← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: OMG/USDT/120/VWAP/VWMA/8596

Strategy
OMG/USDT/120/VWAP/VWMA/8596
Pair
OMG_USDT
Interval
2h
Score
330639
Daily Profit
0.194937
Profit Factor
1.337050
Profitability
48.795181
Streak
484.925133
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 21:12
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 323323.0781 315407.4656 7915.6126 -30073.2758 460745.982 -490819.2578
Total P&L (%) 323.3231 315.4075 7.9156 -30.0733 460.746 -490.8193
Avg Daily Profit (%) 0.1998 0.1949 0.0049 -0.0221 0.1066 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -317564 -220493 -143397 -1393734 -1002737 -1118009
Profit Factor 1.173 1.3371 1.0085 0.9967 1.1 0.8942
Total Trades 664 332 332 664 332 332
Winning Trades 320 162 158 320 162 158
Losing Trades 344 170 174 344 170 174
Profitability (%) 48.1928 48.7952 47.5904 48.1928 48.7952 47.5904
Ratio Avg Win / Avg Loss 1.261 1.4031 1.1106 1.0715 1.1543 0.9847
Largest Winning Trade 166314 166314 40446 326384 326384 223435
Largest Losing Trade -41130 -41130 -31113 -368464 -368464 -303958
Avg Bars in Trades 28 33 24 28 33 24
Avg Bars in Winners 34 39 28 34 39 28
Avg Bars in Losers 24 27 20 24 27 20
Bars Traded 19154 11158 7996 19154 11158 7996
Profit Streak 484.9251 484.9251 485.4251 484.9251 484.9251 485.4251
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -18247 330639 -561777 -574730 -159925 -579296

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579752000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758910331505,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 58
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 143,
            "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": [
        [
            323323.0781243666,
            315407.4655715777,
            7915.6125527884,
            -30073.2758022846,
            460745.9819831785,
            -490819.2577854616
        ],
        [
            323.323078,
            315.407466,
            7.915613,
            -30.073276,
            460.745982,
            -490.819258
        ],
        [
            0.199829,
            0.194937,
            0.004892,
            -0.022106,
            0.106614,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -317564,
            -220493,
            -143397,
            -1393734,
            -1002737,
            -1118009
        ],
        [
            1.172982,
            1.33705,
            1.008481,
            0.996748,
            1.099963,
            0.894185
        ],
        [
            664,
            332,
            332,
            664,
            332,
            332
        ],
        [
            320,
            162,
            158,
            320,
            162,
            158
        ],
        [
            344,
            170,
            174,
            344,
            170,
            174
        ],
        [
            48.192771,
            48.795181,
            47.590361,
            48.192771,
            48.795181,
            47.590361
        ],
        [
            1.260956,
            1.403077,
            1.110606,
            1.071504,
            1.154282,
            0.984736
        ],
        [
            166314,
            166314,
            40446,
            326384,
            326384,
            223435
        ],
        [
            -41130,
            -41130,
            -31113,
            -368464,
            -368464,
            -303958
        ],
        [
            28,
            33,
            24,
            28,
            33,
            24
        ],
        [
            34,
            39,
            28,
            34,
            39,
            28
        ],
        [
            24,
            27,
            20,
            24,
            27,
            20
        ],
        [
            19154,
            11158,
            7996,
            19154,
            11158,
            7996
        ],
        [
            484.925133,
            484.925133,
            485.425133,
            484.925133,
            484.925133,
            485.425133
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -18247,
            330639,
            -561777,
            -574730,
            -159925,
            -579296
        ]
    ]
}
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": 1579752000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758910331505,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 58
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 143,
            "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)