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Trade: OMG/USDT/360/KCL/SMA/8613

Strategy
OMG/USDT/360/KCL/SMA/8613
Pair
OMG_USDT
Interval
6h
Score
559516
Daily Profit
0.243786
Profit Factor
2.495547
Profitability
60.975610
Streak
677.275239
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-03 15:36
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 476390.2013 463680.0884 12710.1129 27042.1636 37600.9374 -10558.7738
Total P&L (%) 476.3902 463.6801 12.7101 27.0422 37.6009 -10.5588
Avg Daily Profit (%) 0.2505 0.2438 0.0067 0.0126 0.0168 -0.0059
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193380 -206445 -66467 -1262628 -1038641 -592868
Profit Factor 1.902 2.4955 1.0583 1.0118 1.0244 0.9859
Total Trades 83 41 42 83 41 42
Winning Trades 54 25 29 54 25 29
Losing Trades 29 16 13 29 16 13
Profitability (%) 65.0602 60.9756 69.0476 65.0602 60.9756 69.0476
Ratio Avg Win / Avg Loss 1.0214 1.5972 0.4744 0.5434 0.6556 0.442
Largest Winning Trade 310109 310109 31568 520268 520268 201729
Largest Losing Trade -62924 -62924 -51101 -535939 -535939 -442745
Avg Bars in Trades 73 132 15 73 132 15
Avg Bars in Winners 40 70 15 40 70 15
Avg Bars in Losers 134 231 15 134 231 15
Bars Traded 6093 5449 644 6093 5449 644
Profit Streak 669.5252 677.2752 669.5252 669.5252 677.2752 669.5252
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 462701 559516 -419705 -386303 -365393 -577030
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1559304000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494980676,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    }
}
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": [
        [
            476390.2013463574,
            463680.088400236,
            12710.1129461214,
            27042.1636050751,
            37600.9373772326,
            -10558.7737721574
        ],
        [
            476.390201,
            463.680088,
            12.710113,
            27.042164,
            37.600937,
            -10.558774
        ],
        [
            0.250468,
            0.243786,
            0.006682,
            0.012585,
            0.016783,
            -0.005867
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193380,
            -206445,
            -66467,
            -1262628,
            -1038641,
            -592868
        ],
        [
            1.901996,
            2.495547,
            1.058274,
            1.011809,
            1.024431,
            0.985939
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            54,
            25,
            29,
            54,
            25,
            29
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            65.060241,
            60.97561,
            69.047619,
            65.060241,
            60.97561,
            69.047619
        ],
        [
            1.021443,
            1.59715,
            0.474399,
            0.543379,
            0.655636,
            0.441973
        ],
        [
            310109,
            310109,
            31568,
            520268,
            520268,
            201729
        ],
        [
            -62924,
            -62924,
            -51101,
            -535939,
            -535939,
            -442745
        ],
        [
            73,
            132,
            15,
            73,
            132,
            15
        ],
        [
            40,
            70,
            15,
            40,
            70,
            15
        ],
        [
            134,
            231,
            15,
            134,
            231,
            15
        ],
        [
            6093,
            5449,
            644,
            6093,
            5449,
            644
        ],
        [
            669.525239,
            677.275239,
            669.525239,
            669.525239,
            677.275239,
            669.525239
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            462701,
            559516,
            -419705,
            -386303,
            -365393,
            -577030
        ]
    ]
}
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": 1559304000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494980676,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    }
}

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)