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Trade: OMG/USDT/120/KCU/SSF/4974

Strategy
OMG/USDT/120/KCU/SSF/4974
Pair
OMG_USDT
Interval
2h
Score
308314
Daily Profit
0.156672
Profit Factor
1.921682
Profitability
43.902439
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 04:42
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 228856.4804 253494.94 -24638.4596 -38323.1141 144621.26 -182944.3741
Total P&L (%) 228.8565 253.4949 -24.6385 -38.3231 144.6213 -182.9444
Avg Daily Profit (%) 0.1414 0.1567 -0.0152 -0.0299 0.0553 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -208610 -99262 -257683 -204383 -68195 -284061
Profit Factor 1.3326 1.9217 0.9404 0.9235 1.8658 0.452
Total Trades 81 41 40 81 41 40
Winning Trades 32 18 14 32 18 14
Losing Trades 49 23 26 49 23 26
Profitability (%) 39.5062 43.9024 35 39.5062 43.9024 35
Ratio Avg Win / Avg Loss 2.0405 2.4555 1.7464 1.4141 2.384 0.8393
Largest Winning Trade 119632 119632 62389 113049 113049 58332
Largest Losing Trade -45794 -35062 -45794 -74068 -31454 -74068
Avg Bars in Trades 234 153 318 234 153 318
Avg Bars in Winners 409 258 603 409 258 603
Avg Bars in Losers 121 71 165 121 71 165
Bars Traded 19031 6298 12733 19031 6298 12733
Profit Streak 0 0 545.988 0 0 545.988
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -23178 308314 -583221 -599469 -117864 -585999
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580205600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759110161895,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 206,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 124,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            228856.4803789256,
            253494.9400149981,
            -24638.4596360725,
            -38323.1141165537,
            144621.2599762211,
            -182944.3740927748
        ],
        [
            228.85648,
            253.49494,
            -24.63846,
            -38.323114,
            144.62126,
            -182.944374
        ],
        [
            0.141444,
            0.156672,
            -0.015228,
            -0.029863,
            0.055302,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -208610,
            -99262,
            -257683,
            -204383,
            -68195,
            -284061
        ],
        [
            1.332556,
            1.921682,
            0.940363,
            0.923485,
            1.865754,
            0.451956
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            39.506173,
            43.902439,
            35,
            39.506173,
            43.902439,
            35
        ],
        [
            2.040477,
            2.455483,
            1.746388,
            1.414087,
            2.384019,
            0.839347
        ],
        [
            119632,
            119632,
            62389,
            113049,
            113049,
            58332
        ],
        [
            -45794,
            -35062,
            -45794,
            -74068,
            -31454,
            -74068
        ],
        [
            234,
            153,
            318,
            234,
            153,
            318
        ],
        [
            409,
            258,
            603,
            409,
            258,
            603
        ],
        [
            121,
            71,
            165,
            121,
            71,
            165
        ],
        [
            19031,
            6298,
            12733,
            19031,
            6298,
            12733
        ],
        [
            0,
            0,
            545.987985,
            0,
            0,
            545.987985
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -23178,
            308314,
            -583221,
            -599469,
            -117864,
            -585999
        ]
    ]
}
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": 1580205600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759110161895,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 206,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 124,
            "offset": 0,
            "poles": 2
        }
    }
}

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)