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Trade: OMG/USDT/360/ZLMA/T3/1565

Strategy
OMG/USDT/360/ZLMA/T3/1565
Pair
OMG_USDT
Interval
6h
Score
310027
Daily Profit
0.250184
Profit Factor
1.375548
Profitability
41.365462
Streak
496.884963
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-09-25 18:14
Expiration Time
2024-08-13 04:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 475850.5605 368955.7132 106894.8473 203779.0214 594479.5107 -390700.4893
Total P&L (%) 475.8506 368.9557 106.8948 203.779 594.4795 -390.7005
Avg Daily Profit (%) 0.2502 0.194 0.0562 0.0584 0.1019 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156563 -166941 -99505 -2340354 -1711066 -1800005
Profit Factor 1.3755 1.565 1.1741 1.0214 1.1279 0.9196
Total Trades 249 124 125 249 124 125
Winning Trades 103 53 50 103 53 50
Losing Trades 146 71 75 146 71 75
Profitability (%) 41.3655 42.7419 40 41.3655 42.7419 40
Ratio Avg Win / Avg Loss 1.9498 2.0965 1.7611 1.4479 1.511 1.3794
Largest Winning Trade 206374 206374 43993 520436 520436 512906
Largest Losing Trade -35223 -35223 -32583 -636955 -636955 -468863
Avg Bars in Trades 30 33 26 30 33 26
Avg Bars in Winners 38 39 38 38 39 38
Avg Bars in Losers 24 29 19 24 29 19
Bars Traded 7485 4156 3329 7485 4156 3329
Profit Streak 496.885 500.885 496.885 496.885 500.885 496.885
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310027 285152 -149059 -312935 -137636 -582360

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1555826400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758813260828,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 9,
            "offset": 0,
            "a": 0.76453
        }
    }
}
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": [
        [
            475850.5605059976,
            368955.7131744754,
            106894.8473315223,
            203779.0214489423,
            594479.5107408855,
            -390700.4892919423
        ],
        [
            475.850561,
            368.955713,
            106.894847,
            203.779021,
            594.479511,
            -390.700489
        ],
        [
            0.250184,
            0.193983,
            0.056201,
            0.058436,
            0.101944,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156563,
            -166941,
            -99505,
            -2340354,
            -1711066,
            -1800005
        ],
        [
            1.375548,
            1.565024,
            1.17407,
            1.021435,
            1.127916,
            0.919599
        ],
        [
            249,
            124,
            125,
            249,
            124,
            125
        ],
        [
            103,
            53,
            50,
            103,
            53,
            50
        ],
        [
            146,
            71,
            75,
            146,
            71,
            75
        ],
        [
            41.365462,
            42.741935,
            40,
            41.365462,
            42.741935,
            40
        ],
        [
            1.949806,
            2.096542,
            1.761105,
            1.447859,
            1.510982,
            1.379399
        ],
        [
            206374,
            206374,
            43993,
            520436,
            520436,
            512906
        ],
        [
            -35223,
            -35223,
            -32583,
            -636955,
            -636955,
            -468863
        ],
        [
            30,
            33,
            26,
            30,
            33,
            26
        ],
        [
            38,
            39,
            38,
            38,
            39,
            38
        ],
        [
            24,
            29,
            19,
            24,
            29,
            19
        ],
        [
            7485,
            4156,
            3329,
            7485,
            4156,
            3329
        ],
        [
            496.884963,
            500.884963,
            496.884963,
            496.884963,
            500.884963,
            496.884963
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310027,
            285152,
            -149059,
            -312935,
            -137636,
            -582360
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1555826400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758813260828,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 9,
            "offset": 0,
            "a": 0.76453
        }
    }
}

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)