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Trade: OMG/USDT/480/PWMA/VWAP/9897

Strategy
OMG/USDT/480/PWMA/VWAP/9897
Pair
OMG_USDT
Interval
8h
Score
310481
Daily Profit
0.428634
Profit Factor
2.072731
Profitability
32.850242
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-04 16:35
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 815402.9464 572611.4546 242791.4918 8595653.7439 4213748.7652 4381904.9787
Total P&L (%) 815.4029 572.6115 242.7915 8595.6537 4213.7488 4381.905
Avg Daily Profit (%) 0.4286 0.301 0.1276 0.235 0.1981 0.2001
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108632 -143591 -73221 -6416375 -7499671 -2860861
Profit Factor 2.0727 2.3675 1.7112 1.2763 1.2269 1.3493
Total Trades 207 104 103 207 104 103
Winning Trades 68 29 39 68 29 39
Losing Trades 139 75 64 139 75 64
Profitability (%) 32.8502 27.8846 37.8641 32.8502 27.8846 37.8641
Ratio Avg Win / Avg Loss 4.2369 6.1229 2.8081 2.6088 3.1731 2.2142
Largest Winning Trade 207671 207671 54504 4770520 4770520 3383448
Largest Losing Trade -25387 -25041 -25387 -1475159 -1475159 -1234995
Avg Bars in Trades 26 25 28 26 25 28
Avg Bars in Winners 60 64 57 60 64 57
Avg Bars in Losers 10 9 10 10 9 10
Bars Traded 5561 2614 2947 5561 2614 2947
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 310481 -3690 -24114 146839 -8330 173273
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": 1556236800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759584931672,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            815402.946416718,
            572611.4546344271,
            242791.4917822903,
            8595653.743877036,
            4213748.765167241,
            4381904.978709796
        ],
        [
            815.402946,
            572.611455,
            242.791492,
            8595.653744,
            4213.748765,
            4381.904979
        ],
        [
            0.428634,
            0.301005,
            0.127628,
            0.235009,
            0.198079,
            0.200093
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108632,
            -143591,
            -73221,
            -6416375,
            -7499671,
            -2860861
        ],
        [
            2.072731,
            2.367502,
            1.711183,
            1.276257,
            1.226921,
            1.349281
        ],
        [
            207,
            104,
            103,
            207,
            104,
            103
        ],
        [
            68,
            29,
            39,
            68,
            29,
            39
        ],
        [
            139,
            75,
            64,
            139,
            75,
            64
        ],
        [
            32.850242,
            27.884615,
            37.864078,
            32.850242,
            27.884615,
            37.864078
        ],
        [
            4.236906,
            6.12285,
            2.808096,
            2.608819,
            3.173071,
            2.214204
        ],
        [
            207671,
            207671,
            54504,
            4770520,
            4770520,
            3383448
        ],
        [
            -25387,
            -25041,
            -25387,
            -1475159,
            -1475159,
            -1234995
        ],
        [
            26,
            25,
            28,
            26,
            25,
            28
        ],
        [
            60,
            64,
            57,
            60,
            64,
            57
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            5561,
            2614,
            2947,
            5561,
            2614,
            2947
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310481,
            -3690,
            -24114,
            146839,
            -8330,
            173273
        ]
    ]
}
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": 1556236800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759584931672,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)