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Trade: OMG/USDT/240/DCM/ZLMA/9642

Strategy
OMG/USDT/240/DCM/ZLMA/9642
Pair
OMG_USDT
Interval
4h
Score
468205
Daily Profit
0.317415
Profit Factor
1.725722
Profitability
52.671756
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-01 03:21
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 603509.8554 432449.8926 171059.9628 909027.3078 760260.6832 148766.6246
Total P&L (%) 603.5099 432.4499 171.06 909.0273 760.2607 148.7666
Avg Daily Profit (%) 0.3174 0.2274 0.09 0.1217 0.1133 0.0479
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139773 -74661 -153718 -926954 -601832 -868651
Profit Factor 1.7257 2.014 1.4222 1.2042 1.3155 1.0728
Total Trades 131 66 65 131 66 65
Winning Trades 69 34 35 69 34 35
Losing Trades 62 32 30 62 32 30
Profitability (%) 52.6718 51.5152 53.8462 52.6718 51.5152 53.8462
Ratio Avg Win / Avg Loss 1.5506 1.8956 1.2191 1.082 1.2381 0.9196
Largest Winning Trade 113069 113069 66928 427866 427866 322179
Largest Losing Trade -67169 -37360 -67169 -601832 -601832 -377886
Avg Bars in Trades 84 63 106 84 63 106
Avg Bars in Winners 92 58 125 92 58 125
Avg Bars in Losers 75 68 83 75 68 83
Bars Traded 11065 4158 6907 11065 4158 6907
Profit Streak 0 0 499.5147 0 0 499.5147
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468205 -112300 -202614 -29996 -165193 -401556
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1556409600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759278070726,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 116,
            "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": [
        [
            603509.8553953166,
            432449.8926156122,
            171059.9627797044,
            909027.3077697903,
            760260.6831864759,
            148766.6245833144
        ],
        [
            603.509855,
            432.449893,
            171.059963,
            909.027308,
            760.260683,
            148.766625
        ],
        [
            0.317415,
            0.227446,
            0.089969,
            0.121651,
            0.113251,
            0.047943
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139773,
            -74661,
            -153718,
            -926954,
            -601832,
            -868651
        ],
        [
            1.725722,
            2.014023,
            1.422236,
            1.204168,
            1.315485,
            1.072834
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            62,
            32,
            30,
            62,
            32,
            30
        ],
        [
            52.671756,
            51.515152,
            53.846154,
            52.671756,
            51.515152,
            53.846154
        ],
        [
            1.550649,
            1.895551,
            1.219059,
            1.082006,
            1.238104,
            0.919572
        ],
        [
            113069,
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            66928,
            427866,
            427866,
            322179
        ],
        [
            -67169,
            -37360,
            -67169,
            -601832,
            -601832,
            -377886
        ],
        [
            84,
            63,
            106,
            84,
            63,
            106
        ],
        [
            92,
            58,
            125,
            92,
            58,
            125
        ],
        [
            75,
            68,
            83,
            75,
            68,
            83
        ],
        [
            11065,
            4158,
            6907,
            11065,
            4158,
            6907
        ],
        [
            0,
            0,
            499.514707,
            0,
            0,
            499.514707
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468205,
            -112300,
            -202614,
            -29996,
            -165193,
            -401556
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1556409600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759278070726,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 116,
            "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)