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Trade: OMG/USDT/120/KCL/ALMA/3437

Strategy
OMG/USDT/120/KCL/ALMA/3437
Pair
OMG_USDT
Interval
2h
Score
427082
Daily Profit
0.226447
Profit Factor
1.923334
Profitability
52.941176
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 19:23
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 260580.345 366391.563 -105811.218 -103602.5479 5896.6484 -109499.1963
Total P&L (%) 260.5803 366.3916 -105.8112 -103.6025 5.8966 -109.4992
Avg Daily Profit (%) 0.1611 0.2264 -0.0654 0 0.0035 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170650 -178422 -143378 -175701 -68105 -82435
Profit Factor 1.408 1.9233 0.5626 0.5635 1.0528 0.1278
Total Trades 68 34 34 68 34 34
Winning Trades 37 18 19 29 17 12
Losing Trades 31 16 15 39 17 22
Profitability (%) 54.4118 52.9412 55.8824 42.6471 50 35.2941
Ratio Avg Win / Avg Loss 1.1796 1.7096 0.4442 0.7577 1.0528 0.2343
Largest Winning Trade 253446 253446 18936 33848 33848 4523
Largest Losing Trade -108417 -75205 -108417 -66578 -40970 -66578
Avg Bars in Trades 279 534 24 279 534 24
Avg Bars in Winners 206 403 19 377 630 20
Avg Bars in Losers 366 680 31 206 437 27
Bars Traded 18997 18157 840 18997 18157 840
Profit Streak 495.4327 0 574.3494 0 573.8494 0
Trades During Streak 1 0 3 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -104311 427082 -578420 -697415 -515795 -585958
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579600800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759162986462,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 72,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 122,
            "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": [
        [
            260580.3449536204,
            366391.5629835448,
            -105811.2180299245,
            -103602.5478531942,
            5896.6484191151,
            -109499.1962723094
        ],
        [
            260.580345,
            366.391563,
            -105.811218,
            -103.602548,
            5.896648,
            -109.499196
        ],
        [
            0.161051,
            0.226447,
            -0.065396,
            0,
            0.003541,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170650,
            -178422,
            -143378,
            -175701,
            -68105,
            -82435
        ],
        [
            1.407965,
            1.923334,
            0.562616,
            0.56345,
            1.052753,
            0.127789
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            37,
            18,
            19,
            29,
            17,
            12
        ],
        [
            31,
            16,
            15,
            39,
            17,
            22
        ],
        [
            54.411765,
            52.941176,
            55.882353,
            42.647059,
            50,
            35.294118
        ],
        [
            1.179646,
            1.70963,
            0.444171,
            0.757743,
            1.052753,
            0.234279
        ],
        [
            253446,
            253446,
            18936,
            33848,
            33848,
            4523
        ],
        [
            -108417,
            -75205,
            -108417,
            -66578,
            -40970,
            -66578
        ],
        [
            279,
            534,
            24,
            279,
            534,
            24
        ],
        [
            206,
            403,
            19,
            377,
            630,
            20
        ],
        [
            366,
            680,
            31,
            206,
            437,
            27
        ],
        [
            18997,
            18157,
            840,
            18997,
            18157,
            840
        ],
        [
            495.432714,
            0,
            574.34938,
            0,
            573.84938,
            0
        ],
        [
            1,
            0,
            3,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -104311,
            427082,
            -578420,
            -697415,
            -515795,
            -585958
        ]
    ]
}
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": 1579600800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759162986462,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 72,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 122,
            "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)