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Trade: OMG/USDT/240/MIDPOINT/ZLMA/8885

Strategy
OMG/USDT/240/MIDPOINT/ZLMA/8885
Pair
OMG_USDT
Interval
4h
Score
429298
Daily Profit
0.217266
Profit Factor
2.090920
Profitability
51.351351
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-09-29 22:11
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 425278.0885 413095.0402 12183.0483 -357295.1733 852618.1558 -1209913.3292
Total P&L (%) 425.2781 413.095 12.183 -357.2952 852.6182 -1209.9133
Avg Daily Profit (%) 0.2237 0.2173 0.0064 0 0.1186 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -283701 -109410 -268215 -1119620 -255246 -1299287
Profit Factor 1.5561 2.0909 1.0316 0.8631 2.0207 0.3179
Total Trades 73 37 36 73 37 36
Winning Trades 38 19 19 41 25 16
Losing Trades 35 18 17 32 12 20
Profitability (%) 52.0548 51.3514 52.7778 56.1644 67.5676 44.4444
Ratio Avg Win / Avg Loss 1.4333 1.9809 0.923 0.6736 0.9699 0.3973
Largest Winning Trade 291087 291087 60271 289964 289964 127345
Largest Losing Trade -161893 -45465 -161893 -1091550 -218151 -1091550
Avg Bars in Trades 151 114 189 151 114 189
Avg Bars in Winners 193 129 256 117 88 162
Avg Bars in Losers 106 99 113 195 170 210
Bars Traded 11061 4253 6808 11061 4253 6808
Profit Streak 0 0 584.1332 494.9665 575.7999 0
Trades During Streak 0 0 2 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -66538 429298 -468286 -655394 -29924 -582940
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": 1557604800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759173107560,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 145,
            "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": [
        [
            425278.0884865311,
            413095.040183046,
            12183.048303485,
            -357295.1733141183,
            852618.1558499013,
            -1209913.3291640193
        ],
        [
            425.278088,
            413.09504,
            12.183048,
            -357.295173,
            852.618156,
            -1209.913329
        ],
        [
            0.223674,
            0.217266,
            0.006408,
            0,
            0.118621,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -283701,
            -109410,
            -268215,
            -1119620,
            -255246,
            -1299287
        ],
        [
            1.556122,
            2.09092,
            1.031558,
            0.863057,
            2.020692,
            0.317879
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            38,
            19,
            19,
            41,
            25,
            16
        ],
        [
            35,
            18,
            17,
            32,
            12,
            20
        ],
        [
            52.054795,
            51.351351,
            52.777778,
            56.164384,
            67.567568,
            44.444444
        ],
        [
            1.43327,
            1.980872,
            0.922973,
            0.673606,
            0.969932,
            0.397349
        ],
        [
            291087,
            291087,
            60271,
            289964,
            289964,
            127345
        ],
        [
            -161893,
            -45465,
            -161893,
            -1091550,
            -218151,
            -1091550
        ],
        [
            151,
            114,
            189,
            151,
            114,
            189
        ],
        [
            193,
            129,
            256,
            117,
            88,
            162
        ],
        [
            106,
            99,
            113,
            195,
            170,
            210
        ],
        [
            11061,
            4253,
            6808,
            11061,
            4253,
            6808
        ],
        [
            0,
            0,
            584.133189,
            494.966523,
            575.799856,
            0
        ],
        [
            0,
            0,
            2,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -66538,
            429298,
            -468286,
            -655394,
            -29924,
            -582940
        ]
    ]
}
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": 1557604800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759173107560,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 145,
            "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)