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Trade: OMG/USDT/120/VWMA/LINREG/9760

Strategy
OMG/USDT/120/VWMA/LINREG/9760
Pair
OMG_USDT
Interval
2h
Score
485394
Daily Profit
0.457618
Profit Factor
1.756055
Profitability
46.818182
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 09:10
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 740425.6475 539257.3634 201168.2841 3746882.9572 595941.7575 3150941.1997
Total P&L (%) 740.4256 539.2574 201.1683 3746.883 595.9418 3150.9412
Avg Daily Profit (%) 0.4576 0.3333 0.1243 0.2258 0.12 0.2154
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149335 -150351 -157943 -2629575 -3081436 -1036059
Profit Factor 1.7561 2.027 1.4428 1.3499 1.0839 1.8747
Total Trades 220 110 110 220 110 110
Winning Trades 103 44 59 103 44 59
Losing Trades 117 66 51 117 66 51
Profitability (%) 46.8182 40 53.6364 46.8182 40 53.6364
Ratio Avg Win / Avg Loss 1.9947 3.0405 1.2472 1.5334 1.6258 1.6205
Largest Winning Trade 153349 153349 43555 1218600 1150339 1218600
Largest Losing Trade -39094 -27083 -39094 -1029815 -1029815 -521777
Avg Bars in Trades 86 71 101 86 71 101
Avg Bars in Winners 109 81 130 109 81 130
Avg Bars in Losers 67 65 68 67 65 68
Bars Traded 19105 7909 11196 19105 7909 11196
Profit Streak 0 0 497.9243 0 0 497.9243
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 485394 319642 -25280 348208 -163741 450795
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579788000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759039859313,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 148,
            "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": [
        [
            740425.6474966472,
            539257.3634411441,
            201168.2840555027,
            3746882.9571709274,
            595941.7574624319,
            3150941.199708494
        ],
        [
            740.425647,
            539.257363,
            201.168284,
            3746.882957,
            595.941757,
            3150.9412
        ],
        [
            0.457618,
            0.333286,
            0.124331,
            0.225832,
            0.119979,
            0.215407
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149335,
            -150351,
            -157943,
            -2629575,
            -3081436,
            -1036059
        ],
        [
            1.756055,
            2.027023,
            1.442849,
            1.349887,
            1.083857,
            1.87473
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            103,
            44,
            59,
            103,
            44,
            59
        ],
        [
            117,
            66,
            51,
            117,
            66,
            51
        ],
        [
            46.818182,
            40,
            53.636364,
            46.818182,
            40,
            53.636364
        ],
        [
            1.994742,
            3.040534,
            1.247209,
            1.533367,
            1.625785,
            1.62053
        ],
        [
            153349,
            153349,
            43555,
            1218600,
            1150339,
            1218600
        ],
        [
            -39094,
            -27083,
            -39094,
            -1029815,
            -1029815,
            -521777
        ],
        [
            86,
            71,
            101,
            86,
            71,
            101
        ],
        [
            109,
            81,
            130,
            109,
            81,
            130
        ],
        [
            67,
            65,
            68,
            67,
            65,
            68
        ],
        [
            19105,
            7909,
            11196,
            19105,
            7909,
            11196
        ],
        [
            0,
            0,
            497.924298,
            0,
            0,
            497.924298
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            485394,
            319642,
            -25280,
            348208,
            -163741,
            450795
        ]
    ]
}
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": 1579788000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759039859313,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 148,
            "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)