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Trade: OMG/USDT/720/ZLMA/KCL/6556

Strategy
OMG/USDT/720/ZLMA/KCL/6556
Pair
OMG_USDT
Interval
12h
Score
327971
Daily Profit
0.160192
Profit Factor
1.813265
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-26 03:36
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 -606836.6973 -15264.045 -591572.6523 -6753857.4101 2001458.136 -8755315.5461
Total P&L (%) -606.8367 -15.264 -591.5727 -6753.8574 2001.4581 -8755.3155
Avg Daily Profit (%) -0.319 -0.008 -0.3109 0 0.1602 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -852489 -38632 -852489 -8707439 -885076 -9898125
Profit Factor 0.3704 0.8439 0.3169 0.4535 1.8133 0.1155
Total Trades 68 34 34 68 34 34
Winning Trades 55 23 32 25 15 10
Losing Trades 13 11 2 43 19 24
Profitability (%) 80.8824 67.6471 94.1176 36.7647 44.1176 29.4118
Ratio Avg Win / Avg Loss 0.0876 0.4036 0.0198 0.7801 2.2968 0.2771
Largest Winning Trade 29840 10251 29840 1353105 1353105 1043959
Largest Losing Trade -852489 -19470 -852489 -1704705 -330937 -1704705
Avg Bars in Trades 51 22 80 51 22 80
Avg Bars in Winners 21 7 30 47 32 69
Avg Bars in Losers 180 53 883 54 13 85
Bars Traded 3510 759 2751 3510 759 2751
Profit Streak 0 729.5252 0 713.5252 0 716.0252
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -690303 -577647 -575533 -699120 327971 -590583

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": 1563451200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758846976917,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -606836.6973239905,
            -15264.0450497383,
            -591572.6522742521,
            -6753857.410092045,
            2001458.1360140266,
            -8755315.546106068
        ],
        [
            -606.836697,
            -15.264045,
            -591.572652,
            -6753.85741,
            2001.458136,
            -8755.315546
        ],
        [
            -0.318968,
            -0.008023,
            -0.310945,
            0,
            0.160192,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -852489,
            -38632,
            -852489,
            -8707439,
            -885076,
            -9898125
        ],
        [
            0.370413,
            0.843948,
            0.316931,
            0.453533,
            1.813265,
            0.115457
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            55,
            23,
            32,
            25,
            15,
            10
        ],
        [
            13,
            11,
            2,
            43,
            19,
            24
        ],
        [
            80.882353,
            67.647059,
            94.117647,
            36.764706,
            44.117647,
            29.411765
        ],
        [
            0.087552,
            0.403627,
            0.019808,
            0.780078,
            2.296802,
            0.277097
        ],
        [
            29840,
            10251,
            29840,
            1353105,
            1353105,
            1043959
        ],
        [
            -852489,
            -19470,
            -852489,
            -1704705,
            -330937,
            -1704705
        ],
        [
            51,
            22,
            80,
            51,
            22,
            80
        ],
        [
            21,
            7,
            30,
            47,
            32,
            69
        ],
        [
            180,
            53,
            883,
            54,
            13,
            85
        ],
        [
            3510,
            759,
            2751,
            3510,
            759,
            2751
        ],
        [
            0,
            729.525196,
            0,
            713.525196,
            0,
            716.025196
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -690303,
            -577647,
            -575533,
            -699120,
            327971,
            -590583
        ]
    ]
}
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": 1563451200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758846976917,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)