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Trade: OMG/USDT/120/BBL/KCB/4098

Strategy
OMG/USDT/120/BBL/KCB/4098
Pair
OMG_USDT
Interval
2h
Score
362861
Daily Profit
0.516788
Profit Factor
2.246057
Profitability
36.301370
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 12:50
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 836163.3564 602566.3177 233597.0387 5043903.2127 -2656225.8364 7700129.0491
Total P&L (%) 836.1634 602.5663 233.597 5043.9032 -2656.2258 7700.129
Avg Daily Profit (%) 0.5168 0.3724 0.1444 0.2438 0 0.2696
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125412 -164807 -24062 -10223936 -12964749 -1522791
Profit Factor 2.2461 2.2173 2.327 1.1473 0.8991 1.9754
Total Trades 146 73 73 146 73 73
Winning Trades 53 18 35 53 18 35
Losing Trades 93 55 38 93 55 38
Profitability (%) 36.3014 24.6575 47.9452 36.3014 24.6575 47.9452
Ratio Avg Win / Avg Loss 3.9412 6.775 2.5264 2.0133 2.7474 2.1447
Largest Winning Trade 270543 270543 41603 9102622 9102622 2018798
Largest Losing Trade -27648 -27648 -16754 -2799747 -2799747 -1227511
Avg Bars in Trades 129 218 39 129 218 39
Avg Bars in Winners 214 507 63 214 507 63
Avg Bars in Losers 80 123 17 80 123 17
Bars Traded 18834 15943 2891 18834 15943 2891
Profit Streak 0 0 498.6603 0 0 498.6603
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362861 -89551 -68049 -53860 -681282 -59787

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579708800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758880251418,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 137,
            "offset": 0,
            "std": 1.23945
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            836163.3564403076,
            602566.3177209294,
            233597.0387193783,
            5043903.2127111135,
            -2656225.83640905,
            7700129.049120163
        ],
        [
            836.163356,
            602.566318,
            233.597039,
            5043.903213,
            -2656.225836,
            7700.129049
        ],
        [
            0.516788,
            0.372414,
            0.144374,
            0.243832,
            0,
            0.269629
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125412,
            -164807,
            -24062,
            -10223936,
            -12964749,
            -1522791
        ],
        [
            2.246057,
            2.217284,
            2.326965,
            1.147349,
            0.899143,
            1.975399
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            53,
            18,
            35,
            53,
            18,
            35
        ],
        [
            93,
            55,
            38,
            93,
            55,
            38
        ],
        [
            36.30137,
            24.657534,
            47.945205,
            36.30137,
            24.657534,
            47.945205
        ],
        [
            3.941194,
            6.775034,
            2.526419,
            2.013273,
            2.747382,
            2.144719
        ],
        [
            270543,
            270543,
            41603,
            9102622,
            9102622,
            2018798
        ],
        [
            -27648,
            -27648,
            -16754,
            -2799747,
            -2799747,
            -1227511
        ],
        [
            129,
            218,
            39,
            129,
            218,
            39
        ],
        [
            214,
            507,
            63,
            214,
            507,
            63
        ],
        [
            80,
            123,
            17,
            80,
            123,
            17
        ],
        [
            18834,
            15943,
            2891,
            18834,
            15943,
            2891
        ],
        [
            0,
            0,
            498.660317,
            0,
            0,
            498.660317
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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        ],
        [
            362861,
            -89551,
            -68049,
            -53860,
            -681282,
            -59787
        ]
    ]
}
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": 1579708800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758880251418,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 137,
            "offset": 0,
            "std": 1.23945
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)