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Trade: OMG/USDT/120/MIDPRICE/ZLMA/4322

Strategy
OMG/USDT/120/MIDPRICE/ZLMA/4322
Pair
OMG_USDT
Interval
2h
Score
475611
Daily Profit
0.210362
Profit Factor
2.369018
Profitability
61.538462
Streak
505.136942
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 08:17
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 149510.5741 340365.9325 -190855.3584 -411733.6622 393428.5219 -805162.1841
Total P&L (%) 149.5106 340.3659 -190.8554 -411.7337 393.4285 -805.1622
Avg Daily Profit (%) 0.0924 0.2104 -0.118 0 0.0987 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -500604 -91476 -430889 -1189790 -190157 -1347146
Profit Factor 1.1672 2.369 0.7043 0.8355 1.7538 0.5936
Total Trades 79 39 40 79 39 40
Winning Trades 43 24 19 37 17 20
Losing Trades 36 15 21 42 22 20
Profitability (%) 54.4304 61.5385 47.5 46.8354 43.5897 50
Ratio Avg Win / Avg Loss 0.9772 1.4806 0.7784 0.9484 2.2696 0.5936
Largest Winning Trade 239207 239207 62405 326001 229170 326001
Largest Losing Trade -287918 -41891 -287918 -838161 -118044 -838161
Avg Bars in Trades 234 191 277 234 191 277
Avg Bars in Winners 286 211 380 201 206 198
Avg Bars in Losers 173 160 183 264 180 356
Bars Traded 18564 7475 11088 18564 7475 11088
Profit Streak 505.0536 505.1369 505.0536 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -137567 475611 -581137 -613286 -60350 -580749
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1582027200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759987031807,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 209,
            "offset": 250
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "offset": 167
        }
    }
}
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": [
        [
            149510.5740818905,
            340365.9325318533,
            -190855.3584499626,
            -411733.6622051388,
            393428.5218797139,
            -805162.1840848526
        ],
        [
            149.510574,
            340.365933,
            -190.855358,
            -411.733662,
            393.428522,
            -805.162184
        ],
        [
            0.092405,
            0.210362,
            -0.117958,
            0,
            0.098702,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -500604,
            -91476,
            -430889,
            -1189790,
            -190157,
            -1347146
        ],
        [
            1.167245,
            2.369018,
            0.704256,
            0.835518,
            1.753774,
            0.593614
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            43,
            24,
            19,
            37,
            17,
            20
        ],
        [
            36,
            15,
            21,
            42,
            22,
            20
        ],
        [
            54.43038,
            61.538462,
            47.5,
            46.835443,
            43.589744,
            50
        ],
        [
            0.977229,
            1.480636,
            0.778388,
            0.948426,
            2.26959,
            0.593614
        ],
        [
            239207,
            239207,
            62405,
            326001,
            229170,
            326001
        ],
        [
            -287918,
            -41891,
            -287918,
            -838161,
            -118044,
            -838161
        ],
        [
            234,
            191,
            277,
            234,
            191,
            277
        ],
        [
            286,
            211,
            380,
            201,
            206,
            198
        ],
        [
            173,
            160,
            183,
            264,
            180,
            356
        ],
        [
            18564,
            7475,
            11088,
            18564,
            7475,
            11088
        ],
        [
            505.053609,
            505.136942,
            505.053609,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -137567,
            475611,
            -581137,
            -613286,
            -60350,
            -580749
        ]
    ]
}
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": 1582027200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759987031807,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 209,
            "offset": 250
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "offset": 167
        }
    }
}

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)