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Trade: OMG/USDT/720/KCB/HWMA/6512

Strategy
OMG/USDT/720/KCB/HWMA/6512
Pair
OMG_USDT
Interval
12h
Score
410454
Daily Profit
0.306490
Profit Factor
1.425385
Profitability
49.642857
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-27 12:54
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 583097.5607 440498.7074 142598.8534 411533.6853 700305.6582 -288771.973
Total P&L (%) 583.0976 440.4987 142.5989 411.5337 700.3057 -288.772
Avg Daily Profit (%) 0.3065 0.2315 0.075 0.0858 0.1094 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -244464 -215722 -124863 -1073744 -957210 -933082
Profit Factor 1.4254 1.6456 1.2071 1.072 1.245 0.899
Total Trades 280 140 140 280 140 140
Winning Trades 139 69 70 139 69 70
Losing Trades 141 71 70 141 71 70
Profitability (%) 49.6429 49.2857 50 49.6429 49.2857 50
Ratio Avg Win / Avg Loss 1.4459 1.6933 1.2071 1.0874 1.2811 0.899
Largest Winning Trade 211072 211072 52153 415559 415559 225576
Largest Losing Trade -47750 -33302 -47750 -363373 -204535 -363373
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 3573 1786 1787 3573 1786 1787
Profit Streak 0 0 490.4125 0 0 490.4125
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410454 389650 -92673 -218123 -46985 -580099
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": 1563494400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758966843156,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 215,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.96227
        }
    }
}
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": [
        [
            583097.5607317293,
            440498.7073550308,
            142598.8533766985,
            411533.6852697656,
            700305.6582357516,
            -288771.972965986
        ],
        [
            583.097561,
            440.498707,
            142.598853,
            411.533685,
            700.305658,
            -288.771973
        ],
        [
            0.30649,
            0.231537,
            0.074953,
            0.085831,
            0.10938,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -244464,
            -215722,
            -124863,
            -1073744,
            -957210,
            -933082
        ],
        [
            1.425385,
            1.645561,
            1.207144,
            1.071968,
            1.244972,
            0.899016
        ],
        [
            280,
            140,
            140,
            280,
            140,
            140
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            49.642857,
            49.285714,
            50,
            49.642857,
            49.285714,
            50
        ],
        [
            1.445894,
            1.693258,
            1.207144,
            1.087392,
            1.281058,
            0.899016
        ],
        [
            211072,
            211072,
            52153,
            415559,
            415559,
            225576
        ],
        [
            -47750,
            -33302,
            -47750,
            -363373,
            -204535,
            -363373
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            3573,
            1786,
            1787,
            3573,
            1786,
            1787
        ],
        [
            0,
            0,
            490.412536,
            0,
            0,
            490.412537
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410454,
            389650,
            -92673,
            -218123,
            -46985,
            -580099
        ]
    ]
}
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": 1563494400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758966843156,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 215,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.96227
        }
    }
}

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)