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Trade: OMG/USDT/240/KCL/LINREG/2569

Strategy
OMG/USDT/240/KCL/LINREG/2569
Pair
OMG_USDT
Interval
4h
Score
548398
Daily Profit
0.164354
Profit Factor
3.568148
Profitability
51.515152
Streak
559.463296
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-05 10:07
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 662841.4486 442019.2428 220822.2058 3175865.3133 1005906.0842 2169959.2291
Total P&L (%) 662.8414 442.0192 220.8222 3175.8653 1005.9061 2169.9592
Avg Daily Profit (%) 0.3486 0.2325 0.1161 0.1837 0.1265 0.1644
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154160 -67031 -130052 -1304260 -1841462 -533633
Profit Factor 2.6564 2.7629 2.4777 1.7906 1.3171 3.5681
Total Trades 67 34 33 67 34 33
Winning Trades 28 11 17 28 11 17
Losing Trades 39 23 16 39 23 16
Profitability (%) 41.791 32.3529 51.5152 41.791 32.3529 51.5152
Ratio Avg Win / Avg Loss 3.7 5.777 2.332 2.494 2.7539 3.3583
Largest Winning Trade 187859 187859 55822 1545201 1545201 822844
Largest Losing Trade -40042 -28476 -40042 -1304260 -1304260 -255273
Avg Bars in Trades 165 154 176 165 154 176
Avg Bars in Winners 311 338 294 311 338 294
Avg Bars in Losers 60 66 50 60 66 50
Bars Traded 11074 5256 5818 11074 5256 5818
Profit Streak 0 0 559.4633 0 0 559.4633
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -110094 226483 -32474 -113175 -29332 548398
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1557619200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759648028741,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 234,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 70,
            "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": [
        [
            662841.448633358,
            442019.2427931412,
            220822.2058402171,
            3175865.313263217,
            1005906.0842043848,
            2169959.229058832
        ],
        [
            662.841449,
            442.019243,
            220.822206,
            3175.865313,
            1005.906084,
            2169.959229
        ],
        [
            0.34862,
            0.232479,
            0.116141,
            0.18368,
            0.126478,
            0.164354
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154160,
            -67031,
            -130052,
            -1304260,
            -1841462,
            -533633
        ],
        [
            2.65642,
            2.76291,
            2.47774,
            1.790559,
            1.317091,
            3.568148
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            28,
            11,
            17,
            28,
            11,
            17
        ],
        [
            39,
            23,
            16,
            39,
            23,
            16
        ],
        [
            41.791045,
            32.352941,
            51.515152,
            41.791045,
            32.352941,
            51.515152
        ],
        [
            3.700013,
            5.776994,
            2.33199,
            2.493992,
            2.753918,
            3.358257
        ],
        [
            187859,
            187859,
            55822,
            1545201,
            1545201,
            822844
        ],
        [
            -40042,
            -28476,
            -40042,
            -1304260,
            -1304260,
            -255273
        ],
        [
            165,
            154,
            176,
            165,
            154,
            176
        ],
        [
            311,
            338,
            294,
            311,
            338,
            294
        ],
        [
            60,
            66,
            50,
            60,
            66,
            50
        ],
        [
            11074,
            5256,
            5818,
            11074,
            5256,
            5818
        ],
        [
            0,
            0,
            559.463296,
            0,
            0,
            559.463296
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -110094,
            226483,
            -32474,
            -113175,
            -29332,
            548398
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1557619200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759648028741,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 234,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 70,
            "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)