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Trade: OMG/USDT/120/VWMA/JMA/2376

Strategy
OMG/USDT/120/VWMA/JMA/2376
Pair
OMG_USDT
Interval
2h
Score
306857
Daily Profit
0.325904
Profit Factor
1.636468
Profitability
39.568345
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 16:58
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 527313.2303 442250.3228 85062.9074 340318.1298 177835.205 162482.9248
Total P&L (%) 527.3132 442.2503 85.0629 340.3181 177.8352 162.4829
Avg Daily Profit (%) 0.3259 0.2733 0.0526 0.0917 0.0632 0.0597
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167770 -158796 -192022 -398364 -395910 -281427
Profit Factor 1.6365 2.088 1.2016 1.158 1.1444 1.1763
Total Trades 139 70 69 139 70 69
Winning Trades 55 21 34 55 21 34
Losing Trades 84 49 35 84 49 35
Profitability (%) 39.5683 30 49.2754 39.5683 30 49.2754
Ratio Avg Win / Avg Loss 2.4993 4.8719 1.2369 1.7686 2.6703 1.2109
Largest Winning Trade 224963 224963 58912 264122 264122 189006
Largest Losing Trade -42521 -24370 -42521 -141883 -141883 -97470
Avg Bars in Trades 136 118 155 136 118 155
Avg Bars in Winners 225 216 231 225 216 231
Avg Bars in Losers 78 76 82 78 76 82
Bars Traded 19025 8271 10754 19025 8271 10754
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306857 -90018 -225466 -119856 -271390 -242125

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579989600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758895104977,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 126,
            "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": [
        [
            527313.2302668199,
            442250.3228242628,
            85062.9074425572,
            340318.1298384264,
            177835.2050245245,
            162482.9248139024
        ],
        [
            527.31323,
            442.250323,
            85.062907,
            340.31813,
            177.835205,
            162.482925
        ],
        [
            0.325904,
            0.273331,
            0.052573,
            0.091657,
            0.063176,
            0.05966
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167770,
            -158796,
            -192022,
            -398364,
            -395910,
            -281427
        ],
        [
            1.636468,
            2.087966,
            1.201568,
            1.158041,
            1.144394,
            1.176274
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            55,
            21,
            34,
            55,
            21,
            34
        ],
        [
            84,
            49,
            35,
            84,
            49,
            35
        ],
        [
            39.568345,
            30,
            49.275362,
            39.568345,
            30,
            49.275362
        ],
        [
            2.499333,
            4.871921,
            1.236908,
            1.768644,
            2.670253,
            1.21087
        ],
        [
            224963,
            224963,
            58912,
            264122,
            264122,
            189006
        ],
        [
            -42521,
            -24370,
            -42521,
            -141883,
            -141883,
            -97470
        ],
        [
            136,
            118,
            155,
            136,
            118,
            155
        ],
        [
            225,
            216,
            231,
            225,
            216,
            231
        ],
        [
            78,
            76,
            82,
            78,
            76,
            82
        ],
        [
            19025,
            8271,
            10754,
            19025,
            8271,
            10754
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306857,
            -90018,
            -225466,
            -119856,
            -271390,
            -242125
        ]
    ]
}
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": 1579989600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758895104977,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 126,
            "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)