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Trade: OMG/USDT/120/KCL/HILO/5125

Strategy
OMG/USDT/120/KCL/HILO/5125
Pair
OMG_USDT
Interval
2h
Score
402718
Daily Profit
0.346315
Profit Factor
1.690635
Profitability
43.388430
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 01:47
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 560337.4894 463605.1394 96732.35 352595.1828 4118.1566 348477.0261
Total P&L (%) 560.3375 463.6051 96.7324 352.5952 4.1182 348.477
Avg Daily Profit (%) 0.3463 0.2865 0.0598 0.0934 0.0025 0.0928
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121948 -112179 -87260 -655044 -947216 -445201
Profit Factor 1.6906 1.8748 1.3437 1.0688 1.0012 1.1986
Total Trades 242 121 121 242 121 121
Winning Trades 105 45 60 105 45 60
Losing Trades 137 76 61 137 76 61
Profitability (%) 43.3884 37.1901 49.5868 43.3884 37.1901 49.5868
Ratio Avg Win / Avg Loss 2.2059 3.1664 1.3661 1.3945 1.691 1.2186
Largest Winning Trade 260154 260154 52069 459793 459793 306788
Largest Losing Trade -28921 -28921 -21869 -270078 -270078 -152302
Avg Bars in Trades 77 114 39 77 114 39
Avg Bars in Winners 112 187 55 112 187 55
Avg Bars in Losers 50 71 23 50 71 23
Bars Traded 18703 13894 4809 18703 13894 4809
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402718 241376 -113135 -214515 -578546 -71532

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580104800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758926827810,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 192,
            "offset": 218,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            560337.4894405665,
            463605.1394270471,
            96732.3500135196,
            352595.1827517358,
            4118.156641345,
            348477.0261103914
        ],
        [
            560.337489,
            463.605139,
            96.73235,
            352.595183,
            4.118157,
            348.477026
        ],
        [
            0.346315,
            0.28653,
            0.059785,
            0.093358,
            0.002494,
            0.092793
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121948,
            -112179,
            -87260,
            -655044,
            -947216,
            -445201
        ],
        [
            1.690635,
            1.874838,
            1.343748,
            1.068769,
            1.001221,
            1.19861
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            105,
            45,
            60,
            105,
            45,
            60
        ],
        [
            137,
            76,
            61,
            137,
            76,
            61
        ],
        [
            43.38843,
            37.190083,
            49.586777,
            43.38843,
            37.190083,
            49.586777
        ],
        [
            2.205876,
            3.166394,
            1.366144,
            1.394489,
            1.690951,
            1.218587
        ],
        [
            260154,
            260154,
            52069,
            459793,
            459793,
            306788
        ],
        [
            -28921,
            -28921,
            -21869,
            -270078,
            -270078,
            -152302
        ],
        [
            77,
            114,
            39,
            77,
            114,
            39
        ],
        [
            112,
            187,
            55,
            112,
            187,
            55
        ],
        [
            50,
            71,
            23,
            50,
            71,
            23
        ],
        [
            18703,
            13894,
            4809,
            18703,
            13894,
            4809
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402718,
            241376,
            -113135,
            -214515,
            -578546,
            -71532
        ]
    ]
}
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": 1580104800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758926827810,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 192,
            "offset": 218,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)