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Trade: OMG/USDT/120/PSAR/ZLMA/4410

Strategy
OMG/USDT/120/PSAR/ZLMA/4410
Pair
OMG_USDT
Interval
2h
Score
354580
Daily Profit
0.155761
Profit Factor
1.352737
Profitability
40.625000
Streak
469.972254
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 04:20
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 144576.6344 206467.4383 -61890.8039 -90208.9053 1140684.0375 -1230892.9428
Total P&L (%) 144.5766 206.4674 -61.8908 -90.2089 1140.684 -1230.8929
Avg Daily Profit (%) 0.0894 0.1276 -0.0383 -0.1435 0.1558 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -362690 -269320 -205974 -1455228 -588336 -1499000
Profit Factor 1.0434 1.1276 0.9638 0.9886 1.3527 0.7352
Total Trades 1536 768 768 1536 768 768
Winning Trades 622 312 310 622 312 310
Losing Trades 914 456 458 914 456 458
Profitability (%) 40.4948 40.625 40.3646 40.4948 40.625 40.3646
Ratio Avg Win / Avg Loss 1.5333 1.648 1.4239 1.4526 1.9771 1.0862
Largest Winning Trade 60121 60121 40724 405210 405210 164158
Largest Losing Trade -76553 -21706 -76553 -1119455 -102031 -1119455
Avg Bars in Trades 12 11 13 12 11 13
Avg Bars in Winners 15 14 16 15 14 16
Avg Bars in Losers 10 10 11 10 10 11
Bars Traded 19321 9204 10117 19321 9204 10117
Profit Streak 469.9723 469.9723 470.4723 469.9723 469.9723 470.4723
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -240608 -101041 -578540 -574430 354580 -578540

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579183200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849602759,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "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": [
        [
            144576.6344075573,
            206467.4383026368,
            -61890.8038950807,
            -90208.905334102,
            1140684.0374518256,
            -1230892.942785925
        ],
        [
            144.576634,
            206.467438,
            -61.890804,
            -90.208905,
            1140.684037,
            -1230.892943
        ],
        [
            0.089355,
            0.127607,
            -0.038251,
            -0.143512,
            0.155761,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -362690,
            -269320,
            -205974,
            -1455228,
            -588336,
            -1499000
        ],
        [
            1.043448,
            1.127605,
            0.963797,
            0.988555,
            1.352737,
            0.735205
        ],
        [
            1536,
            768,
            768,
            1536,
            768,
            768
        ],
        [
            622,
            312,
            310,
            622,
            312,
            310
        ],
        [
            914,
            456,
            458,
            914,
            456,
            458
        ],
        [
            40.494792,
            40.625,
            40.364583,
            40.494792,
            40.625,
            40.364583
        ],
        [
            1.533299,
            1.648039,
            1.423932,
            1.452636,
            1.977077,
            1.086206
        ],
        [
            60121,
            60121,
            40724,
            405210,
            405210,
            164158
        ],
        [
            -76553,
            -21706,
            -76553,
            -1119455,
            -102031,
            -1119455
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            15,
            14,
            16,
            15,
            14,
            16
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            19321,
            9204,
            10117,
            19321,
            9204,
            10117
        ],
        [
            469.972254,
            469.972254,
            470.472254,
            469.972254,
            469.972254,
            470.472254
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -240608,
            -101041,
            -578540,
            -574430,
            354580,
            -578540
        ]
    ]
}
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": 1579183200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849602759,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "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)