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Trade: OMG/USDT/120/ALMA/VWMA/7504

Strategy
OMG/USDT/120/ALMA/VWMA/7504
Pair
OMG_USDT
Interval
2h
Score
307001
Daily Profit
0.275308
Profit Factor
1.730072
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-10 21:25
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 445447.7098 387293.8021 58153.9078 119046.8894 468773.7085 -349726.8191
Total P&L (%) 445.4477 387.2938 58.1539 119.0469 468.7737 -349.7268
Avg Daily Profit (%) 0.2753 0.2394 0.0359 0.0485 0.1075 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122027 -167701 -140596 -573974 -363055 -581730
Profit Factor 1.7301 2.0768 1.2322 1.0712 1.5291 0.5545
Total Trades 84 42 42 84 42 42
Winning Trades 35 17 18 35 17 18
Losing Trades 49 25 24 49 25 24
Profitability (%) 41.6667 40.4762 42.8571 41.6667 40.4762 42.8571
Ratio Avg Win / Avg Loss 2.4221 3.0542 1.6429 1.4997 2.2486 0.7393
Largest Winning Trade 234482 234482 50679 349875 349875 72613
Largest Losing Trade -42524 -42524 -30597 -157435 -157435 -123747
Avg Bars in Trades 222 216 228 222 216 228
Avg Bars in Winners 353 353 354 353 353 354
Avg Bars in Losers 129 124 134 129 124 134
Bars Traded 18714 9110 9604 18714 9110 9604
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 307001 296842 -147627 -273351 -50546 -583512
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580371200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760120718834,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "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": [
        [
            445447.7098052611,
            387293.802050399,
            58153.9077548621,
            119046.8893695759,
            468773.7085059423,
            -349726.8191363666
        ],
        [
            445.44771,
            387.293802,
            58.153908,
            119.046889,
            468.773709,
            -349.726819
        ],
        [
            0.275308,
            0.239366,
            0.035942,
            0.048474,
            0.107494,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122027,
            -167701,
            -140596,
            -573974,
            -363055,
            -581730
        ],
        [
            1.730072,
            2.076832,
            1.232168,
            1.071242,
            1.529071,
            0.554483
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            41.666667,
            40.47619,
            42.857143,
            41.666667,
            40.47619,
            42.857143
        ],
        [
            2.422101,
            3.054165,
            1.642891,
            1.499739,
            2.248633,
            0.739311
        ],
        [
            234482,
            234482,
            50679,
            349875,
            349875,
            72613
        ],
        [
            -42524,
            -42524,
            -30597,
            -157435,
            -157435,
            -123747
        ],
        [
            222,
            216,
            228,
            222,
            216,
            228
        ],
        [
            353,
            353,
            354,
            353,
            353,
            354
        ],
        [
            129,
            124,
            134,
            129,
            124,
            134
        ],
        [
            18714,
            9110,
            9604,
            18714,
            9110,
            9604
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307001,
            296842,
            -147627,
            -273351,
            -50546,
            -583512
        ]
    ]
}
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": 1580371200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760120718834,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "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)