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Trade: OMG/USDT/120/KCL/PWMA/8590

Strategy
OMG/USDT/120/KCL/PWMA/8590
Pair
OMG_USDT
Interval
2h
Score
420707
Daily Profit
0.327794
Profit Factor
1.793345
Profitability
47.115385
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-03 13:24
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 530370.0274 524719.723 5650.3043 -38901.7505 -391224.3416 352322.5911
Total P&L (%) 530.37 524.7197 5.6503 -38.9018 -391.2243 352.3226
Avg Daily Profit (%) 0.3278 0.3243 0.0035 -0.0304 0 0.0933
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -291393 -243369 -48024 -2005140 -1685766 -407852
Profit Factor 1.7933 2.0534 1.0332 0.9895 0.8616 1.3982
Total Trades 104 52 52 104 52 52
Winning Trades 49 20 29 49 20 29
Losing Trades 55 32 23 55 32 23
Profitability (%) 47.1154 38.4615 55.7692 47.1154 38.4615 55.7692
Ratio Avg Win / Avg Loss 2.0129 3.2854 0.8194 1.1107 1.3786 1.109
Largest Winning Trade 484565 484565 37392 633139 633139 401795
Largest Losing Trade -50949 -50949 -35924 -653084 -653084 -223866
Avg Bars in Trades 179 326 33 179 326 33
Avg Bars in Winners 194 433 29 194 433 29
Avg Bars in Losers 166 259 38 166 259 38
Bars Traded 18697 16964 1733 18697 16964 1733
Profit Streak 0 0 514.3502 0 0 514.3502
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420707 -171539 -718370 -579956 -763653 -246417
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580277600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759487057931,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 216,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 116,
            "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": [
        [
            530370.0273782833,
            524719.7230311738,
            5650.3043471097,
            -38901.750467943,
            -391224.3415791973,
            352322.5911112545
        ],
        [
            530.370027,
            524.719723,
            5.650304,
            -38.90175,
            -391.224342,
            352.322591
        ],
        [
            0.327794,
            0.324301,
            0.003492,
            -0.030446,
            0,
            0.093321
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -291393,
            -243369,
            -48024,
            -2005140,
            -1685766,
            -407852
        ],
        [
            1.793345,
            2.053396,
            1.033159,
            0.989518,
            0.8616,
            1.398243
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            49,
            20,
            29,
            49,
            20,
            29
        ],
        [
            55,
            32,
            23,
            55,
            32,
            23
        ],
        [
            47.115385,
            38.461538,
            55.769231,
            47.115385,
            38.461538,
            55.769231
        ],
        [
            2.012938,
            3.285433,
            0.819402,
            1.110684,
            1.37856,
            1.108952
        ],
        [
            484565,
            484565,
            37392,
            633139,
            633139,
            401795
        ],
        [
            -50949,
            -50949,
            -35924,
            -653084,
            -653084,
            -223866
        ],
        [
            179,
            326,
            33,
            179,
            326,
            33
        ],
        [
            194,
            433,
            29,
            194,
            433,
            29
        ],
        [
            166,
            259,
            38,
            166,
            259,
            38
        ],
        [
            18697,
            16964,
            1733,
            18697,
            16964,
            1733
        ],
        [
            0,
            0,
            514.350207,
            0,
            0,
            514.350208
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420707,
            -171539,
            -718370,
            -579956,
            -763653,
            -246417
        ]
    ]
}
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": 1580277600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759487057931,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 216,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 116,
            "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)