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Trade: OMG/USDT/120/SINWMA/KCL/6439

Strategy
OMG/USDT/120/SINWMA/KCL/6439
Pair
OMG_USDT
Interval
2h
Score
447006
Daily Profit
0.170660
Profit Factor
1.962353
Profitability
74.193548
Streak
541.063998
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-07 14:32
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 -320145.7042 22492.1436 -342637.8479 1123279.3571 -355010.7442 1478290.1013
Total P&L (%) -320.1457 22.4921 -342.6378 1123.2794 -355.0107 1478.2901
Avg Daily Profit (%) -0.1979 0.0139 -0.2118 0.1549 0 0.1707
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -583832 -37130 -610794 -712893 -489720 -657777
Profit Factor 0.6137 1.2505 0.5363 1.494 0.5189 1.9624
Total Trades 62 31 31 62 31 31
Winning Trades 44 21 23 42 19 23
Losing Trades 18 10 8 20 12 8
Profitability (%) 70.9677 67.7419 74.1935 67.7419 61.2903 74.1935
Ratio Avg Win / Avg Loss 0.2511 0.5955 0.1865 0.7114 0.3277 0.6826
Largest Winning Trade 40049 29305 40049 570545 107338 570545
Largest Losing Trade -411392 -17661 -411392 -576676 -206859 -576676
Avg Bars in Trades 301 46 556 301 46 556
Avg Bars in Winners 175 33 305 232 35 394
Avg Bars in Losers 608 73 1278 447 64 1021
Bars Traded 18690 1439 17251 18690 1439 17251
Profit Streak 541.064 841.6473 541.064 541.064 841.6473 541.064
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -735600 -178169 -577097 -147985 -578398 447006
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580090400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759836729410,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 190,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -320145.7042454945,
            22492.1436060028,
            -342637.8478514973,
            1123279.3570778398,
            -355010.7442358588,
            1478290.101313698
        ],
        [
            -320.145704,
            22.492144,
            -342.637848,
            1123.279357,
            -355.010744,
            1478.290101
        ],
        [
            -0.197865,
            0.013901,
            -0.211766,
            0.154886,
            0,
            0.17066
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -583832,
            -37130,
            -610794,
            -712893,
            -489720,
            -657777
        ],
        [
            0.613686,
            1.250458,
            0.536296,
            1.493962,
            0.518889,
            1.962353
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            44,
            21,
            23,
            42,
            19,
            23
        ],
        [
            18,
            10,
            8,
            20,
            12,
            8
        ],
        [
            70.967742,
            67.741935,
            74.193548,
            67.741935,
            61.290323,
            74.193548
        ],
        [
            0.251053,
            0.595456,
            0.186538,
            0.711411,
            0.327719,
            0.682558
        ],
        [
            40049,
            29305,
            40049,
            570545,
            107338,
            570545
        ],
        [
            -411392,
            -17661,
            -411392,
            -576676,
            -206859,
            -576676
        ],
        [
            301,
            46,
            556,
            301,
            46,
            556
        ],
        [
            175,
            33,
            305,
            232,
            35,
            394
        ],
        [
            608,
            73,
            1278,
            447,
            64,
            1021
        ],
        [
            18690,
            1439,
            17251,
            18690,
            1439,
            17251
        ],
        [
            541.063998,
            841.647331,
            541.063998,
            541.063998,
            841.647331,
            541.063998
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -735600,
            -178169,
            -577097,
            -147985,
            -578398,
            447006
        ]
    ]
}
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": 1580090400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759836729410,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 190,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)