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Trade: OMG/USDT/120/WMA/KCU/5224

Strategy
OMG/USDT/120/WMA/KCU/5224
Pair
OMG_USDT
Interval
2h
Score
377618
Daily Profit
0.408572
Profit Factor
1.944998
Profitability
40.000000
Streak
479.736218
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 14:40
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 661070.168 638588.6652 22481.5028 -13456.036 284432.3084 -297888.3444
Total P&L (%) 661.0702 638.5887 22.4815 -13.456 284.4323 -297.8883
Avg Daily Profit (%) 0.4086 0.3947 0.0139 -0.0089 0.0833 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184960 -179964 -97078 -769916 -450272 -435659
Profit Factor 1.945 2.2344 1.1234 0.9928 1.2323 0.5305
Total Trades 105 52 53 105 52 53
Winning Trades 42 19 23 42 19 23
Losing Trades 63 33 30 63 33 30
Profitability (%) 40 36.5385 43.3962 40 36.5385 43.3962
Ratio Avg Win / Avg Loss 2.9175 3.8808 1.4653 1.4891 2.1402 0.692
Largest Winning Trade 572941 572941 32357 700977 700977 107863
Largest Losing Trade -40613 -40613 -27573 -227017 -174063 -227017
Avg Bars in Trades 178 328 31 178 328 31
Avg Bars in Winners 283 572 45 283 572 45
Avg Bars in Losers 109 188 21 109 188 21
Bars Traded 18782 17091 1691 18782 17091 1691
Profit Streak 479.7362 0 525.2362 479.7362 0 525.2362
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377618 -171336 -446376 -582136 -266301 -762817

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579744800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758886809279,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 33,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            661070.1680086233,
            638588.6651859684,
            22481.5028226545,
            -13456.0360366716,
            284432.308405198,
            -297888.3444418699
        ],
        [
            661.070168,
            638.588665,
            22.481503,
            -13.456036,
            284.432308,
            -297.888344
        ],
        [
            0.408572,
            0.394678,
            0.013895,
            -0.008931,
            0.083261,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184960,
            -179964,
            -97078,
            -769916,
            -450272,
            -435659
        ],
        [
            1.944998,
            2.234427,
            1.123368,
            0.992762,
            1.232259,
            0.530497
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            40,
            36.538462,
            43.396226,
            40,
            36.538462,
            43.396226
        ],
        [
            2.917497,
            3.880847,
            1.465263,
            1.489143,
            2.14024,
            0.691952
        ],
        [
            572941,
            572941,
            32357,
            700977,
            700977,
            107863
        ],
        [
            -40613,
            -40613,
            -27573,
            -227017,
            -174063,
            -227017
        ],
        [
            178,
            328,
            31,
            178,
            328,
            31
        ],
        [
            283,
            572,
            45,
            283,
            572,
            45
        ],
        [
            109,
            188,
            21,
            109,
            188,
            21
        ],
        [
            18782,
            17091,
            1691,
            18782,
            17091,
            1691
        ],
        [
            479.736218,
            0,
            525.236218,
            479.736218,
            0,
            525.236218
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377618,
            -171336,
            -446376,
            -582136,
            -266301,
            -762817
        ]
    ]
}
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": 1579744800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758886809279,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 33,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)