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Trade: OMG/USDT/720/SSF/PSAR/2592

Strategy
OMG/USDT/720/SSF/PSAR/2592
Pair
OMG_USDT
Interval
12h
Score
395287
Daily Profit
0.199286
Profit Factor
1.712105
Profitability
57.608696
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-27 23:41
Expiration Time
2024-08-13 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 379140.7309 263738.3156 115402.4152 376562.5822 141611.7591 234950.8231
Total P&L (%) 379.1407 263.7383 115.4024 376.5626 141.6118 234.9508
Avg Daily Profit (%) 0.1993 0.1386 0.0607 0.0821 0.0464 0.0636
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77276 -58089 -111902 -531018 -454466 -352367
Profit Factor 1.7121 2.0856 1.3987 1.1625 1.1285 1.1933
Total Trades 92 46 46 92 46 46
Winning Trades 53 25 28 53 25 28
Losing Trades 39 21 18 39 21 18
Profitability (%) 57.6087 54.3478 60.8696 57.6087 54.3478 60.8696
Ratio Avg Win / Avg Loss 1.2599 1.7519 0.8991 0.8554 0.9479 0.7671
Largest Winning Trade 104645 104645 54026 236532 231395 236532
Largest Losing Trade -48621 -32370 -48621 -352367 -178651 -352367
Avg Bars in Trades 37 33 41 37 33 41
Avg Bars in Winners 46 40 52 46 40 52
Avg Bars in Losers 25 26 25 25 26 25
Bars Traded 3474 1560 1913 3474 1560 1913
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 395287 -3367 -111426 -125584 -211212 -116149
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759005710899,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 237,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            379140.7308868665,
            263738.3156479343,
            115402.4152389324,
            376562.5821991988,
            141611.7591308855,
            234950.8230683138
        ],
        [
            379.140731,
            263.738316,
            115.402415,
            376.562582,
            141.611759,
            234.950823
        ],
        [
            0.199286,
            0.138627,
            0.060658,
            0.082106,
            0.046379,
            0.063558
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77276,
            -58089,
            -111902,
            -531018,
            -454466,
            -352367
        ],
        [
            1.712105,
            2.08557,
            1.398663,
            1.162463,
            1.128465,
            1.193295
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            57.608696,
            54.347826,
            60.869565,
            57.608696,
            54.347826,
            60.869565
        ],
        [
            1.259851,
            1.751879,
            0.89914,
            0.855397,
            0.947911,
            0.767118
        ],
        [
            104645,
            104645,
            54026,
            236532,
            231395,
            236532
        ],
        [
            -48621,
            -32370,
            -48621,
            -352367,
            -178651,
            -352367
        ],
        [
            37,
            33,
            41,
            37,
            33,
            41
        ],
        [
            46,
            40,
            52,
            46,
            40,
            52
        ],
        [
            25,
            26,
            25,
            25,
            26,
            25
        ],
        [
            3474,
            1560,
            1913,
            3474,
            1560,
            1913
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395287,
            -3367,
            -111426,
            -125584,
            -211212,
            -116149
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759005710899,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 237,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)