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Trade: OMG/USDT/120/ALMA/ZLMA/1641

Strategy
OMG/USDT/120/ALMA/ZLMA/1641
Pair
OMG_USDT
Interval
2h
Score
301231
Daily Profit
0.315951
Profit Factor
2.859825
Profitability
34.285714
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-12 11:30
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 678627.9407 511208.3033 167419.6374 1609435.1885 802693.563 806741.6254
Total P&L (%) 678.6279 511.2083 167.4196 1609.4352 802.6936 806.7416
Avg Daily Profit (%) 0.4194 0.316 0.1035 0.1756 0.1361 0.1364
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86301 -131957 -59245 -1958058 -2125520 -886319
Profit Factor 2.4355 2.8598 1.8461 1.2613 1.2182 1.3254
Total Trades 70 35 35 70 35 35
Winning Trades 29 12 17 29 12 17
Losing Trades 41 23 18 41 23 18
Profitability (%) 41.4286 34.2857 48.5714 41.4286 34.2857 48.5714
Ratio Avg Win / Avg Loss 3.4433 5.4813 1.9547 1.7833 2.3348 1.4034
Largest Winning Trade 244861 244861 54339 1773446 1773446 565129
Largest Losing Trade -51839 -34462 -51839 -886319 -550442 -886319
Avg Bars in Trades 267 241 294 267 241 294
Avg Bars in Winners 445 439 449 445 439 449
Avg Bars in Losers 142 138 146 142 138 146
Bars Traded 18742 8450 10292 18742 8450 10292
Profit Streak 0 0 677.8546 0 0 677.8546
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -87557 301231 -50947 -93323 -16380 -9954
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580392800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760257837500,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 152,
            "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": [
        [
            678627.9406506353,
            511208.3032911795,
            167419.6373594559,
            1609435.1884524138,
            802693.5630472929,
            806741.6254051211
        ],
        [
            678.627941,
            511.208303,
            167.419637,
            1609.435188,
            802.693563,
            806.741625
        ],
        [
            0.419424,
            0.315951,
            0.103473,
            0.175602,
            0.136076,
            0.136353
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86301,
            -131957,
            -59245,
            -1958058,
            -2125520,
            -886319
        ],
        [
            2.435516,
            2.859825,
            1.846099,
            1.261326,
            1.218156,
            1.325393
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            29,
            12,
            17,
            29,
            12,
            17
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            41.428571,
            34.285714,
            48.571429,
            41.428571,
            34.285714,
            48.571429
        ],
        [
            3.443316,
            5.481331,
            1.954693,
            1.783254,
            2.334799,
            1.403357
        ],
        [
            244861,
            244861,
            54339,
            1773446,
            1773446,
            565129
        ],
        [
            -51839,
            -34462,
            -51839,
            -886319,
            -550442,
            -886319
        ],
        [
            267,
            241,
            294,
            267,
            241,
            294
        ],
        [
            445,
            439,
            449,
            445,
            439,
            449
        ],
        [
            142,
            138,
            146,
            142,
            138,
            146
        ],
        [
            18742,
            8450,
            10292,
            18742,
            8450,
            10292
        ],
        [
            0,
            0,
            677.854601,
            0,
            0,
            677.854601
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -87557,
            301231,
            -50947,
            -93323,
            -16380,
            -9954
        ]
    ]
}
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": 1580392800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760257837500,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 152,
            "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)