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Trade: OMG/USDT/720/MIDPRICE/KCU/1624

Strategy
OMG/USDT/720/MIDPRICE/KCU/1624
Pair
OMG_USDT
Interval
12h
Score
309294
Daily Profit
0.256038
Profit Factor
2.286024
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-04 14:19
Expiration Time
2024-08-13 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 663291.6311 487111.5113 176180.1199 496930.7876 -585854.6566 1082785.4441
Total P&L (%) 663.2916 487.1115 176.1801 496.9308 -585.8547 1082.7854
Avg Daily Profit (%) 0.3486 0.256 0.0926 0.094 0 0.1299
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119198 -134479 -125823 -1777051 -2505975 -1047736
Profit Factor 2.0418 2.286 1.6831 1.081 0.8585 1.5424
Total Trades 80 40 40 80 40 40
Winning Trades 37 16 21 37 16 21
Losing Trades 43 24 19 43 24 19
Profitability (%) 46.25 40 52.5 46.25 40 52.5
Ratio Avg Win / Avg Loss 2.3729 3.429 1.5228 1.2563 1.2877 1.3955
Largest Winning Trade 319282 319282 53351 1545872 1545872 550546
Largest Losing Trade -62422 -62422 -56883 -910978 -910978 -630189
Avg Bars in Trades 45 37 53 45 37 53
Avg Bars in Winners 56 43 65 56 43 65
Avg Bars in Losers 36 33 39 36 33 39
Bars Traded 3633 1497 2136 3633 1497 2136
Profit Streak 0 0 574.9722 0 0 574.9722
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12046 309294 -65208 -224208 -582972 -16637
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1559088000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759576794858,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 56,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            663291.6311247081,
            487111.5112734346,
            176180.1198512737,
            496930.7875567353,
            -585854.6565670067,
            1082785.4441237426
        ],
        [
            663.291631,
            487.111511,
            176.18012,
            496.930788,
            -585.854657,
            1082.785444
        ],
        [
            0.348642,
            0.256038,
            0.092605,
            0.093954,
            0,
            0.129938
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119198,
            -134479,
            -125823,
            -1777051,
            -2505975,
            -1047736
        ],
        [
            2.04178,
            2.286024,
            1.683087,
            1.08099,
            0.858472,
            1.542421
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            43,
            24,
            19,
            43,
            24,
            19
        ],
        [
            46.25,
            40,
            52.5,
            46.25,
            40,
            52.5
        ],
        [
            2.372879,
            3.429037,
            1.522793,
            1.256286,
            1.287709,
            1.395524
        ],
        [
            319282,
            319282,
            53351,
            1545872,
            1545872,
            550546
        ],
        [
            -62422,
            -62422,
            -56883,
            -910978,
            -910978,
            -630189
        ],
        [
            45,
            37,
            53,
            45,
            37,
            53
        ],
        [
            56,
            43,
            65,
            56,
            43,
            65
        ],
        [
            36,
            33,
            39,
            36,
            33,
            39
        ],
        [
            3633,
            1497,
            2136,
            3633,
            1497,
            2136
        ],
        [
            0,
            0,
            574.972163,
            0,
            0,
            574.972163
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12046,
            309294,
            -65208,
            -224208,
            -582972,
            -16637
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1559088000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759576794858,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 56,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)