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Trade: OMG/USDT/360/BBU/KCL/4050

Strategy
OMG/USDT/360/BBU/KCL/4050
Pair
OMG_USDT
Interval
6h
Score
463698
Daily Profit
0.200748
Profit Factor
1.837762
Profitability
62.500000
Streak
509.275330
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-03 15:36
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 -132838.7939 65644.1667 -198482.9606 4434964.0459 1011735.4034 3423228.6425
Total P&L (%) -132.8388 65.6442 -198.483 4434.964 1011.7354 3423.2286
Avg Daily Profit (%) -0.0698 0.0345 -0.1044 0.2007 0.1267 0.1875
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -599885 -78236 -560513 -2656696 -443255 -2550889
Profit Factor 0.8344 1.3718 0.6828 1.8378 1.5663 1.976
Total Trades 96 48 48 96 48 48
Winning Trades 56 25 31 60 26 34
Losing Trades 40 23 17 36 22 14
Profitability (%) 58.3333 52.0833 64.5833 62.5 54.1667 70.8333
Ratio Avg Win / Avg Loss 0.596 1.262 0.3744 1.1027 1.3253 0.8137
Largest Winning Trade 47675 27880 47675 1037231 818185 1037231
Largest Losing Trade -340022 -38749 -340022 -2396186 -333678 -2396186
Avg Bars in Trades 74 22 126 74 22 126
Avg Bars in Winners 50 24 71 66 23 99
Avg Bars in Losers 108 20 227 87 21 192
Bars Traded 7143 1069 6074 7143 1069 6074
Profit Streak 509.2753 0 509.5253 509.2753 0 509.5253
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578857 -145920 -578214 463698 -20825 442085
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1558051200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494988528,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 23,
            "offset": 0,
            "std": 4.73518
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 176,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -132838.7938928863,
            65644.1667234128,
            -198482.9606162991,
            4434964.045928505,
            1011735.4034398997,
            3423228.6424886053
        ],
        [
            -132.838794,
            65.644167,
            -198.482961,
            4434.964046,
            1011.735403,
            3423.228642
        ],
        [
            -0.069842,
            0.034513,
            -0.104355,
            0.200748,
            0.12671,
            0.18745
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -599885,
            -78236,
            -560513,
            -2656696,
            -443255,
            -2550889
        ],
        [
            0.834429,
            1.371776,
            0.682803,
            1.837762,
            1.566303,
            1.976041
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            56,
            25,
            31,
            60,
            26,
            34
        ],
        [
            40,
            23,
            17,
            36,
            22,
            14
        ],
        [
            58.333333,
            52.083333,
            64.583333,
            62.5,
            54.166667,
            70.833333
        ],
        [
            0.596021,
            1.262034,
            0.37444,
            1.102657,
            1.325333,
            0.813664
        ],
        [
            47675,
            27880,
            47675,
            1037231,
            818185,
            1037231
        ],
        [
            -340022,
            -38749,
            -340022,
            -2396186,
            -333678,
            -2396186
        ],
        [
            74,
            22,
            126,
            74,
            22,
            126
        ],
        [
            50,
            24,
            71,
            66,
            23,
            99
        ],
        [
            108,
            20,
            227,
            87,
            21,
            192
        ],
        [
            7143,
            1069,
            6074,
            7143,
            1069,
            6074
        ],
        [
            509.27533,
            0,
            509.52533,
            509.27533,
            0,
            509.52533
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578857,
            -145920,
            -578214,
            463698,
            -20825,
            442085
        ]
    ]
}
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": 1558051200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494988528,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 23,
            "offset": 0,
            "std": 4.73518
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 176,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)