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Trade: OMG/USDT/360/KCB/HILO/5294

Strategy
OMG/USDT/360/KCB/HILO/5294
Pair
OMG_USDT
Interval
6h
Score
477927
Daily Profit
0.233097
Profit Factor
3.460877
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-07 08:39
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 550190.101 443350.8246 106839.2764 468859.9502 605055.4002 -136195.45
Total P&L (%) 550.1901 443.3508 106.8393 468.86 605.0554 -136.1955
Avg Daily Profit (%) 0.2893 0.2331 0.0562 0.0914 0.1027 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174332 -51469 -134387 -776635 -256859 -588661
Profit Factor 2.3031 3.4609 1.4414 1.2615 1.8497 0.874
Total Trades 64 32 32 64 32 32
Winning Trades 30 15 15 30 15 15
Losing Trades 34 17 17 34 17 17
Profitability (%) 46.875 46.875 46.875 46.875 46.875 46.875
Ratio Avg Win / Avg Loss 2.6102 3.9223 1.6336 1.4297 2.0963 0.9905
Largest Winning Trade 350703 350703 68443 693279 693279 252082
Largest Losing Trade -42491 -28254 -42491 -293982 -111834 -293982
Avg Bars in Trades 113 88 138 113 88 138
Avg Bars in Winners 196 146 246 196 146 246
Avg Bars in Losers 40 36 43 40 36 43
Bars Traded 7273 2828 4445 7273 2828 4445
Profit Streak 0 0 544.9856 0 0 544.9856
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -131529 477927 -116515 -215747 -53140 -581441
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1558785600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759815555519,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 210,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            550190.1010485359,
            443350.8246240729,
            106839.2764244628,
            468859.95016108,
            605055.4001959749,
            -136195.4500348952
        ],
        [
            550.190101,
            443.350825,
            106.839276,
            468.85995,
            605.0554,
            -136.19545
        ],
        [
            0.289269,
            0.233097,
            0.056172,
            0.091444,
            0.10274,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174332,
            -51469,
            -134387,
            -776635,
            -256859,
            -588661
        ],
        [
            2.303148,
            3.460877,
            1.44141,
            1.261484,
            1.849677,
            0.874007
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            46.875,
            46.875,
            46.875,
            46.875,
            46.875,
            46.875
        ],
        [
            2.610234,
            3.922327,
            1.633598,
            1.429682,
            2.0963,
            0.990541
        ],
        [
            350703,
            350703,
            68443,
            693279,
            693279,
            252082
        ],
        [
            -42491,
            -28254,
            -42491,
            -293982,
            -111834,
            -293982
        ],
        [
            113,
            88,
            138,
            113,
            88,
            138
        ],
        [
            196,
            146,
            246,
            196,
            146,
            246
        ],
        [
            40,
            36,
            43,
            40,
            36,
            43
        ],
        [
            7273,
            2828,
            4445,
            7273,
            2828,
            4445
        ],
        [
            0,
            0,
            544.985596,
            0,
            0,
            544.985596
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -131529,
            477927,
            -116515,
            -215747,
            -53140,
            -581441
        ]
    ]
}
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": 1558785600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759815555519,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 210,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)