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Trade: OMG/USDT/120/BBL/KCB/7568

Strategy
OMG/USDT/120/BBL/KCB/7568
Pair
OMG_USDT
Interval
2h
Score
388430
Daily Profit
0.166492
Profit Factor
1.641128
Profitability
60.975610
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 16:58
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 155423.4697 269384.6269 -113961.1571 -93651.9774 231135.8118 -324787.7892
Total P&L (%) 155.4235 269.3846 -113.9612 -93.652 231.1358 -324.7878
Avg Daily Profit (%) 0.0961 0.1665 -0.0704 -0.1703 0.074 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -278932 -203124 -127693 -776674 -572716 -450223
Profit Factor 1.2167 1.6411 0.6166 0.9437 1.2708 0.5996
Total Trades 83 41 42 83 41 42
Winning Trades 46 25 21 46 25 21
Losing Trades 37 16 21 37 16 21
Profitability (%) 55.4217 60.9756 50 55.4217 60.9756 50
Ratio Avg Win / Avg Loss 0.9786 1.0503 0.6166 0.7591 0.8133 0.5996
Largest Winning Trade 249270 249270 27241 204257 204257 98680
Largest Losing Trade -74167 -74167 -52482 -412117 -412117 -410789
Avg Bars in Trades 228 395 64 228 395 64
Avg Bars in Winners 128 190 56 128 190 56
Avg Bars in Losers 351 717 73 351 717 73
Bars Traded 18949 16233 2716 18949 16233 2716
Profit Streak 487.9156 0 557.6656 487.9156 0 557.6656
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -66810 388430 -579775 -580768 -94402 -579775

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580392800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758895106841,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 79,
            "offset": 0,
            "std": 1.3887
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 232,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            155423.4697443616,
            269384.62688474,
            -113961.1571403785,
            -93651.9773641747,
            231135.8118037884,
            -324787.7891679633
        ],
        [
            155.42347,
            269.384627,
            -113.961157,
            -93.651977,
            231.135812,
            -324.787789
        ],
        [
            0.096059,
            0.166492,
            -0.070433,
            -0.170252,
            0.07403,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -278932,
            -203124,
            -127693,
            -776674,
            -572716,
            -450223
        ],
        [
            1.216652,
            1.641128,
            0.616569,
            0.943741,
            1.27084,
            0.599642
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            55.421687,
            60.97561,
            50,
            55.421687,
            60.97561,
            50
        ],
        [
            0.978611,
            1.050322,
            0.616569,
            0.759096,
            0.813338,
            0.599642
        ],
        [
            249270,
            249270,
            27241,
            204257,
            204257,
            98680
        ],
        [
            -74167,
            -74167,
            -52482,
            -412117,
            -412117,
            -410789
        ],
        [
            228,
            395,
            64,
            228,
            395,
            64
        ],
        [
            128,
            190,
            56,
            128,
            190,
            56
        ],
        [
            351,
            717,
            73,
            351,
            717,
            73
        ],
        [
            18949,
            16233,
            2716,
            18949,
            16233,
            2716
        ],
        [
            487.915588,
            0,
            557.665588,
            487.915588,
            0,
            557.665588
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -66810,
            388430,
            -579775,
            -580768,
            -94402,
            -579775
        ]
    ]
}
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": 1580392800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758895106841,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 79,
            "offset": 0,
            "std": 1.3887
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 232,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)