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Trade: OMG/USDT/480/KCL/KCL/5229

Strategy
OMG/USDT/480/KCL/KCL/5229
Pair
OMG_USDT
Interval
8h
Score
515159
Daily Profit
0.196340
Profit Factor
2.962553
Profitability
58.620690
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-01 19:55
Expiration Time
2024-08-13 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 388794.523 373503.7533 15290.7697 26935.9111 425120.6273 -398184.7162
Total P&L (%) 388.7945 373.5038 15.2908 26.9359 425.1206 -398.1847
Avg Daily Profit (%) 0.2044 0.1963 0.008 0.0125 0.0872 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185134 -155711 -58619 -1989991 -1482249 -884022
Profit Factor 2.2232 2.9626 1.1199 1.0089 1.2237 0.643
Total Trades 59 29 30 59 29 30
Winning Trades 33 17 16 33 17 16
Losing Trades 26 12 14 26 12 14
Profitability (%) 55.9322 58.6207 53.3333 55.9322 58.6207 53.3333
Ratio Avg Win / Avg Loss 1.7516 2.0912 0.9799 0.7949 0.8638 0.5626
Largest Winning Trade 219971 219971 17059 855101 855101 261927
Largest Losing Trade -90335 -90335 -27837 -1283905 -1283905 -438642
Avg Bars in Trades 77 142 13 77 142 13
Avg Bars in Winners 49 81 15 49 81 15
Avg Bars in Losers 112 229 12 112 229 12
Bars Traded 4552 4138 414 4552 4138 414
Profit Streak 550.0384 0 569.0384 550.0384 0 569.0384
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166257 515159 -280795 -569987 -77502 -579156
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1559952000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759337714895,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 27,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 199,
            "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": [
        [
            388794.5230166258,
            373503.7533343731,
            15290.7696822527,
            26935.9110784791,
            425120.6272667134,
            -398184.7161882342
        ],
        [
            388.794523,
            373.503753,
            15.29077,
            26.935911,
            425.120627,
            -398.184716
        ],
        [
            0.204378,
            0.19634,
            0.008038,
            0.012539,
            0.087218,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185134,
            -155711,
            -58619,
            -1989991,
            -1482249,
            -884022
        ],
        [
            2.223239,
            2.962553,
            1.119904,
            1.008931,
            1.223669,
            0.642984
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            55.932203,
            58.62069,
            53.333333,
            55.932203,
            58.62069,
            53.333333
        ],
        [
            1.751643,
            2.091214,
            0.979916,
            0.794915,
            0.863766,
            0.562611
        ],
        [
            219971,
            219971,
            17059,
            855101,
            855101,
            261927
        ],
        [
            -90335,
            -90335,
            -27837,
            -1283905,
            -1283905,
            -438642
        ],
        [
            77,
            142,
            13,
            77,
            142,
            13
        ],
        [
            49,
            81,
            15,
            49,
            81,
            15
        ],
        [
            112,
            229,
            12,
            112,
            229,
            12
        ],
        [
            4552,
            4138,
            414,
            4552,
            4138,
            414
        ],
        [
            550.038367,
            0,
            569.038367,
            550.038367,
            0,
            569.038367
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166257,
            515159,
            -280795,
            -569987,
            -77502,
            -579156
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1559952000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759337714895,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 27,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 199,
            "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)