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Trade: OMG/USDT/360/SSF/ZLMA/2693

Strategy
OMG/USDT/360/SSF/ZLMA/2693
Pair
OMG_USDT
Interval
6h
Score
341484
Daily Profit
0.318968
Profit Factor
1.925998
Profitability
41.052632
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-04 08:20
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 606676.8651 468581.2286 138095.6365 324187.6174 12979.4415 311208.1759
Total P&L (%) 606.6769 468.5812 138.0956 324.1876 12.9794 311.2082
Avg Daily Profit (%) 0.319 0.2464 0.0726 0.076 0.0064 0.0744
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137896 -104512 -110521 -268893 -357662 -155896
Profit Factor 1.926 2.2003 1.5215 1.2177 1.0145 1.5221
Total Trades 95 48 47 95 48 47
Winning Trades 39 17 22 39 17 22
Losing Trades 56 31 25 56 31 25
Profitability (%) 41.0526 35.4167 46.8085 41.0526 35.4167 46.8085
Ratio Avg Win / Avg Loss 2.7655 4.0123 1.729 1.7484 1.85 1.7297
Largest Winning Trade 252599 252599 53345 268832 268832 136557
Largest Losing Trade -44744 -44744 -28962 -144980 -144980 -90022
Avg Bars in Trades 77 63 91 77 63 91
Avg Bars in Winners 135 128 140 135 128 140
Avg Bars in Losers 37 27 49 37 27 49
Bars Traded 7369 3053 4316 7369 3053 4316
Profit Streak 0 0 586.9729 0 0 586.9729
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341484 238375 -93652 -94004 -466351 -91299
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557014400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759555256864,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 92,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 129,
            "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": [
        [
            606676.8651137595,
            468581.2285737329,
            138095.6365400267,
            324187.6174116276,
            12979.4415474129,
            311208.1758642147
        ],
        [
            606.676865,
            468.581229,
            138.095637,
            324.187617,
            12.979442,
            311.208176
        ],
        [
            0.318968,
            0.246362,
            0.072605,
            0.076002,
            0.006416,
            0.074367
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137896,
            -104512,
            -110521,
            -268893,
            -357662,
            -155896
        ],
        [
            1.925998,
            2.20032,
            1.521549,
            1.21767,
            1.01453,
            1.522098
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            56,
            31,
            25,
            56,
            31,
            25
        ],
        [
            41.052632,
            35.416667,
            46.808511,
            41.052632,
            35.416667,
            46.808511
        ],
        [
            2.765536,
            4.012347,
            1.729033,
            1.748449,
            1.850025,
            1.729656
        ],
        [
            252599,
            252599,
            53345,
            268832,
            268832,
            136557
        ],
        [
            -44744,
            -44744,
            -28962,
            -144980,
            -144980,
            -90022
        ],
        [
            77,
            63,
            91,
            77,
            63,
            91
        ],
        [
            135,
            128,
            140,
            135,
            128,
            140
        ],
        [
            37,
            27,
            49,
            37,
            27,
            49
        ],
        [
            7369,
            3053,
            4316,
            7369,
            3053,
            4316
        ],
        [
            0,
            0,
            586.97288,
            0,
            0,
            586.97288
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341484,
            238375,
            -93652,
            -94004,
            -466351,
            -91299
        ]
    ]
}
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": 1557014400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759555256864,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 92,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 129,
            "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)