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Trade: OMG/USDT/240/KCB/SINWMA/6940

Strategy
OMG/USDT/240/KCB/SINWMA/6940
Pair
OMG_USDT
Interval
4h
Score
499083
Daily Profit
0.295484
Profit Factor
2.635605
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-06 22:51
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 694759.8562 561812.6153 132947.2409 356479.6035 169138.932 187340.6715
Total P&L (%) 694.7599 561.8126 132.9472 356.4796 169.1389 187.3407
Avg Daily Profit (%) 0.3654 0.2955 0.0699 0.0799 0.0521 0.0555
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124173 -105584 -76175 -855474 -743533 -511288
Profit Factor 2.1764 2.6356 1.5381 1.1185 1.0984 1.1455
Total Trades 67 34 33 67 34 33
Winning Trades 36 17 19 36 17 19
Losing Trades 31 17 14 31 17 14
Profitability (%) 53.7313 50 57.5758 53.7313 50 57.5758
Ratio Avg Win / Avg Loss 1.8741 2.6356 1.1333 0.9632 1.0984 0.844
Largest Winning Trade 346187 346187 60940 498365 498365 321411
Largest Losing Trade -59542 -57255 -59542 -431108 -372023 -431108
Avg Bars in Trades 165 136 195 165 136 195
Avg Bars in Winners 213 176 246 213 176 246
Avg Bars in Losers 108 95 125 108 95 125
Bars Traded 11070 4626 6444 11070 4626 6444
Profit Streak 0 0 554.8276 0 0 554.8276
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -106923 499083 -96496 -298599 -235703 -179379
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1556755200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759780303075,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 174,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 75,
            "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": [
        [
            694759.8561928666,
            561812.6152837175,
            132947.2409091489,
            356479.6034537008,
            169138.93195063,
            187340.6715030706
        ],
        [
            694.759856,
            561.812615,
            132.947241,
            356.479603,
            169.138932,
            187.340672
        ],
        [
            0.365407,
            0.295484,
            0.069923,
            0.07989,
            0.052085,
            0.055529
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124173,
            -105584,
            -76175,
            -855474,
            -743533,
            -511288
        ],
        [
            2.176404,
            2.635605,
            1.538052,
            1.118543,
            1.098364,
            1.145492
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            53.731343,
            50,
            57.575758,
            53.731343,
            50,
            57.575758
        ],
        [
            1.874126,
            2.635605,
            1.133301,
            0.96319,
            1.098364,
            0.844047
        ],
        [
            346187,
            346187,
            60940,
            498365,
            498365,
            321411
        ],
        [
            -59542,
            -57255,
            -59542,
            -431108,
            -372023,
            -431108
        ],
        [
            165,
            136,
            195,
            165,
            136,
            195
        ],
        [
            213,
            176,
            246,
            213,
            176,
            246
        ],
        [
            108,
            95,
            125,
            108,
            95,
            125
        ],
        [
            11070,
            4626,
            6444,
            11070,
            4626,
            6444
        ],
        [
            0,
            0,
            554.827582,
            0,
            0,
            554.827582
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -106923,
            499083,
            -96496,
            -298599,
            -235703,
            -179379
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1556755200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759780303075,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 174,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 75,
            "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)