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Trade: OMG/USDT/480/VWMA/SUPERTREND/3804

Strategy
OMG/USDT/480/VWMA/SUPERTREND/3804
Pair
OMG_USDT
Interval
8h
Score
304134
Daily Profit
0.182479
Profit Factor
2.334762
Profitability
41.025641
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-09-30 08:02
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 497563.2266 347134.973 150428.2536 478521.2274 355436.663 123084.5644
Total P&L (%) 497.5632 347.135 150.4283 478.5212 355.4367 123.0846
Avg Daily Profit (%) 0.2616 0.1825 0.0791 0.0923 0.0797 0.0422
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103084 -65562 -101576 -1471627 -755946 -934542
Profit Factor 1.9363 2.3348 1.5544 1.1124 1.1861 1.0524
Total Trades 78 39 39 78 39 39
Winning Trades 34 16 18 34 16 18
Losing Trades 44 23 21 44 23 21
Profitability (%) 43.5897 41.0256 46.1538 43.5897 41.0256 46.1538
Ratio Avg Win / Avg Loss 2.5059 3.3562 1.8135 1.4395 1.705 1.2278
Largest Winning Trade 173638 173638 57478 602208 551597 602208
Largest Losing Trade -64544 -38345 -64544 -934542 -297286 -934542
Avg Bars in Trades 69 58 80 69 58 80
Avg Bars in Winners 110 87 130 110 87 130
Avg Bars in Losers 38 39 36 38 39 36
Bars Traded 5423 2291 3132 5423 2291 3132
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 -29445 304134 -86096 -207923 -104672 -300919
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": 1558310400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759208578424,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 44,
            "offset": 0,
            "multiplier": 2.87577
        }
    }
}
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": [
        [
            497563.2265857293,
            347134.9729636561,
            150428.2536220731,
            478521.2273702265,
            355436.6629707073,
            123084.5643995191
        ],
        [
            497.563227,
            347.134973,
            150.428254,
            478.521227,
            355.436663,
            123.084564
        ],
        [
            0.261555,
            0.182479,
            0.079076,
            0.092314,
            0.079728,
            0.042188
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103084,
            -65562,
            -101576,
            -1471627,
            -755946,
            -934542
        ],
        [
            1.936348,
            2.334762,
            1.554442,
            1.112359,
            1.186105,
            1.052399
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            43.589744,
            41.025641,
            46.153846,
            43.589744,
            41.025641,
            46.153846
        ],
        [
            2.505862,
            3.35622,
            1.813516,
            1.439523,
            1.705025,
            1.227798
        ],
        [
            173638,
            173638,
            57478,
            602208,
            551597,
            602208
        ],
        [
            -64544,
            -38345,
            -64544,
            -934542,
            -297286,
            -934542
        ],
        [
            69,
            58,
            80,
            69,
            58,
            80
        ],
        [
            110,
            87,
            130,
            110,
            87,
            130
        ],
        [
            38,
            39,
            36,
            38,
            39,
            36
        ],
        [
            5423,
            2291,
            3132,
            5423,
            2291,
            3132
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            -29445,
            304134,
            -86096,
            -207923,
            -104672,
            -300919
        ]
    ]
}
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": 1558310400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759208578424,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 44,
            "offset": 0,
            "multiplier": 2.87577
        }
    }
}

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)