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Trade: OMG/USDT/120/PWMA/ZLMA/1629

Strategy
OMG/USDT/120/PWMA/ZLMA/1629
Pair
OMG_USDT
Interval
2h
Score
398097
Daily Profit
0.348216
Profit Factor
1.790092
Profitability
44.852941
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-08 20:26
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 563413.818 437651.1908 125762.6272 817325.4983 774298.7321 43026.7662
Total P&L (%) 563.4138 437.6512 125.7626 817.3255 774.2987 43.0268
Avg Daily Profit (%) 0.3482 0.2705 0.0777 0.1371 0.1341 0.0221
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154204 -165930 -103630 -1288913 -1060261 -697405
Profit Factor 1.7901 2.2009 1.3607 1.1687 1.3126 1.0182
Total Trades 136 68 68 136 68 68
Winning Trades 61 29 32 61 29 32
Losing Trades 75 39 36 75 39 36
Profitability (%) 44.8529 42.6471 47.0588 44.8529 42.6471 47.0588
Ratio Avg Win / Avg Loss 2.2009 2.9598 1.5308 1.437 1.7652 1.1455
Largest Winning Trade 198626 198626 58727 818418 818418 369388
Largest Losing Trade -30779 -29775 -30779 -418823 -354538 -418823
Avg Bars in Trades 137 123 152 137 123 152
Avg Bars in Winners 210 178 239 210 178 239
Avg Bars in Losers 78 82 74 78 82 74
Bars Traded 18755 8412 10343 18755 8412 10343
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 398097 -99906 -198206 -46198 -124638 -476399
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580356800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759944398156,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 227,
            "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": [
        [
            563413.8179631545,
            437651.1908117584,
            125762.6271513957,
            817325.4983226459,
            774298.7321113811,
            43026.7662112646
        ],
        [
            563.413818,
            437.651191,
            125.762627,
            817.325498,
            774.298732,
            43.026766
        ],
        [
            0.348216,
            0.270489,
            0.077727,
            0.137071,
            0.134098,
            0.02212
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154204,
            -165930,
            -103630,
            -1288913,
            -1060261,
            -697405
        ],
        [
            1.790092,
            2.200907,
            1.360697,
            1.168726,
            1.312581,
            1.018178
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            61,
            29,
            32,
            61,
            29,
            32
        ],
        [
            75,
            39,
            36,
            75,
            39,
            36
        ],
        [
            44.852941,
            42.647059,
            47.058824,
            44.852941,
            42.647059,
            47.058824
        ],
        [
            2.200933,
            2.95984,
            1.530785,
            1.436958,
            1.765195,
            1.14545
        ],
        [
            198626,
            198626,
            58727,
            818418,
            818418,
            369388
        ],
        [
            -30779,
            -29775,
            -30779,
            -418823,
            -354538,
            -418823
        ],
        [
            137,
            123,
            152,
            137,
            123,
            152
        ],
        [
            210,
            178,
            239,
            210,
            178,
            239
        ],
        [
            78,
            82,
            74,
            78,
            82,
            74
        ],
        [
            18755,
            8412,
            10343,
            18755,
            8412,
            10343
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398097,
            -99906,
            -198206,
            -46198,
            -124638,
            -476399
        ]
    ]
}
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": 1580356800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759944398156,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 227,
            "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)