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Trade: OMG/USDT/120/MIDPOINT/VWMA/9891

Strategy
OMG/USDT/120/MIDPOINT/VWMA/9891
Pair
OMG_USDT
Interval
2h
Score
339036
Daily Profit
0.191722
Profit Factor
1.499739
Profitability
56.097561
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 09:11
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 264388.752 310205.5962 -45816.8442 -87478.394 229804.313 -317282.7071
Total P&L (%) 264.3888 310.2056 -45.8168 -87.4784 229.8043 -317.2827
Avg Daily Profit (%) 0.1634 0.1917 -0.0283 -0.1283 0.0738 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195772 -131829 -266568 -304386 -49235 -404874
Profit Factor 1.1996 1.4997 0.9349 0.8763 2.2309 0.3907
Total Trades 246 123 123 246 123 123
Winning Trades 132 69 63 132 69 63
Losing Trades 114 54 60 114 54 60
Profitability (%) 53.6585 56.0976 51.2195 53.6585 56.0976 51.2195
Ratio Avg Win / Avg Loss 1.036 1.1737 0.8904 0.7568 1.7459 0.3721
Largest Winning Trade 124062 124062 62483 136804 136804 74017
Largest Losing Trade -75115 -46627 -75115 -176477 -30627 -176477
Avg Bars in Trades 77 75 79 77 75 79
Avg Bars in Winners 65 51 80 65 51 80
Avg Bars in Losers 91 105 78 91 105 78
Bars Traded 18989 9241 9748 18989 9241 9748
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 292361 339036 -580847 -579016 -89622 -580847
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580227200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759039868374,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "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": [
        [
            264388.7519881862,
            310205.5962092886,
            -45816.8442211026,
            -87478.3940361277,
            229804.3130152404,
            -317282.707051368
        ],
        [
            264.388752,
            310.205596,
            -45.816844,
            -87.478394,
            229.804313,
            -317.282707
        ],
        [
            0.163405,
            0.191722,
            -0.028317,
            -0.12833,
            0.073781,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195772,
            -131829,
            -266568,
            -304386,
            -49235,
            -404874
        ],
        [
            1.199617,
            1.499739,
            0.934896,
            0.876342,
            2.230886,
            0.39069
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            132,
            69,
            63,
            132,
            69,
            63
        ],
        [
            114,
            54,
            60,
            114,
            54,
            60
        ],
        [
            53.658537,
            56.097561,
            51.219512,
            53.658537,
            56.097561,
            51.219512
        ],
        [
            1.036033,
            1.173709,
            0.890377,
            0.756841,
            1.745911,
            0.372086
        ],
        [
            124062,
            124062,
            62483,
            136804,
            136804,
            74017
        ],
        [
            -75115,
            -46627,
            -75115,
            -176477,
            -30627,
            -176477
        ],
        [
            77,
            75,
            79,
            77,
            75,
            79
        ],
        [
            65,
            51,
            80,
            65,
            51,
            80
        ],
        [
            91,
            105,
            78,
            91,
            105,
            78
        ],
        [
            18989,
            9241,
            9748,
            18989,
            9241,
            9748
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            292361,
            339036,
            -580847,
            -579016,
            -89622,
            -580847
        ]
    ]
}
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": 1580227200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759039868374,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "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)