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Trade: OMG/USDT/120/VWMA/TEMA/5976

Strategy
OMG/USDT/120/VWMA/TEMA/5976
Pair
OMG_USDT
Interval
2h
Score
421643
Daily Profit
0.479981
Profit Factor
2.022977
Profitability
40.837696
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-07 02:57
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 776608.5572 560559.6351 216048.9221 7354486.226 2056841.4797 5297644.7462
Total P&L (%) 776.6086 560.5596 216.0489 7354.4862 2056.8415 5297.6447
Avg Daily Profit (%) 0.48 0.3465 0.1335 0.2668 0.19 0.2468
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154257 -134891 -117068 -4928268 -4051555 -876712
Profit Factor 2.023 2.3473 1.6297 1.6096 1.2485 2.3989
Total Trades 191 96 95 191 96 95
Winning Trades 78 33 45 78 33 45
Losing Trades 113 63 50 113 63 50
Profitability (%) 40.8377 34.375 47.3684 40.8377 34.375 47.3684
Ratio Avg Win / Avg Loss 2.9307 4.4813 1.8107 2.3319 2.3835 2.6655
Largest Winning Trade 152310 152310 56157 3686473 2526425 3686473
Largest Losing Trade -31772 -31772 -29530 -3471422 -3471422 -512763
Avg Bars in Trades 99 80 119 99 80 119
Avg Bars in Winners 164 128 190 164 128 190
Avg Bars in Losers 55 55 55 55 55 55
Bars Traded 19069 7717 11352 19069 7717 11352
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 421643 265882 -13007 327339 88493 420622
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579924800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759795039901,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 167,
            "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": [
        [
            776608.5571513722,
            560559.635050045,
            216048.9221013273,
            7354486.225974415,
            2056841.4797373982,
            5297644.746237021
        ],
        [
            776.608557,
            560.559635,
            216.048922,
            7354.486226,
            2056.84148,
            5297.644746
        ],
        [
            0.479981,
            0.346452,
            0.133528,
            0.26682,
            0.189997,
            0.246815
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154257,
            -134891,
            -117068,
            -4928268,
            -4051555,
            -876712
        ],
        [
            2.022977,
            2.347341,
            1.629667,
            1.609641,
            1.248509,
            2.398939
        ],
        [
            191,
            96,
            95,
            191,
            96,
            95
        ],
        [
            78,
            33,
            45,
            78,
            33,
            45
        ],
        [
            113,
            63,
            50,
            113,
            63,
            50
        ],
        [
            40.837696,
            34.375,
            47.368421,
            40.837696,
            34.375,
            47.368421
        ],
        [
            2.930723,
            4.481287,
            1.810741,
            2.331916,
            2.383517,
            2.665488
        ],
        [
            152310,
            152310,
            56157,
            3686473,
            2526425,
            3686473
        ],
        [
            -31772,
            -31772,
            -29530,
            -3471422,
            -3471422,
            -512763
        ],
        [
            99,
            80,
            119,
            99,
            80,
            119
        ],
        [
            164,
            128,
            190,
            164,
            128,
            190
        ],
        [
            55,
            55,
            55,
            55,
            55,
            55
        ],
        [
            19069,
            7717,
            11352,
            19069,
            7717,
            11352
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421643,
            265882,
            -13007,
            327339,
            88493,
            420622
        ]
    ]
}
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": 1579924800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759795039901,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 167,
            "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)