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Trade: OMG/USDT/360/FWMA/KCL/4582

Strategy
OMG/USDT/360/FWMA/KCL/4582
Pair
OMG_USDT
Interval
6h
Score
530167
Daily Profit
0.168273
Profit Factor
2.035804
Profitability
89.583333
Streak
535.584556
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-01 05:01
Expiration Time
2024-08-13 04:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -401285.5631 -23322.7242 -377962.8389 1487804.8373 -860215.2981 2348020.1353
Total P&L (%) -401.2856 -23.3227 -377.9628 1487.8048 -860.2153 2348.0201
Avg Daily Profit (%) -0.211 -0.0123 -0.1987 0.1455 0 0.1683
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -637205 -54974 -661500 -1343376 -1073486 -1130628
Profit Factor 0.554 0.8486 0.4932 1.3658 0.5222 2.0358
Total Trades 96 48 48 96 48 48
Winning Trades 76 32 44 72 29 43
Losing Trades 20 16 4 24 19 5
Profitability (%) 79.1667 66.6667 91.6667 75 60.4167 89.5833
Ratio Avg Win / Avg Loss 0.1458 0.4243 0.0448 0.4553 0.3421 0.2367
Largest Winning Trade 21924 12348 21924 1599248 91986 1599248
Largest Losing Trade -550853 -37900 -550853 -903399 -674948 -903399
Avg Bars in Trades 74 31 117 74 31 117
Avg Bars in Winners 31 10 47 38 10 57
Avg Bars in Losers 236 72 894 180 62 632
Bars Traded 7140 1493 5647 7140 1493 5647
Profit Streak 535.5846 746.3346 535.5846 535.5846 746.3346 535.5846
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575111 -577198 -574706 198873 -578008 530167
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1559260800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759284105647,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 232,
            "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": [
        [
            -401285.5630532265,
            -23322.7241729884,
            -377962.8388802379,
            1487804.837265062,
            -860215.2980810829,
            2348020.1353461444
        ],
        [
            -401.285563,
            -23.322724,
            -377.962839,
            1487.804837,
            -860.215298,
            2348.020135
        ],
        [
            -0.210981,
            -0.012262,
            -0.198719,
            0.145476,
            0,
            0.168273
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -637205,
            -54974,
            -661500,
            -1343376,
            -1073486,
            -1130628
        ],
        [
            0.554041,
            0.848572,
            0.493216,
            1.365815,
            0.522167,
            2.035804
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            76,
            32,
            44,
            72,
            29,
            43
        ],
        [
            20,
            16,
            4,
            24,
            19,
            5
        ],
        [
            79.166667,
            66.666667,
            91.666667,
            75,
            60.416667,
            89.583333
        ],
        [
            0.1458,
            0.424286,
            0.044838,
            0.455272,
            0.342109,
            0.236721
        ],
        [
            21924,
            12348,
            21924,
            1599248,
            91986,
            1599248
        ],
        [
            -550853,
            -37900,
            -550853,
            -903399,
            -674948,
            -903399
        ],
        [
            74,
            31,
            117,
            74,
            31,
            117
        ],
        [
            31,
            10,
            47,
            38,
            10,
            57
        ],
        [
            236,
            72,
            894,
            180,
            62,
            632
        ],
        [
            7140,
            1493,
            5647,
            7140,
            1493,
            5647
        ],
        [
            535.584556,
            746.334556,
            535.584556,
            535.584556,
            746.334556,
            535.584556
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575111,
            -577198,
            -574706,
            198873,
            -578008,
            530167
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1559260800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759284105647,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 232,
            "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)