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Trade: OMG/USDT/120/KCL/JMA/4602

Strategy
OMG/USDT/120/KCL/JMA/4602
Pair
OMG_USDT
Interval
2h
Score
359121
Daily Profit
0.283178
Profit Factor
2.421969
Profitability
42.424242
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-25 12:25
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 570322.6167 458181.9114 112140.7053 478503.0275 384424.9845 94078.043
Total P&L (%) 570.3226 458.1819 112.1407 478.503 384.425 94.078
Avg Daily Profit (%) 0.3525 0.2832 0.0693 0.1085 0.0976 0.041
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109049 -132856 -73274 -997064 -1082049 -496018
Profit Factor 2.0578 2.422 1.5169 1.1309 1.1758 1.0641
Total Trades 66 33 33 66 33 33
Winning Trades 32 14 18 32 14 18
Losing Trades 34 19 15 34 19 15
Profitability (%) 48.4848 42.4242 54.5455 48.4848 42.4242 54.5455
Ratio Avg Win / Avg Loss 2.1864 3.287 1.2641 1.2016 1.5957 0.8867
Largest Winning Trade 240165 240165 49134 826794 826794 379490
Largest Losing Trade -42787 -37130 -42787 -349384 -349384 -274878
Avg Bars in Trades 283 300 265 283 300 265
Avg Bars in Winners 412 481 359 412 481 359
Avg Bars in Losers 161 167 153 161 167 153
Bars Traded 18702 9931 8771 18702 9931 8771
Profit Streak 0 0 545.2259 0 0 545.2259
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -115836 359121 -97838 -253708 -91732 -288740

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580464800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758792314536,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 238,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 242,
            "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": [
        [
            570322.6166505395,
            458181.9113520937,
            112140.7052984457,
            478503.0275235646,
            384424.9844755142,
            94078.0430480504
        ],
        [
            570.322617,
            458.181911,
            112.140705,
            478.503028,
            384.424984,
            94.078043
        ],
        [
            0.352486,
            0.283178,
            0.069308,
            0.108543,
            0.097563,
            0.04099
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109049,
            -132856,
            -73274,
            -997064,
            -1082049,
            -496018
        ],
        [
            2.057763,
            2.421969,
            1.516869,
            1.1309,
            1.175797,
            1.064053
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            48.484848,
            42.424242,
            54.545455,
            48.484848,
            42.424242,
            54.545455
        ],
        [
            2.186373,
            3.286957,
            1.264058,
            1.201581,
            1.595725,
            0.886711
        ],
        [
            240165,
            240165,
            49134,
            826794,
            826794,
            379490
        ],
        [
            -42787,
            -37130,
            -42787,
            -349384,
            -349384,
            -274878
        ],
        [
            283,
            300,
            265,
            283,
            300,
            265
        ],
        [
            412,
            481,
            359,
            412,
            481,
            359
        ],
        [
            161,
            167,
            153,
            161,
            167,
            153
        ],
        [
            18702,
            9931,
            8771,
            18702,
            9931,
            8771
        ],
        [
            0,
            0,
            545.225863,
            0,
            0,
            545.225863
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115836,
            359121,
            -97838,
            -253708,
            -91732,
            -288740
        ]
    ]
}
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": 1580464800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758792314536,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 238,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 242,
            "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)