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Trade: OMG/USDT/480/VWAP/FWMA/7018

Strategy
OMG/USDT/480/VWAP/FWMA/7018
Pair
OMG_USDT
Interval
8h
Score
383158
Daily Profit
0.411854
Profit Factor
1.926391
Profitability
36.842105
Streak
496.195329
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-09-26 15:41
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 783482.3513 536295.1942 247187.1572 7469537.0417 2111974.2429 5357562.7987
Total P&L (%) 783.4824 536.2952 247.1872 7469.537 2111.9742 5357.5628
Avg Daily Profit (%) 0.4119 0.2819 0.1299 0.2277 0.1629 0.2105
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98727 -126992 -76673 -4459079 -5082708 -2357515
Profit Factor 1.9264 2.1869 1.6275 1.301 1.1449 1.5231
Total Trades 266 133 133 266 133 133
Winning Trades 98 49 49 98 49 49
Losing Trades 168 84 84 168 84 84
Profitability (%) 36.8421 36.8421 36.8421 36.8421 36.8421 36.8421
Ratio Avg Win / Avg Loss 3.3024 3.749 2.7901 2.2303 1.9628 2.611
Largest Winning Trade 191267 191267 53676 3871549 3871549 2681145
Largest Losing Trade -22121 -17842 -22121 -1898288 -1898288 -1233892
Avg Bars in Trades 20 19 21 20 19 21
Avg Bars in Winners 37 35 39 37 35 39
Avg Bars in Losers 11 11 11 11 11 11
Bars Traded 5497 2652 2845 5497 2652 2845
Profit Streak 496.1953 500.5287 0 496.1953 500.5287 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383158 303927 -21513 238044 -56718 203208

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": 1558425600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758890476449,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 34
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 146,
            "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": [
        [
            783482.3513473738,
            536295.194168386,
            247187.1571789877,
            7469537.041688867,
            2111974.242939689,
            5357562.79874918
        ],
        [
            783.482351,
            536.295194,
            247.187157,
            7469.537042,
            2111.974243,
            5357.562799
        ],
        [
            0.411854,
            0.281915,
            0.129939,
            0.227702,
            0.162905,
            0.210468
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98727,
            -126992,
            -76673,
            -4459079,
            -5082708,
            -2357515
        ],
        [
            1.926391,
            2.186932,
            1.627533,
            1.301019,
            1.144939,
            1.523059
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            36.842105,
            36.842105,
            36.842105,
            36.842105,
            36.842105,
            36.842105
        ],
        [
            3.302385,
            3.749026,
            2.790057,
            2.230318,
            1.962753,
            2.610959
        ],
        [
            191267,
            191267,
            53676,
            3871549,
            3871549,
            2681145
        ],
        [
            -22121,
            -17842,
            -22121,
            -1898288,
            -1898288,
            -1233892
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            37,
            35,
            39,
            37,
            35,
            39
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            5497,
            2652,
            2845,
            5497,
            2652,
            2845
        ],
        [
            496.195329,
            500.528663,
            0,
            496.195329,
            500.528663,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383158,
            303927,
            -21513,
            238044,
            -56718,
            203208
        ]
    ]
}
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": 1558425600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758890476449,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 34
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 146,
            "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)