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Trade: OMG/USDT/120/KCB/MIDPRICE/8582

Strategy
OMG/USDT/120/KCB/MIDPRICE/8582
Pair
OMG_USDT
Interval
2h
Score
437734
Daily Profit
0.361136
Profit Factor
1.930747
Profitability
46.621622
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-02 19:00
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 584318.2903 432639.0129 151679.2774 1195136.6281 570072.6224 625064.0057
Total P&L (%) 584.3183 432.639 151.6793 1195.1366 570.0726 625.064
Avg Daily Profit (%) 0.3611 0.2674 0.0937 0.1584 0.1176 0.1225
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76154 -139529 -82668 -968819 -1329358 -725474
Profit Factor 1.9307 2.3227 1.5044 1.2447 1.2074 1.2929
Total Trades 148 74 74 148 74 74
Winning Trades 69 33 36 69 33 36
Losing Trades 79 41 38 79 41 38
Profitability (%) 46.6216 44.5946 48.6486 46.6216 44.5946 48.6486
Ratio Avg Win / Avg Loss 2.2106 2.8857 1.588 1.4251 1.5 1.3647
Largest Winning Trade 190081 190081 54106 819529 819529 283588
Largest Losing Trade -44461 -44461 -28830 -593089 -593089 -253751
Avg Bars in Trades 127 129 125 127 129 125
Avg Bars in Winners 183 191 175 183 191 175
Avg Bars in Losers 78 78 77 78 78 77
Bars Traded 18822 9550 9272 18822 9550 9272
Profit Streak 0 0 494.4171 0 0 494.4171
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437734 -53940 -129392 234222 -101474 -93018
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580248800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759420836398,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 129,
            "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": [
        [
            584318.2902696149,
            432639.0129035233,
            151679.2773660913,
            1195136.6281299293,
            570072.622387909,
            625064.0057420202
        ],
        [
            584.31829,
            432.639013,
            151.679277,
            1195.136628,
            570.072622,
            625.064006
        ],
        [
            0.361136,
            0.267391,
            0.093745,
            0.15842,
            0.117635,
            0.122516
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76154,
            -139529,
            -82668,
            -968819,
            -1329358,
            -725474
        ],
        [
            1.930747,
            2.322666,
            1.504423,
            1.244726,
            1.207354,
            1.292867
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            79,
            41,
            38,
            79,
            41,
            38
        ],
        [
            46.621622,
            44.594595,
            48.648649,
            46.621622,
            44.594595,
            48.648649
        ],
        [
            2.210565,
            2.885736,
            1.588002,
            1.425121,
            1.500045,
            1.364693
        ],
        [
            190081,
            190081,
            54106,
            819529,
            819529,
            283588
        ],
        [
            -44461,
            -44461,
            -28830,
            -593089,
            -593089,
            -253751
        ],
        [
            127,
            129,
            125,
            127,
            129,
            125
        ],
        [
            183,
            191,
            175,
            183,
            191,
            175
        ],
        [
            78,
            78,
            77,
            78,
            78,
            77
        ],
        [
            18822,
            9550,
            9272,
            18822,
            9550,
            9272
        ],
        [
            0,
            0,
            494.417088,
            0,
            0,
            494.417088
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437734,
            -53940,
            -129392,
            234222,
            -101474,
            -93018
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580248800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759420836398,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 129,
            "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)