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Trade: OMG/USDT/120/BBM/ZLMA/2650

Strategy
OMG/USDT/120/BBM/ZLMA/2650
Pair
OMG_USDT
Interval
2h
Score
346081
Daily Profit
0.414604
Profit Factor
2.195395
Profitability
36.111111
Streak
501.962673
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-02 06:06
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 670829.9109 492723.3274 178106.5835 4007764.4962 1820682.7097 2187081.7865
Total P&L (%) 670.8299 492.7233 178.1066 4007.7645 1820.6827 2187.0818
Avg Daily Profit (%) 0.4146 0.3045 0.1101 0.2299 0.1828 0.1936
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113019 -123440 -113667 -891516 -1660848 -454643
Profit Factor 2.1954 2.6511 1.6778 1.6589 1.4864 1.935
Total Trades 144 72 72 144 72 72
Winning Trades 52 26 26 52 26 26
Losing Trades 92 46 46 92 46 46
Profitability (%) 36.1111 36.1111 36.1111 36.1111 36.1111 36.1111
Ratio Avg Win / Avg Loss 3.8842 4.6904 2.9685 2.935 2.6297 3.4235
Largest Winning Trade 160552 160552 58614 1723616 1723616 1158635
Largest Losing Trade -21935 -18697 -21935 -546869 -546869 -209172
Avg Bars in Trades 130 116 144 130 116 144
Avg Bars in Winners 272 238 305 272 238 305
Avg Bars in Losers 50 47 53 50 47 53
Bars Traded 18765 8389 10376 18765 8389 10376
Profit Streak 501.9627 508.6293 0 501.9627 508.6293 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 346081 -70703 -127716 251977 -74050 -73201
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579780800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759374374941,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 78,
            "offset": 0,
            "std": 4.04617
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 147,
            "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": [
        [
            670829.9108721139,
            492723.3273838271,
            178106.5834882876,
            4007764.4961686945,
            1820682.7096972032,
            2187081.7864714926
        ],
        [
            670.829911,
            492.723327,
            178.106583,
            4007.764496,
            1820.68271,
            2187.081786
        ],
        [
            0.414604,
            0.304526,
            0.110078,
            0.229897,
            0.182816,
            0.193627
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113019,
            -123440,
            -113667,
            -891516,
            -1660848,
            -454643
        ],
        [
            2.195395,
            2.65112,
            1.677828,
            1.658909,
            1.486379,
            1.935018
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            36.111111,
            36.111111,
            36.111111,
            36.111111,
            36.111111,
            36.111111
        ],
        [
            3.88416,
            4.690443,
            2.968464,
            2.934993,
            2.629747,
            3.423493
        ],
        [
            160552,
            160552,
            58614,
            1723616,
            1723616,
            1158635
        ],
        [
            -21935,
            -18697,
            -21935,
            -546869,
            -546869,
            -209172
        ],
        [
            130,
            116,
            144,
            130,
            116,
            144
        ],
        [
            272,
            238,
            305,
            272,
            238,
            305
        ],
        [
            50,
            47,
            53,
            50,
            47,
            53
        ],
        [
            18765,
            8389,
            10376,
            18765,
            8389,
            10376
        ],
        [
            501.962673,
            508.62934,
            0,
            501.962673,
            508.62934,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346081,
            -70703,
            -127716,
            251977,
            -74050,
            -73201
        ]
    ]
}
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": 1579780800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759374374941,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 78,
            "offset": 0,
            "std": 4.04617
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 147,
            "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)