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Trade: OMG/USDT/120/SINWMA/ZLMA/2260

Strategy
OMG/USDT/120/SINWMA/ZLMA/2260
Pair
OMG_USDT
Interval
2h
Score
314714
Daily Profit
0.275954
Profit Factor
2.810992
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 07:15
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 611118.1741 446493.4272 164624.7469 1723469.2951 927367.4999 796101.7952
Total P&L (%) 611.1182 446.4934 164.6247 1723.4693 927.3675 796.1018
Avg Daily Profit (%) 0.3777 0.276 0.1017 0.1796 0.1441 0.1356
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68519 -107091 -75999 -1380400 -1644207 -725653
Profit Factor 2.4053 2.811 1.8741 1.2702 1.2498 1.2987
Total Trades 64 32 32 64 32 32
Winning Trades 27 12 15 27 12 15
Losing Trades 37 20 17 37 20 17
Profitability (%) 42.1875 37.5 46.875 42.1875 37.5 46.875
Ratio Avg Win / Avg Loss 3.2961 4.685 2.124 1.7407 2.083 1.4718
Largest Winning Trade 213757 213757 53851 1387192 1387192 549673
Largest Losing Trade -35968 -28076 -35968 -725653 -711836 -725653
Avg Bars in Trades 292 253 331 292 253 331
Avg Bars in Winners 490 461 513 490 461 513
Avg Bars in Losers 148 128 171 148 128 171
Bars Traded 18734 8111 10623 18734 8111 10623
Profit Streak 0 0 544.9276 0 0 544.9276
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -132676 314714 -54251 -137939 -4284 -12148

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580464800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758860143851,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 242,
            "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": [
        [
            611118.1740800163,
            446493.4271981224,
            164624.746881894,
            1723469.2950659483,
            927367.4998853593,
            796101.7951805892
        ],
        [
            611.118174,
            446.493427,
            164.624747,
            1723.469295,
            927.3675,
            796.101795
        ],
        [
            0.3777,
            0.275954,
            0.101746,
            0.1796,
            0.144083,
            0.135622
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68519,
            -107091,
            -75999,
            -1380400,
            -1644207,
            -725653
        ],
        [
            2.40527,
            2.810992,
            1.874131,
            1.270206,
            1.249771,
            1.298672
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            42.1875,
            37.5,
            46.875,
            42.1875,
            37.5,
            46.875
        ],
        [
            3.296111,
            4.684987,
            2.124015,
            1.740653,
            2.082951,
            1.471828
        ],
        [
            213757,
            213757,
            53851,
            1387192,
            1387192,
            549673
        ],
        [
            -35968,
            -28076,
            -35968,
            -725653,
            -711836,
            -725653
        ],
        [
            292,
            253,
            331,
            292,
            253,
            331
        ],
        [
            490,
            461,
            513,
            490,
            461,
            513
        ],
        [
            148,
            128,
            171,
            148,
            128,
            171
        ],
        [
            18734,
            8111,
            10623,
            18734,
            8111,
            10623
        ],
        [
            0,
            0,
            544.927591,
            0,
            0,
            544.927591
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132676,
            314714,
            -54251,
            -137939,
            -4284,
            -12148
        ]
    ]
}
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": 1580464800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758860143851,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 242,
            "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)