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Trade: OMG/USDT/720/DCL/KCL/5983

Strategy
OMG/USDT/720/DCL/KCL/5983
Pair
OMG_USDT
Interval
12h
Score
535879
Daily Profit
0.349285
Profit Factor
2.822409
Profitability
47.826087
Streak
761.721421
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-12 20:18
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 618553.2503 664514.1433 -45960.893 -74426.4251 189171.9431 -263598.3682
Total P&L (%) 618.5533 664.5141 -45.9609 -74.4264 189.1719 -263.5984
Avg Daily Profit (%) 0.3251 0.3493 -0.0242 -0.0716 0.0558 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -247353 -175415 -138090 -902888 -499362 -508951
Profit Factor 1.8327 2.8224 0.8785 0.9502 1.2488 0.6408
Total Trades 92 46 46 92 46 46
Winning Trades 47 22 25 47 22 25
Losing Trades 45 24 21 45 24 21
Profitability (%) 51.087 47.8261 54.3478 51.087 47.8261 54.3478
Ratio Avg Win / Avg Loss 1.7547 3.079 0.7379 0.9098 1.3624 0.5383
Largest Winning Trade 790687 790687 25718 695147 695147 142806
Largest Losing Trade -45469 -45469 -41085 -420989 -420989 -254953
Avg Bars in Trades 36 51 21 36 51 21
Avg Bars in Winners 40 61 21 40 61 21
Avg Bars in Losers 32 42 21 32 42 21
Bars Traded 3359 2375 984 3359 2375 984
Profit Streak 0 761.7214 0 0 761.7214 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466949 535879 -579863 -580391 -118411 -579863
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": 1564488000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760289530746,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 44,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            618553.2502559101,
            664514.1432703662,
            -45960.8930144558,
            -74426.4251109154,
            189171.943119619,
            -263598.3682305343
        ],
        [
            618.55325,
            664.514143,
            -45.960893,
            -74.426425,
            189.171943,
            -263.598368
        ],
        [
            0.325127,
            0.349285,
            -0.024158,
            -0.071649,
            0.055829,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -247353,
            -175415,
            -138090,
            -902888,
            -499362,
            -508951
        ],
        [
            1.832676,
            2.822409,
            0.878479,
            0.95019,
            1.248824,
            0.640843
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            51.086957,
            47.826087,
            54.347826,
            51.086957,
            47.826087,
            54.347826
        ],
        [
            1.75469,
            3.078992,
            0.737923,
            0.909756,
            1.362353,
            0.538309
        ],
        [
            790687,
            790687,
            25718,
            695147,
            695147,
            142806
        ],
        [
            -45469,
            -45469,
            -41085,
            -420989,
            -420989,
            -254953
        ],
        [
            36,
            51,
            21,
            36,
            51,
            21
        ],
        [
            40,
            61,
            21,
            40,
            61,
            21
        ],
        [
            32,
            42,
            21,
            32,
            42,
            21
        ],
        [
            3359,
            2375,
            984,
            3359,
            2375,
            984
        ],
        [
            0,
            761.721421,
            0,
            0,
            761.721421,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466949,
            535879,
            -579863,
            -580391,
            -118411,
            -579863
        ]
    ]
}
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": 1564488000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760289530746,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 44,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)