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Trade: OMG/USDT/120/SINWMA/VWMA/5622

Strategy
OMG/USDT/120/SINWMA/VWMA/5622
Pair
OMG_USDT
Interval
2h
Score
315544
Daily Profit
0.219674
Profit Factor
1.404394
Profitability
46.411483
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-01 00:46
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 304190.6943 355432.2609 -51241.5665 -80289.3688 141295.4275 -221584.7963
Total P&L (%) 304.1907 355.4323 -51.2416 -80.2894 141.2954 -221.5848
Avg Daily Profit (%) 0.188 0.2197 -0.0317 -0.1003 0.0545 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -211842 -142178 -186836 -432460 -271099 -382355
Profit Factor 1.179 1.4044 0.9375 0.959 1.1431 0.7716
Total Trades 419 209 210 419 209 210
Winning Trades 195 97 98 195 97 98
Losing Trades 224 112 112 224 112 112
Profitability (%) 46.5394 46.4115 46.6667 46.5394 46.4115 46.6667
Ratio Avg Win / Avg Loss 1.3543 1.6216 1.0715 1.1016 1.3198 0.8819
Largest Winning Trade 238479 238479 36043 221843 221843 63210
Largest Losing Trade -49102 -49102 -31147 -122901 -111454 -122901
Avg Bars in Trades 45 56 35 45 56 35
Avg Bars in Winners 50 60 41 50 60 41
Avg Bars in Losers 41 52 30 41 52 30
Bars Traded 19201 11713 7488 19201 11713 7488
Profit Streak 484.8242 0 486.0742 484.8242 0 486.0742
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -14670 315544 -579279 -577682 -184225 -580946
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579363200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759268809377,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 89,
            "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": [
        [
            304190.6943447997,
            355432.2608789648,
            -51241.5665341652,
            -80289.3687884582,
            141295.427531069,
            -221584.7963195271
        ],
        [
            304.190694,
            355.432261,
            -51.241567,
            -80.289369,
            141.295428,
            -221.584796
        ],
        [
            0.188004,
            0.219674,
            -0.03167,
            -0.100321,
            0.054456,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -211842,
            -142178,
            -186836,
            -432460,
            -271099,
            -382355
        ],
        [
            1.179009,
            1.404394,
            0.937539,
            0.958994,
            1.143052,
            0.771625
        ],
        [
            419,
            209,
            210,
            419,
            209,
            210
        ],
        [
            195,
            97,
            98,
            195,
            97,
            98
        ],
        [
            224,
            112,
            112,
            224,
            112,
            112
        ],
        [
            46.539379,
            46.411483,
            46.666667,
            46.539379,
            46.411483,
            46.666667
        ],
        [
            1.354349,
            1.621568,
            1.071473,
            1.101614,
            1.319813,
            0.881858
        ],
        [
            238479,
            238479,
            36043,
            221843,
            221843,
            63210
        ],
        [
            -49102,
            -49102,
            -31147,
            -122901,
            -111454,
            -122901
        ],
        [
            45,
            56,
            35,
            45,
            56,
            35
        ],
        [
            50,
            60,
            41,
            50,
            60,
            41
        ],
        [
            41,
            52,
            30,
            41,
            52,
            30
        ],
        [
            19201,
            11713,
            7488,
            19201,
            11713,
            7488
        ],
        [
            484.824182,
            0,
            486.074182,
            484.824183,
            0,
            486.074183
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -14670,
            315544,
            -579279,
            -577682,
            -184225,
            -580946
        ]
    ]
}
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": 1579363200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759268809377,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 89,
            "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)