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Trade: OMG/USDT/120/KCL/BBL/4930

Strategy
OMG/USDT/120/KCL/BBL/4930
Pair
OMG_USDT
Interval
2h
Score
463352
Daily Profit
0.335409
Profit Factor
1.560385
Profitability
49.514563
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-02 15:35
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 542691.0922 420758.5731 121932.5191 652874.0615 339840.2762 313033.7853
Total P&L (%) 542.6911 420.7586 121.9325 652.8741 339.8403 313.0338
Avg Daily Profit (%) 0.3354 0.26 0.0754 0.1248 0.0916 0.0877
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95872 -135991 -91056 -1076354 -929804 -629667
Profit Factor 1.5604 1.6616 1.3667 1.1087 1.084 1.1598
Total Trades 206 103 103 206 103 103
Winning Trades 102 47 55 102 47 55
Losing Trades 104 56 48 104 56 48
Profitability (%) 49.5146 45.6311 53.3981 49.5146 45.6311 53.3981
Ratio Avg Win / Avg Loss 1.591 1.9798 1.1928 1.1304 1.2915 1.0122
Largest Winning Trade 151382 151382 50298 588651 588651 284810
Largest Losing Trade -44990 -44990 -35536 -357616 -344188 -357616
Avg Bars in Trades 90 111 70 90 111 70
Avg Bars in Winners 108 130 89 108 130 89
Avg Bars in Losers 73 95 47 73 95 47
Bars Traded 18702 11460 7242 18702 11460 7242
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 463352 334899 -91673 -125990 -200818 -120469
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579730400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759408530309,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 140,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 60,
            "offset": 0,
            "std": 1.34253
        }
    }
}
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": [
        [
            542691.0922021659,
            420758.5730609493,
            121932.5191412166,
            652874.0615321785,
            339840.2762199953,
            313033.7853121831
        ],
        [
            542.691092,
            420.758573,
            121.932519,
            652.874062,
            339.840276,
            313.033785
        ],
        [
            0.335409,
            0.260049,
            0.07536,
            0.124845,
            0.09159,
            0.0877
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95872,
            -135991,
            -91056,
            -1076354,
            -929804,
            -629667
        ],
        [
            1.560385,
            1.661637,
            1.366725,
            1.108706,
            1.083976,
            1.159791
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            102,
            47,
            55,
            102,
            47,
            55
        ],
        [
            104,
            56,
            48,
            104,
            56,
            48
        ],
        [
            49.514563,
            45.631068,
            53.398058,
            49.514563,
            45.631068,
            53.398058
        ],
        [
            1.59098,
            1.979823,
            1.192778,
            1.130445,
            1.291546,
            1.012181
        ],
        [
            151382,
            151382,
            50298,
            588651,
            588651,
            284810
        ],
        [
            -44990,
            -44990,
            -35536,
            -357616,
            -344188,
            -357616
        ],
        [
            90,
            111,
            70,
            90,
            111,
            70
        ],
        [
            108,
            130,
            89,
            108,
            130,
            89
        ],
        [
            73,
            95,
            47,
            73,
            95,
            47
        ],
        [
            18702,
            11460,
            7242,
            18702,
            11460,
            7242
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            463352,
            334899,
            -91673,
            -125990,
            -200818,
            -120469
        ]
    ]
}
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": 1579730400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759408530309,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 140,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 60,
            "offset": 0,
            "std": 1.34253
        }
    }
}

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)