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Trade: OMG/USDT/240/SSF/KCB/8493

Strategy
OMG/USDT/240/SSF/KCB/8493
Pair
OMG_USDT
Interval
4h
Score
309788
Daily Profit
0.196870
Profit Factor
1.244082
Profitability
42.721519
Streak
513.058792
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-05 16:24
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 374314.6885 351885.0269 22429.6616 -66213.5023 308607.6446 -374821.1469
Total P&L (%) 374.3147 351.885 22.4297 -66.2135 308.6076 -374.8211
Avg Daily Profit (%) 0.1969 0.1851 0.0118 -0.0571 0.0741 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -223000 -180686 -161879 -498160 -169440 -524569
Profit Factor 1.2441 1.4724 1.0284 0.9672 1.3804 0.6896
Total Trades 316 158 158 316 158 158
Winning Trades 135 66 69 135 66 69
Losing Trades 181 92 89 181 92 89
Profitability (%) 42.7215 41.7722 43.6709 42.7215 41.7722 43.6709
Ratio Avg Win / Avg Loss 1.668 2.0524 1.3265 1.2968 1.9242 0.8895
Largest Winning Trade 248440 248440 44613 118407 118407 101191
Largest Losing Trade -55375 -41771 -55375 -282490 -74675 -282490
Avg Bars in Trades 35 38 32 35 38 32
Avg Bars in Winners 46 50 42 46 50 42
Avg Bars in Losers 27 30 24 27 30 24
Bars Traded 11265 6119 5146 11265 6119 5146
Profit Streak 513.0588 513.0588 513.3921 513.0588 513.0588 513.3921
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309788 266354 -372818 -578953 -94718 -582007
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1554897600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759670679671,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 83,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 45,
            "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": [
        [
            374314.6884672099,
            351885.0269103253,
            22429.6615568846,
            -66213.5022763815,
            308607.6446102804,
            -374821.1468866616
        ],
        [
            374.314688,
            351.885027,
            22.429662,
            -66.213502,
            308.607645,
            -374.821147
        ],
        [
            0.19687,
            0.185073,
            0.011797,
            -0.057055,
            0.074059,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -223000,
            -180686,
            -161879,
            -498160,
            -169440,
            -524569
        ],
        [
            1.244082,
            1.472403,
            1.02844,
            0.967202,
            1.380373,
            0.68959
        ],
        [
            316,
            158,
            158,
            316,
            158,
            158
        ],
        [
            135,
            66,
            69,
            135,
            66,
            69
        ],
        [
            181,
            92,
            89,
            181,
            92,
            89
        ],
        [
            42.721519,
            41.772152,
            43.670886,
            42.721519,
            41.772152,
            43.670886
        ],
        [
            1.667991,
            2.05244,
            1.326538,
            1.296767,
            1.924157,
            0.889471
        ],
        [
            248440,
            248440,
            44613,
            118407,
            118407,
            101191
        ],
        [
            -55375,
            -41771,
            -55375,
            -282490,
            -74675,
            -282490
        ],
        [
            35,
            38,
            32,
            35,
            38,
            32
        ],
        [
            46,
            50,
            42,
            46,
            50,
            42
        ],
        [
            27,
            30,
            24,
            27,
            30,
            24
        ],
        [
            11265,
            6119,
            5146,
            11265,
            6119,
            5146
        ],
        [
            513.058792,
            513.058792,
            513.392126,
            513.058792,
            513.058792,
            513.392126
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309788,
            266354,
            -372818,
            -578953,
            -94718,
            -582007
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1554897600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759670679671,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 83,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 45,
            "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)