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Trade: OMG/USDT/480/MIDPRICE/ZLMA/9320

Strategy
OMG/USDT/480/MIDPRICE/ZLMA/9320
Pair
OMG_USDT
Interval
8h
Score
528766
Daily Profit
0.430723
Profit Factor
2.434797
Profitability
49.462366
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-09-25 16:33
Expiration Time
2024-08-13 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 819376.8818 575645.5949 243731.2869 7723848.291 2628642.2279 5095206.0631
Total P&L (%) 819.3769 575.6456 243.7313 7723.8483 2628.6422 5095.2061
Avg Daily Profit (%) 0.4307 0.3026 0.1281 0.2294 0.174 0.2079
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120617 -102389 -91068 -4566719 -3986693 -3233681
Profit Factor 2.4348 2.9861 1.8666 1.339 1.2139 1.4855
Total Trades 93 47 46 93 47 46
Winning Trades 46 23 23 46 23 23
Losing Trades 47 24 23 47 24 23
Profitability (%) 49.4624 48.9362 50 49.4624 48.9362 50
Ratio Avg Win / Avg Loss 2.4877 3.116 1.8666 1.3681 1.2667 1.4855
Largest Winning Trade 219044 219044 66743 3792020 2973705 3792020
Largest Losing Trade -30233 -29490 -30233 -3272334 -3272334 -1451458
Avg Bars in Trades 59 44 75 59 44 75
Avg Bars in Winners 84 62 106 84 62 106
Avg Bars in Losers 35 27 43 35 27 43
Bars Traded 5545 2077 3468 5545 2077 3468
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 528766 514274 -18359 311422 253454 338252

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1556870400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758807208243,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 36,
            "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": [
        [
            819376.8818438726,
            575645.594896067,
            243731.2869478054,
            7723848.290965814,
            2628642.2278810316,
            5095206.063084787
        ],
        [
            819.376882,
            575.645595,
            243.731287,
            7723.848291,
            2628.642228,
            5095.206063
        ],
        [
            0.430723,
            0.3026,
            0.128123,
            0.229443,
            0.173958,
            0.207873
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120617,
            -102389,
            -91068,
            -4566719,
            -3986693,
            -3233681
        ],
        [
            2.434797,
            2.986149,
            1.866616,
            1.339017,
            1.213925,
            1.485471
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            49.462366,
            48.93617,
            50,
            49.462366,
            48.93617,
            50
        ],
        [
            2.487728,
            3.115981,
            1.866616,
            1.368126,
            1.266704,
            1.485471
        ],
        [
            219044,
            219044,
            66743,
            3792020,
            2973705,
            3792020
        ],
        [
            -30233,
            -29490,
            -30233,
            -3272334,
            -3272334,
            -1451458
        ],
        [
            59,
            44,
            75,
            59,
            44,
            75
        ],
        [
            84,
            62,
            106,
            84,
            62,
            106
        ],
        [
            35,
            27,
            43,
            35,
            27,
            43
        ],
        [
            5545,
            2077,
            3468,
            5545,
            2077,
            3468
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            528766,
            514274,
            -18359,
            311422,
            253454,
            338252
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1556870400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758807208243,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 36,
            "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)