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Trade: OMG/USDT/120/VWMA/HILO/8016

Strategy
OMG/USDT/120/VWMA/HILO/8016
Pair
OMG_USDT
Interval
2h
Score
426044
Daily Profit
0.369807
Profit Factor
1.633821
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 02:50
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 598347.4917 452392.5355 145954.9562 1117845.3667 440878.2687 676967.0979
Total P&L (%) 598.3475 452.3925 145.955 1117.8454 440.8783 676.9671
Avg Daily Profit (%) 0.3698 0.2796 0.0902 0.1546 0.1044 0.1268
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116993 -113771 -142527 -889849 -570280 -364893
Profit Factor 1.6338 2.03 1.2891 1.2577 1.1951 1.3258
Total Trades 270 135 135 270 135 135
Winning Trades 120 54 66 120 54 66
Losing Trades 150 81 69 150 81 69
Profitability (%) 44.4444 40 48.8889 44.4444 40 48.8889
Ratio Avg Win / Avg Loss 2.0423 3.045 1.3477 1.5721 1.7926 1.3861
Largest Winning Trade 204665 204665 53114 602662 602662 525094
Largest Losing Trade -29229 -29229 -24893 -428009 -428009 -179540
Avg Bars in Trades 69 52 86 69 52 86
Avg Bars in Winners 109 85 128 109 85 128
Avg Bars in Losers 38 30 46 38 30 46
Bars Traded 18802 7123 11679 18802 7123 11679
Profit Streak 0 0 492.9936 0 0 492.9936
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426044 290678 -72180 282173 -62555 -22757

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580306400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758844250822,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            598347.4917048673,
            452392.5354680547,
            145954.9562368122,
            1117845.3666580669,
            440878.2687237898,
            676967.0979342771
        ],
        [
            598.347492,
            452.392535,
            145.954956,
            1117.845367,
            440.878269,
            676.967098
        ],
        [
            0.369807,
            0.2796,
            0.090207,
            0.154611,
            0.104382,
            0.126794
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116993,
            -113771,
            -142527,
            -889849,
            -570280,
            -364893
        ],
        [
            1.633821,
            2.030005,
            1.289123,
            1.257694,
            1.195069,
            1.325817
        ],
        [
            270,
            135,
            135,
            270,
            135,
            135
        ],
        [
            120,
            54,
            66,
            120,
            54,
            66
        ],
        [
            150,
            81,
            69,
            150,
            81,
            69
        ],
        [
            44.444444,
            40,
            48.888889,
            44.444444,
            40,
            48.888889
        ],
        [
            2.042276,
            3.045008,
            1.34772,
            1.572118,
            1.792603,
            1.386081
        ],
        [
            204665,
            204665,
            53114,
            602662,
            602662,
            525094
        ],
        [
            -29229,
            -29229,
            -24893,
            -428009,
            -428009,
            -179540
        ],
        [
            69,
            52,
            86,
            69,
            52,
            86
        ],
        [
            109,
            85,
            128,
            109,
            85,
            128
        ],
        [
            38,
            30,
            46,
            38,
            30,
            46
        ],
        [
            18802,
            7123,
            11679,
            18802,
            7123,
            11679
        ],
        [
            0,
            0,
            492.993644,
            0,
            0,
            492.993644
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426044,
            290678,
            -72180,
            282173,
            -62555,
            -22757
        ]
    ]
}
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": 1580306400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758844250822,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)