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Trade: OMG/USDT/120/DEMA/ZLMA/8892

Strategy
OMG/USDT/120/DEMA/ZLMA/8892
Pair
OMG_USDT
Interval
2h
Score
332414
Daily Profit
0.340583
Profit Factor
1.474041
Profitability
38.223938
Streak
487.937931
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 23:30
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 551063.3035 448435.9926 102627.3109 497777.5881 265600.7991 232176.789
Total P&L (%) 551.0633 448.436 102.6273 497.7776 265.6008 232.1768
Avg Daily Profit (%) 0.3406 0.2772 0.0634 0.1106 0.0802 0.0742
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191852 -188716 -104339 -5308800 -4477007 -3909913
Profit Factor 1.474 1.8042 1.1697 1.0247 1.0277 1.022
Total Trades 259 129 130 259 129 130
Winning Trades 99 48 51 99 48 51
Losing Trades 160 81 79 160 81 79
Profitability (%) 38.2239 37.2093 39.2308 38.2239 37.2093 39.2308
Ratio Avg Win / Avg Loss 2.3823 3.0446 1.8118 1.6561 1.7343 1.5831
Largest Winning Trade 226309 226309 44127 1422280 704310 1422280
Largest Losing Trade -32514 -32514 -28410 -1596907 -1510458 -1596907
Avg Bars in Trades 73 78 69 73 78 69
Avg Bars in Winners 112 117 107 112 117 107
Avg Bars in Losers 50 55 44 50 55 44
Bars Traded 19157 10167 8990 19157 10167 8990
Profit Streak 487.9379 502.5213 487.9379 487.9379 502.5213 487.9379
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332414 269170 -144825 -239848 -279084 -292844
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579392000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758918637286,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 78,
            "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": [
        [
            551063.3035079443,
            448435.9926085108,
            102627.3108994335,
            497777.5881188703,
            265600.7991083899,
            232176.7890104816
        ],
        [
            551.063304,
            448.435993,
            102.627311,
            497.777588,
            265.600799,
            232.176789
        ],
        [
            0.340583,
            0.277155,
            0.063428,
            0.110571,
            0.080154,
            0.074224
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191852,
            -188716,
            -104339,
            -5308800,
            -4477007,
            -3909913
        ],
        [
            1.474041,
            1.804195,
            1.169672,
            1.024736,
            1.02772,
            1.022023
        ],
        [
            259,
            129,
            130,
            259,
            129,
            130
        ],
        [
            99,
            48,
            51,
            99,
            48,
            51
        ],
        [
            160,
            81,
            79,
            160,
            81,
            79
        ],
        [
            38.223938,
            37.209302,
            39.230769,
            38.223938,
            37.209302,
            39.230769
        ],
        [
            2.382289,
            3.044579,
            1.811844,
            1.656138,
            1.734278,
            1.583134
        ],
        [
            226309,
            226309,
            44127,
            1422280,
            704310,
            1422280
        ],
        [
            -32514,
            -32514,
            -28410,
            -1596907,
            -1510458,
            -1596907
        ],
        [
            73,
            78,
            69,
            73,
            78,
            69
        ],
        [
            112,
            117,
            107,
            112,
            117,
            107
        ],
        [
            50,
            55,
            44,
            50,
            55,
            44
        ],
        [
            19157,
            10167,
            8990,
            19157,
            10167,
            8990
        ],
        [
            487.937931,
            502.521265,
            487.937931,
            487.937932,
            502.521265,
            487.937932
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332414,
            269170,
            -144825,
            -239848,
            -279084,
            -292844
        ]
    ]
}
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": 1579392000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758918637286,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 78,
            "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)