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Trade: OMG/USDT/240/SSF/KCB/2884

Strategy
OMG/USDT/240/SSF/KCB/2884
Pair
OMG_USDT
Interval
4h
Score
469238
Daily Profit
0.459525
Profit Factor
2.415128
Profitability
42.857143
Streak
497.566116
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-09-27 04:35
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 873709.2317 575456.4593 298252.7724 21993925.4512 8964878.779 13029046.6722
Total P&L (%) 873.7092 575.4565 298.2528 21993.9255 8964.8788 13029.0467
Avg Daily Profit (%) 0.4595 0.3027 0.1569 0.2843 0.2373 0.2569
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65137 -112805 -69773 -5758684 -7033548 -3165092
Profit Factor 2.4151 2.6972 2.0715 1.7199 1.4571 2.1909
Total Trades 140 70 70 140 70 70
Winning Trades 60 27 33 60 27 33
Losing Trades 80 43 37 80 43 37
Profitability (%) 42.8571 38.5714 47.1429 42.8571 38.5714 47.1429
Ratio Avg Win / Avg Loss 3.2202 4.2956 2.3226 2.2931 2.3206 2.4564
Largest Winning Trade 193390 193390 53008 9505894 9505894 6680844
Largest Losing Trade -30705 -16677 -30705 -3165092 -2661475 -3165092
Avg Bars in Trades 80 74 86 80 74 86
Avg Bars in Winners 135 138 133 135 138 133
Avg Bars in Losers 38 34 43 38 34 43
Bars Traded 11243 5223 6020 11243 5223 6020
Profit Streak 497.5661 502.0661 0 497.5661 502.0661 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 469238 -84257 -84378 367021 -87806 -82876
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": 1554768000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758936912423,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 188,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 36,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            873709.2317070145,
            575456.4592701658,
            298252.7724368488,
            21993925.45120568,
            8964878.779005243,
            13029046.672200436
        ],
        [
            873.709232,
            575.456459,
            298.252772,
            21993.925451,
            8964.878779,
            13029.046672
        ],
        [
            0.459525,
            0.30266,
            0.156865,
            0.284304,
            0.237325,
            0.256856
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65137,
            -112805,
            -69773,
            -5758684,
            -7033548,
            -3165092
        ],
        [
            2.415128,
            2.697233,
            2.0715,
            1.719856,
            1.457098,
            2.190886
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            80,
            43,
            37,
            80,
            43,
            37
        ],
        [
            42.857143,
            38.571429,
            47.142857,
            42.857143,
            38.571429,
            47.142857
        ],
        [
            3.220171,
            4.295593,
            2.322591,
            2.293142,
            2.320564,
            2.456448
        ],
        [
            193390,
            193390,
            53008,
            9505894,
            9505894,
            6680844
        ],
        [
            -30705,
            -16677,
            -30705,
            -3165092,
            -2661475,
            -3165092
        ],
        [
            80,
            74,
            86,
            80,
            74,
            86
        ],
        [
            135,
            138,
            133,
            135,
            138,
            133
        ],
        [
            38,
            34,
            43,
            38,
            34,
            43
        ],
        [
            11243,
            5223,
            6020,
            11243,
            5223,
            6020
        ],
        [
            497.566116,
            502.066116,
            0,
            497.566116,
            502.066116,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            469238,
            -84257,
            -84378,
            367021,
            -87806,
            -82876
        ]
    ]
}
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": 1554768000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758936912423,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 188,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 36,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)