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Trade: OMG/USDT/120/MIDPRICE/KCB/9294

Strategy
OMG/USDT/120/MIDPRICE/KCB/9294
Pair
OMG_USDT
Interval
2h
Score
400700
Daily Profit
0.434237
Profit Factor
2.066287
Profitability
41.791045
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 20:15
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 702595.6383 544248.9668 158346.6715 1730057.8619 1104884.6768 625173.185
Total P&L (%) 702.5956 544.249 158.3467 1730.0579 1104.8847 625.1732
Avg Daily Profit (%) 0.4342 0.3364 0.0979 0.1798 0.1539 0.1225
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88071 -122529 -61996 -2564192 -1752582 -1229295
Profit Factor 2.0663 2.5397 1.5184 1.1744 1.1963 1.1456
Total Trades 134 67 67 134 67 67
Winning Trades 56 29 27 56 29 27
Losing Trades 78 38 40 78 38 40
Profitability (%) 41.791 43.2836 40.2985 41.791 43.2836 40.2985
Ratio Avg Win / Avg Loss 2.878 3.3279 2.2495 1.6357 1.5675 1.6972
Largest Winning Trade 248709 248709 60877 1868776 1868776 1231928
Largest Losing Trade -36625 -30042 -36625 -785906 -785906 -765911
Avg Bars in Trades 139 123 156 139 123 156
Avg Bars in Winners 229 213 246 229 213 246
Avg Bars in Losers 75 54 95 75 54 95
Bars Traded 18751 8279 10472 18751 8279 10472
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400700 -105524 -180519 -22597 -115439 -208993

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580241600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758906946032,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "offset": 120
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 44,
            "offset": 0,
            "scalar": 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": [
        [
            702595.6383122543,
            544248.9668336974,
            158346.671478557,
            1730057.8618534692,
            1104884.676823064,
            625173.1850304048
        ],
        [
            702.595638,
            544.248967,
            158.346671,
            1730.057862,
            1104.884677,
            625.173185
        ],
        [
            0.434237,
            0.336371,
            0.097866,
            0.179824,
            0.153948,
            0.122525
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88071,
            -122529,
            -61996,
            -2564192,
            -1752582,
            -1229295
        ],
        [
            2.066287,
            2.539747,
            1.518402,
            1.174355,
            1.196275,
            1.145615
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            78,
            38,
            40,
            78,
            38,
            40
        ],
        [
            41.791045,
            43.283582,
            40.298507,
            41.791045,
            43.283582,
            40.298507
        ],
        [
            2.878043,
            3.327945,
            2.249485,
            1.635709,
            1.567533,
            1.697207
        ],
        [
            248709,
            248709,
            60877,
            1868776,
            1868776,
            1231928
        ],
        [
            -36625,
            -30042,
            -36625,
            -785906,
            -785906,
            -765911
        ],
        [
            139,
            123,
            156,
            139,
            123,
            156
        ],
        [
            229,
            213,
            246,
            229,
            213,
            246
        ],
        [
            75,
            54,
            95,
            75,
            54,
            95
        ],
        [
            18751,
            8279,
            10472,
            18751,
            8279,
            10472
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400700,
            -105524,
            -180519,
            -22597,
            -115439,
            -208993
        ]
    ]
}
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": 1580241600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758906946032,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "offset": 120
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 44,
            "offset": 0,
            "scalar": 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)