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Trade: OMG/USDT/120/ZLMA/BBU/7355

Strategy
OMG/USDT/120/ZLMA/BBU/7355
Pair
OMG_USDT
Interval
2h
Score
502214
Daily Profit
0.317585
Profit Factor
1.917665
Profitability
53.488372
Streak
487.900835
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-30 04:37
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 513853.0357 449172.3644 64680.6713 194155.8692 874677.2123 -680521.3431
Total P&L (%) 513.853 449.1724 64.6807 194.1559 874.6772 -680.5213
Avg Daily Profit (%) 0.3176 0.2776 0.04 0.0667 0.1408 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -235493 -201170 -73268 -5245036 -3071849 -2341112
Profit Factor 1.9177 2.0647 1.4685 1.0254 1.1725 0.7349
Total Trades 86 43 43 86 43 43
Winning Trades 46 23 23 46 23 23
Losing Trades 40 20 20 40 20 20
Profitability (%) 53.4884 53.4884 53.4884 53.4884 53.4884 53.4884
Ratio Avg Win / Avg Loss 1.6675 1.7954 1.2769 0.8917 1.0196 0.6391
Largest Winning Trade 203832 203832 24515 1624371 1624371 517726
Largest Losing Trade -63809 -63809 -28674 -1583103 -1583103 -1194763
Avg Bars in Trades 220 412 29 220 412 29
Avg Bars in Winners 131 231 30 131 231 30
Avg Bars in Losers 323 620 27 323 620 27
Bars Traded 18979 17730 1249 18979 17730 1249
Profit Streak 487.9008 0 644.9008 487.9008 0 644.9008
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 502214 457651 -136600 -296829 -34892 -578632
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580414400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759196232182,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 246,
            "offset": 0,
            "std": 1.12794
        }
    }
}
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": [
        [
            513853.0357029514,
            449172.3643599848,
            64680.6713429664,
            194155.8692325093,
            874677.2122893642,
            -680521.3430568558
        ],
        [
            513.853036,
            449.172364,
            64.680671,
            194.155869,
            874.677212,
            -680.521343
        ],
        [
            0.317585,
            0.27761,
            0.039976,
            0.066706,
            0.140824,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -235493,
            -201170,
            -73268,
            -5245036,
            -3071849,
            -2341112
        ],
        [
            1.917665,
            2.064675,
            1.468461,
            1.025421,
            1.172505,
            0.734919
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            53.488372,
            53.488372,
            53.488372,
            53.488372,
            53.488372,
            53.488372
        ],
        [
            1.667534,
            1.79537,
            1.276923,
            0.89167,
            1.019569,
            0.63906
        ],
        [
            203832,
            203832,
            24515,
            1624371,
            1624371,
            517726
        ],
        [
            -63809,
            -63809,
            -28674,
            -1583103,
            -1583103,
            -1194763
        ],
        [
            220,
            412,
            29,
            220,
            412,
            29
        ],
        [
            131,
            231,
            30,
            131,
            231,
            30
        ],
        [
            323,
            620,
            27,
            323,
            620,
            27
        ],
        [
            18979,
            17730,
            1249,
            18979,
            17730,
            1249
        ],
        [
            487.900835,
            0,
            644.900835,
            487.900835,
            0,
            644.900835
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            502214,
            457651,
            -136600,
            -296829,
            -34892,
            -578632
        ]
    ]
}
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": 1580414400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759196232182,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 246,
            "offset": 0,
            "std": 1.12794
        }
    }
}

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)