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Trade: OMG/USDT/120/SWMA/ZLMA/9054

Strategy
OMG/USDT/120/SWMA/ZLMA/9054
Pair
OMG_USDT
Interval
2h
Score
407457
Daily Profit
0.206734
Profit Factor
2.182212
Profitability
44.897959
Streak
562.030929
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-10 21:44
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 676860.8053 486615.5787 190245.2266 3409755.3863 683582.5296 2726172.8567
Total P&L (%) 676.8608 486.6156 190.2452 3409.7554 683.5825 2726.1729
Avg Daily Profit (%) 0.4183 0.3008 0.1176 0.2202 0.1273 0.2067
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92721 -80813 -102941 -1038123 -1706738 -565793
Profit Factor 2.4281 2.8289 1.9151 1.5046 1.1536 2.1822
Total Trades 98 49 49 98 49 49
Winning Trades 38 16 22 38 16 22
Losing Trades 60 33 27 60 33 27
Profitability (%) 38.7755 32.6531 44.898 38.7755 32.6531 44.898
Ratio Avg Win / Avg Loss 3.8338 5.8346 2.3503 2.3757 2.3793 2.6782
Largest Winning Trade 229722 229722 53738 1350562 1350562 1095666
Largest Losing Trade -23097 -23097 -18153 -796783 -796783 -470814
Avg Bars in Trades 191 165 217 191 165 217
Avg Bars in Winners 372 357 383 372 357 383
Avg Bars in Losers 76 72 81 76 72 81
Bars Traded 18753 8103 10650 18753 8103 10650
Profit Streak 0 0 562.0309 0 0 562.0309
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375341 260363 -33325 235849 -79759 407457
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580313600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760121872233,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 221,
            "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": [
        [
            676860.8053105134,
            486615.5786871599,
            190245.2266233536,
            3409755.3863077727,
            683582.5295708948,
            2726172.8567368793
        ],
        [
            676.860805,
            486.615579,
            190.245227,
            3409.755386,
            683.58253,
            2726.172857
        ],
        [
            0.418332,
            0.300751,
            0.11758,
            0.220151,
            0.127319,
            0.206734
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92721,
            -80813,
            -102941,
            -1038123,
            -1706738,
            -565793
        ],
        [
            2.428079,
            2.828918,
            1.915087,
            1.504624,
            1.153579,
            2.182212
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            60,
            33,
            27,
            60,
            33,
            27
        ],
        [
            38.77551,
            32.653061,
            44.897959,
            38.77551,
            32.653061,
            44.897959
        ],
        [
            3.833809,
            5.834643,
            2.350334,
            2.375723,
            2.379256,
            2.678169
        ],
        [
            229722,
            229722,
            53738,
            1350562,
            1350562,
            1095666
        ],
        [
            -23097,
            -23097,
            -18153,
            -796783,
            -796783,
            -470814
        ],
        [
            191,
            165,
            217,
            191,
            165,
            217
        ],
        [
            372,
            357,
            383,
            372,
            357,
            383
        ],
        [
            76,
            72,
            81,
            76,
            72,
            81
        ],
        [
            18753,
            8103,
            10650,
            18753,
            8103,
            10650
        ],
        [
            0,
            0,
            562.030929,
            0,
            0,
            562.030929
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375341,
            260363,
            -33325,
            235849,
            -79759,
            407457
        ]
    ]
}
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": 1580313600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760121872233,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 221,
            "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)