← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: OMG/USDT/480/KCL/ZLMA/3585

Strategy
OMG/USDT/480/KCL/ZLMA/3585
Pair
OMG_USDT
Interval
8h
Score
592110
Daily Profit
0.298112
Profit Factor
3.169527
Profitability
51.612903
Streak
823.249586
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-09-26 00:59
Expiration Time
2024-08-13 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 685343.4647 567106.475 118236.9896 285996.06 -454380.1905 740376.2505
Total P&L (%) 685.3435 567.1065 118.237 285.9961 -454.3802 740.3763
Avg Daily Profit (%) 0.3603 0.2981 0.0622 0.071 0 0.112
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163120 -167360 -35189 -1452289 -1590301 -120552
Profit Factor 3.1376 3.1695 2.9968 1.1458 0.7423 4.7299
Total Trades 62 31 31 62 31 31
Winning Trades 41 16 25 41 16 25
Losing Trades 21 15 6 21 15 6
Profitability (%) 66.129 51.6129 80.6452 66.129 51.6129 80.6452
Ratio Avg Win / Avg Loss 1.6071 2.9714 0.7192 0.5869 0.6959 1.1352
Largest Winning Trade 659061 659061 28153 507941 507941 281084
Largest Losing Trade -42164 -42164 -35189 -562408 -562408 -120552
Avg Bars in Trades 88 157 19 88 157 19
Avg Bars in Winners 77 170 17 77 170 17
Avg Bars in Losers 109 143 25 109 143 25
Bars Traded 5483 4890 593 5483 4890 593
Profit Streak 823.2496 823.2496 824.5829 823.2496 823.2496 824.5829
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -139584 592110 -101438 -314925 -579264 -31073

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557244800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758837564221,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 105,
            "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": [
        [
            685343.4646613848,
            567106.4750384657,
            118236.9896229192,
            285996.0599614677,
            -454380.1905422163,
            740376.2505036843
        ],
        [
            685.343465,
            567.106475,
            118.23699,
            285.99606,
            -454.380191,
            740.376251
        ],
        [
            0.360265,
            0.298112,
            0.062154,
            0.071025,
            0,
            0.111961
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163120,
            -167360,
            -35189,
            -1452289,
            -1590301,
            -120552
        ],
        [
            3.137633,
            3.169527,
            2.996835,
            1.145784,
            0.74231,
            4.729885
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            41,
            16,
            25,
            41,
            16,
            25
        ],
        [
            21,
            15,
            6,
            21,
            15,
            6
        ],
        [
            66.129032,
            51.612903,
            80.645161,
            66.129032,
            51.612903,
            80.645161
        ],
        [
            1.60708,
            2.971432,
            0.71924,
            0.586865,
            0.695916,
            1.135172
        ],
        [
            659061,
            659061,
            28153,
            507941,
            507941,
            281084
        ],
        [
            -42164,
            -42164,
            -35189,
            -562408,
            -562408,
            -120552
        ],
        [
            88,
            157,
            19,
            88,
            157,
            19
        ],
        [
            77,
            170,
            17,
            77,
            170,
            17
        ],
        [
            109,
            143,
            25,
            109,
            143,
            25
        ],
        [
            5483,
            4890,
            593,
            5483,
            4890,
            593
        ],
        [
            823.249586,
            823.249586,
            824.582919,
            823.249586,
            823.249586,
            824.582919
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139584,
            592110,
            -101438,
            -314925,
            -579264,
            -31073
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557244800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758837564221,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 105,
            "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)