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Trade: OMG/USDT/120/DCL/KCL/1825

Strategy
OMG/USDT/120/DCL/KCL/1825
Pair
OMG_USDT
Interval
2h
Score
467218
Daily Profit
0.303448
Profit Factor
1.621216
Profitability
51.785714
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-03 13:42
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 490979.2359 390203.8649 100775.371 191942.5245 -1104714.7852 1296657.3097
Total P&L (%) 490.9792 390.2039 100.7754 191.9425 -1104.7148 1296.6573
Avg Daily Profit (%) 0.3034 0.2412 0.0623 0.0662 0 0.1631
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165539 -170027 -49081 -2064632 -2212151 -574709
Profit Factor 1.6212 1.6756 1.4736 1.033 0.752 1.946
Total Trades 224 112 112 224 112 112
Winning Trades 116 52 64 116 52 64
Losing Trades 108 60 48 108 60 48
Profitability (%) 51.7857 46.4286 57.1429 51.7857 46.4286 57.1429
Ratio Avg Win / Avg Loss 1.5094 1.9334 1.1052 0.9617 0.8677 1.4595
Largest Winning Trade 275273 275273 17583 804294 804294 187332
Largest Losing Trade -53578 -53578 -17896 -641688 -641688 -261255
Avg Bars in Trades 84 151 16 84 151 16
Avg Bars in Winners 98 200 14 98 200 14
Avg Bars in Losers 69 109 18 69 109 18
Bars Traded 18854 17019 1835 18854 17019 1835
Profit Streak 0 0 542.8629 0 0 542.8629
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467218 342068 -107084 -289029 -582423 426183
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580428800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759488152258,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 50,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            490979.2359321509,
            390203.8649333832,
            100775.3709987678,
            191942.5244512757,
            -1104714.7852448872,
            1296657.3096961635
        ],
        [
            490.979236,
            390.203865,
            100.775371,
            191.942524,
            -1104.714785,
            1296.65731
        ],
        [
            0.303448,
            0.241164,
            0.062284,
            0.066239,
            0,
            0.163091
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165539,
            -170027,
            -49081,
            -2064632,
            -2212151,
            -574709
        ],
        [
            1.621216,
            1.67558,
            1.473638,
            1.032953,
            0.751979,
            1.946008
        ],
        [
            224,
            112,
            112,
            224,
            112,
            112
        ],
        [
            116,
            52,
            64,
            116,
            52,
            64
        ],
        [
            108,
            60,
            48,
            108,
            60,
            48
        ],
        [
            51.785714,
            46.428571,
            57.142857,
            51.785714,
            46.428571,
            57.142857
        ],
        [
            1.509408,
            1.933362,
            1.105228,
            0.961715,
            0.867668,
            1.459506
        ],
        [
            275273,
            275273,
            17583,
            804294,
            804294,
            187332
        ],
        [
            -53578,
            -53578,
            -17896,
            -641688,
            -641688,
            -261255
        ],
        [
            84,
            151,
            16,
            84,
            151,
            16
        ],
        [
            98,
            200,
            14,
            98,
            200,
            14
        ],
        [
            69,
            109,
            18,
            69,
            109,
            18
        ],
        [
            18854,
            17019,
            1835,
            18854,
            17019,
            1835
        ],
        [
            0,
            0,
            542.862873,
            0,
            0,
            542.862873
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467218,
            342068,
            -107084,
            -289029,
            -582423,
            426183
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580428800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759488152258,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 50,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)