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Trade: OMG/USDT/480/PSAR/VWAP/2604

Strategy
OMG/USDT/480/PSAR/VWAP/2604
Pair
OMG_USDT
Interval
8h
Score
300802
Daily Profit
0.169841
Profit Factor
1.315469
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-09 09:32
Expiration Time
2024-08-13 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 402087.0727 323094.1507 78992.922 -3807.3297 650596.7624 -654404.0921
Total P&L (%) 402.0871 323.0942 78.9929 -3.8073 650.5968 -654.4041
Avg Daily Profit (%) 0.2114 0.1698 0.0415 -0.002 0.106 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -250448 -203495 -165754 -2289118 -2008992 -1868561
Profit Factor 1.1793 1.3155 1.0648 0.9998 1.0943 0.9213
Total Trades 629 315 314 629 315 314
Winning Trades 274 144 130 274 144 130
Losing Trades 355 171 184 355 171 184
Profitability (%) 43.5612 45.7143 41.4013 43.5612 45.7143 41.4013
Ratio Avg Win / Avg Loss 1.5279 1.5621 1.5072 1.2953 1.2995 1.3039
Largest Winning Trade 101549 101549 46993 640282 640282 428999
Largest Losing Trade -65134 -34158 -65134 -532835 -532835 -465286
Avg Bars in Trades 9 8 9 9 8 9
Avg Bars in Winners 11 9 13 11 9 13
Avg Bars in Losers 7 7 6 7 7 6
Bars Traded 5683 2646 3037 5683 2646 3037
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 -13403 300802 -287514 -578051 -168092 -581091
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1554422400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759991529368,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 6
        }
    }
}
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": [
        [
            402087.072665735,
            323094.1506659626,
            78992.9219997733,
            -3807.329713676,
            650596.7623768529,
            -654404.0920905285
        ],
        [
            402.087073,
            323.094151,
            78.992922,
            -3.80733,
            650.596762,
            -654.404092
        ],
        [
            0.211366,
            0.169841,
            0.041524,
            -0.00204,
            0.106016,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -250448,
            -203495,
            -165754,
            -2289118,
            -2008992,
            -1868561
        ],
        [
            1.179304,
            1.315469,
            1.064838,
            0.99975,
            1.094334,
            0.921262
        ],
        [
            629,
            315,
            314,
            629,
            315,
            314
        ],
        [
            274,
            144,
            130,
            274,
            144,
            130
        ],
        [
            355,
            171,
            184,
            355,
            171,
            184
        ],
        [
            43.561208,
            45.714286,
            41.401274,
            43.561208,
            45.714286,
            41.401274
        ],
        [
            1.527931,
            1.562119,
            1.507155,
            1.295296,
            1.299521,
            1.30394
        ],
        [
            101549,
            101549,
            46993,
            640282,
            640282,
            428999
        ],
        [
            -65134,
            -34158,
            -65134,
            -532835,
            -532835,
            -465286
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            11,
            9,
            13,
            11,
            9,
            13
        ],
        [
            7,
            7,
            6,
            7,
            7,
            6
        ],
        [
            5683,
            2646,
            3037,
            5683,
            2646,
            3037
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -13403,
            300802,
            -287514,
            -578051,
            -168092,
            -581091
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1554422400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759991529368,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 6
        }
    }
}

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)