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Trade: OMG/USDT/120/ZLMA/BBL/3687

Strategy
OMG/USDT/120/ZLMA/BBL/3687
Pair
OMG_USDT
Interval
2h
Score
323283
Daily Profit
0.158211
Profit Factor
1.211793
Profitability
42.964072
Streak
468.923432
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 15:09
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 229816.6594 255985.6248 -26168.9654 -55607.6288 164362.9445 -219970.5732
Total P&L (%) 229.8167 255.9856 -26.169 -55.6076 164.3629 -219.9706
Avg Daily Profit (%) 0.142 0.1582 -0.0162 -0.0502 0.0601 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -330039 -255698 -153933 -1893310 -1682606 -1272748
Profit Factor 1.0916 1.2118 0.9799 0.9961 1.0222 0.9675
Total Trades 1336 668 668 1336 668 668
Winning Trades 519 287 232 519 287 232
Losing Trades 817 381 436 817 381 436
Profitability (%) 38.8473 42.9641 34.7305 38.8473 42.9641 34.7305
Ratio Avg Win / Avg Loss 1.7184 1.6087 1.8415 1.568 1.3569 1.8183
Largest Winning Trade 101881 101881 46611 573263 369091 573263
Largest Losing Trade -40300 -16541 -40300 -257286 -257286 -253723
Avg Bars in Trades 14 10 18 14 10 18
Avg Bars in Winners 22 11 36 22 11 36
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 19182 6794 12388 19182 6794 12388
Profit Streak 0 468.9234 0 0 468.9234 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -119463 323283 -580726 -575412 -307756 -580726

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580104800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758888584523,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 4,
            "offset": 0,
            "std": 3.42345
        }
    }
}
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": [
        [
            229816.6594038973,
            255985.6247806705,
            -26168.9653767727,
            -55607.6287623209,
            164362.9444804654,
            -219970.5732427867
        ],
        [
            229.816659,
            255.985625,
            -26.168965,
            -55.607629,
            164.362944,
            -219.970573
        ],
        [
            0.142037,
            0.158211,
            -0.016174,
            -0.050179,
            0.060102,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -330039,
            -255698,
            -153933,
            -1893310,
            -1682606,
            -1272748
        ],
        [
            1.091626,
            1.211793,
            0.979863,
            0.996082,
            1.022164,
            0.967542
        ],
        [
            1336,
            668,
            668,
            1336,
            668,
            668
        ],
        [
            519,
            287,
            232,
            519,
            287,
            232
        ],
        [
            817,
            381,
            436,
            817,
            381,
            436
        ],
        [
            38.847305,
            42.964072,
            34.730539,
            38.847305,
            42.964072,
            34.730539
        ],
        [
            1.718417,
            1.608687,
            1.841467,
            1.568014,
            1.356949,
            1.818312
        ],
        [
            101881,
            101881,
            46611,
            573263,
            369091,
            573263
        ],
        [
            -40300,
            -16541,
            -40300,
            -257286,
            -257286,
            -253723
        ],
        [
            14,
            10,
            18,
            14,
            10,
            18
        ],
        [
            22,
            11,
            36,
            22,
            11,
            36
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            19182,
            6794,
            12388,
            19182,
            6794,
            12388
        ],
        [
            0,
            468.923432,
            0,
            0,
            468.923432,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -119463,
            323283,
            -580726,
            -575412,
            -307756,
            -580726
        ]
    ]
}
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": 1580104800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758888584523,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 4,
            "offset": 0,
            "std": 3.42345
        }
    }
}

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)