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Trade: OMG/USDT/720/HILO/ZLMA/2181

Strategy
OMG/USDT/720/HILO/ZLMA/2181
Pair
OMG_USDT
Interval
12h
Score
426744
Daily Profit
0.311933
Profit Factor
1.776527
Profitability
42.076503
Streak
508.265122
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-08 09:21
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 593453.403 386885.1744 206568.2286 2118480.5391 612317.2236 1506163.3156
Total P&L (%) 593.4534 386.8852 206.5682 2118.4805 612.3172 1506.1633
Avg Daily Profit (%) 0.3119 0.2034 0.1086 0.163 0.1033 0.146
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125257 -105370 -129569 -956947 -1133658 -569733
Profit Factor 1.7765 1.9576 1.5734 1.4398 1.2284 1.705
Total Trades 183 92 91 183 92 91
Winning Trades 77 36 41 77 36 41
Losing Trades 106 56 50 106 56 50
Profitability (%) 42.0765 39.1304 45.0549 42.0765 39.1304 45.0549
Ratio Avg Win / Avg Loss 2.4456 3.0452 1.9188 1.982 1.9108 2.0793
Largest Winning Trade 135763 135763 49614 590908 469557 590908
Largest Losing Trade -30953 -30953 -23960 -241062 -144903 -241062
Avg Bars in Trades 20 19 21 20 19 21
Avg Bars in Winners 35 33 37 35 33 37
Avg Bars in Losers 9 9 8 9 9 8
Bars Traded 3708 1766 1942 3708 1766 1942
Profit Streak 508.2651 514.7651 508.2651 508.2651 514.7651 508.2651
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426744 290531 -46543 333414 -57260 150951
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": 1556193600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759904506557,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 46,
            "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": [
        [
            593453.4029718902,
            386885.1743907208,
            206568.2285811694,
            2118480.539120597,
            612317.2235593233,
            1506163.315561273
        ],
        [
            593.453403,
            386.885174,
            206.568229,
            2118.480539,
            612.317224,
            1506.163316
        ],
        [
            0.311933,
            0.203356,
            0.108577,
            0.163045,
            0.103252,
            0.146043
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125257,
            -105370,
            -129569,
            -956947,
            -1133658,
            -569733
        ],
        [
            1.776527,
            1.957608,
            1.573436,
            1.439754,
            1.228393,
            1.704988
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            77,
            36,
            41,
            77,
            36,
            41
        ],
        [
            106,
            56,
            50,
            106,
            56,
            50
        ],
        [
            42.076503,
            39.130435,
            45.054945,
            42.076503,
            39.130435,
            45.054945
        ],
        [
            2.445608,
            3.045168,
            1.918824,
            1.982,
            1.910834,
            2.079254
        ],
        [
            135763,
            135763,
            49614,
            590908,
            469557,
            590908
        ],
        [
            -30953,
            -30953,
            -23960,
            -241062,
            -144903,
            -241062
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            35,
            33,
            37,
            35,
            33,
            37
        ],
        [
            9,
            9,
            8,
            9,
            9,
            8
        ],
        [
            3708,
            1766,
            1942,
            3708,
            1766,
            1942
        ],
        [
            508.265122,
            514.765122,
            508.265122,
            508.265122,
            514.765122,
            508.265122
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426744,
            290531,
            -46543,
            333414,
            -57260,
            150951
        ]
    ]
}
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": 1556193600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759904506557,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 46,
            "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)