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Trade: OMG/USDT/360/ZLMA/VWMA/4011

Strategy
OMG/USDT/360/ZLMA/VWMA/4011
Pair
OMG_USDT
Interval
6h
Score
465880
Daily Profit
0.278126
Profit Factor
1.806403
Profitability
54.347826
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-11 13:33
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 528996.5234 370652.4776 158344.0459 486509.8872 -120184.972 606694.8592
Total P&L (%) 528.9965 370.6525 158.344 486.5099 -120.185 606.6949
Avg Daily Profit (%) 0.2781 0.1949 0.0833 0.0931 0 0.1029
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112859 -138944 -60244 -1264214 -1177552 -344839
Profit Factor 1.8064 1.9727 1.5759 1.1356 0.9433 1.4135
Total Trades 92 46 46 92 46 46
Winning Trades 50 24 26 50 24 26
Losing Trades 42 22 20 42 22 20
Profitability (%) 54.3478 52.1739 56.5217 54.3478 52.1739 56.5217
Ratio Avg Win / Avg Loss 1.5174 1.8083 1.2123 0.9539 0.8647 1.0873
Largest Winning Trade 159278 159278 42857 522768 522768 341375
Largest Losing Trade -44452 -44452 -30705 -510168 -510168 -310424
Avg Bars in Trades 78 98 58 78 98 58
Avg Bars in Winners 93 117 70 93 117 70
Avg Bars in Losers 61 77 43 61 77 43
Bars Traded 7254 4545 2710 7254 4545 2710
Profit Streak 0 0 666.1899 0 0 666.1899
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465880 420485 -77783 -140926 -580422 -52212
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1558612800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760178809184,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 78,
            "offset": 112
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 202,
            "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": [
        [
            528996.5234109869,
            370652.4775534588,
            158344.0458575279,
            486509.8871744606,
            -120184.972009052,
            606694.8591835127
        ],
        [
            528.996523,
            370.652478,
            158.344046,
            486.509887,
            -120.184972,
            606.694859
        ],
        [
            0.278126,
            0.194875,
            0.083251,
            0.093052,
            0,
            0.102862
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112859,
            -138944,
            -60244,
            -1264214,
            -1177552,
            -344839
        ],
        [
            1.806403,
            1.972677,
            1.575941,
            1.135632,
            0.943298,
            1.413454
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            54.347826,
            52.173913,
            56.521739,
            54.347826,
            52.173913,
            56.521739
        ],
        [
            1.517378,
            1.808287,
            1.212262,
            0.953931,
            0.86469,
            1.087273
        ],
        [
            159278,
            159278,
            42857,
            522768,
            522768,
            341375
        ],
        [
            -44452,
            -44452,
            -30705,
            -510168,
            -510168,
            -310424
        ],
        [
            78,
            98,
            58,
            78,
            98,
            58
        ],
        [
            93,
            117,
            70,
            93,
            117,
            70
        ],
        [
            61,
            77,
            43,
            61,
            77,
            43
        ],
        [
            7254,
            4545,
            2710,
            7254,
            4545,
            2710
        ],
        [
            0,
            0,
            666.189921,
            0,
            0,
            666.189921
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465880,
            420485,
            -77783,
            -140926,
            -580422,
            -52212
        ]
    ]
}
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": 1558612800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760178809184,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 78,
            "offset": 112
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 202,
            "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)