Total P&L (%) 641.7414 416.2246 225.5168 3364.3533 1348.3112 2016.0422
Avg Daily Profit (%) 0.3373 0.2188 0.1185 0.1865 0.1406 0.1606
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70550 -144849 -67128 -3007432 -4151299 -1473641
Profit Factor 2.008 2.1284 1.8421 1.24 1.1568 1.3724
Total Trades 112 56 56 112 56 56
Winning Trades 54 24 30 54 24 30
Losing Trades 58 32 26 58 32 26
Profitability (%) 48.2143 42.8571 53.5714 48.2143 42.8571 53.5714
Ratio Avg Win / Avg Loss 2.1567 2.8379 1.5965 1.3319 1.5423 1.1894
Largest Winning Trade 133269 133269 52988 2118530 2118530 1372382
Largest Losing Trade -32998 -32998 -24257 -1292844 -1292844 -701324
Avg Bars in Trades 50 46 53 50 46 53
Avg Bars in Winners 77 77 77 77 77 77
Avg Bars in Losers 24 23 26 24 23 26
Bars Traded 5619 2610 3009 5619 2610 3009
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 454695 -171003 -210839 260757 -234730 -171365
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1554681600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760170192617,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 104,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 16,
            "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": [
        [
            641741.4298631437,
            416224.6315815079,
            225516.7982816354,
            3364353.3393904534,
            1348311.1659947545,
            2016042.1733956998
        ],
        [
            641.74143,
            416.224632,
            225.516798,
            3364.353339,
            1348.311166,
            2016.042173
        ],
        [
            0.337345,
            0.218797,
            0.118548,
            0.18653,
            0.14061,
            0.160571
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70550,
            -144849,
            -67128,
            -3007432,
            -4151299,
            -1473641
        ],
        [
            2.007983,
            2.128403,
            1.842119,
            1.240048,
            1.156753,
            1.372388
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            58,
            32,
            26,
            58,
            32,
            26
        ],
        [
            48.214286,
            42.857143,
            53.571429,
            48.214286,
            42.857143,
            53.571429
        ],
        [
            2.156723,
            2.83787,
            1.596503,
            1.331904,
            1.542337,
            1.189403
        ],
        [
            133269,
            133269,
            52988,
            2118530,
            2118530,
            1372382
        ],
        [
            -32998,
            -32998,
            -24257,
            -1292844,
            -1292844,
            -701324
        ],
        [
            50,
            46,
            53,
            50,
            46,
            53
        ],
        [
            77,
            77,
            77,
            77,
            77,
            77
        ],
        [
            24,
            23,
            26,
            24,
            23,
            26
        ],
        [
            5619,
            2610,
            3009,
            5619,
            2610,
            3009
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454695,
            -171003,
            -210839,
            260757,
            -234730,
            -171365
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1554681600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760170192617,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 104,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 16,
            "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)