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Trade: OMG/USDT/720/KCB/DCM/7951

Strategy
OMG/USDT/720/KCB/DCM/7951
Pair
OMG_USDT
Interval
12h
Score
663546
Daily Profit
0.362887
Profit Factor
3.791978
Profitability
62.068966
Streak
589.576462
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-02 04:50
Expiration Time
2024-08-13 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1096384.4645 765842.8731 330541.5914 85292528.2169 -12987406.6372 98279934.8541
Total P&L (%) 1096.3845 765.8429 330.5416 85292.5282 -12987.4066 98279.9349
Avg Daily Profit (%) 0.5763 0.4025 0.1737 0.3554 0 0.3629
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98655 -78557 -44290 -99755905 -89274915 -22774663
Profit Factor 5.5904 6.2196 4.5883 1.5203 0.8991 3.792
Total Trades 57 28 29 57 28 29
Winning Trades 37 19 18 37 19 18
Losing Trades 20 9 11 20 9 11
Profitability (%) 64.9123 67.8571 62.069 64.9123 67.8571 62.069
Ratio Avg Win / Avg Loss 3.0218 2.9461 2.8039 0.8218 0.4259 2.3173
Largest Winning Trade 294328 294328 61400 31507240 31507240 26668369
Largest Losing Trade -53577 -53577 -19394 -73625778 -73625778 -10926567
Avg Bars in Trades 57 49 65 57 49 65
Avg Bars in Winners 62 44 82 62 44 82
Avg Bars in Losers 48 60 37 48 60 37
Bars Traded 3284 1390 1894 3284 1390 1894
Profit Streak 589.5765 606.5765 589.5765 589.5765 606.5765 589.5765
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -157126 5037 611369 -167478 -598935 663546
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1564444800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759369806324,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 237,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 11,
            "offset": 148
        }
    }
}
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": [
        [
            1096384.4645015378,
            765842.873055692,
            330541.5914458454,
            85292528.21688822,
            -12987406.6372414,
            98279934.8541296
        ],
        [
            1096.384465,
            765.842873,
            330.541591,
            85292.528217,
            -12987.406637,
            98279.934854
        ],
        [
            0.576286,
            0.402546,
            0.173741,
            0.355418,
            0,
            0.362887
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98655,
            -78557,
            -44290,
            -99755905,
            -89274915,
            -22774663
        ],
        [
            5.5904,
            6.219552,
            4.588276,
            1.520294,
            0.899112,
            3.791978
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            20,
            9,
            11,
            20,
            9,
            11
        ],
        [
            64.912281,
            67.857143,
            62.068966,
            64.912281,
            67.857143,
            62.068966
        ],
        [
            3.021838,
            2.946104,
            2.803946,
            0.82178,
            0.425895,
            2.31732
        ],
        [
            294328,
            294328,
            61400,
            31507240,
            31507240,
            26668369
        ],
        [
            -53577,
            -53577,
            -19394,
            -73625778,
            -73625778,
            -10926567
        ],
        [
            57,
            49,
            65,
            57,
            49,
            65
        ],
        [
            62,
            44,
            82,
            62,
            44,
            82
        ],
        [
            48,
            60,
            37,
            48,
            60,
            37
        ],
        [
            3284,
            1390,
            1894,
            3284,
            1390,
            1894
        ],
        [
            589.576462,
            606.576462,
            589.576462,
            589.576462,
            606.576462,
            589.576462
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -157126,
            5037,
            611369,
            -167478,
            -598935,
            663546
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1564444800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759369806324,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 237,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 11,
            "offset": 148
        }
    }
}

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)