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Trade: OMG/USDT/120/VWMA/BBU/2782

Strategy
OMG/USDT/120/VWMA/BBU/2782
Pair
OMG_USDT
Interval
2h
Score
397514
Daily Profit
0.328326
Profit Factor
1.505386
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 06:05
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 531230.7423 487698.5492 43532.1931 -1839.2172 -80142.9278 78303.7106
Total P&L (%) 531.2307 487.6985 43.5322 -1.8392 -80.1429 78.3037
Avg Daily Profit (%) 0.3283 0.3014 0.0269 -0.0011 -0.0999 0.0357
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -236263 -196951 -47616 -1534559 -1156078 -466245
Profit Factor 1.5054 1.6753 1.1323 0.9995 0.9679 1.0574
Total Trades 182 91 91 182 91 91
Winning Trades 84 41 43 84 41 43
Losing Trades 98 50 48 98 50 48
Profitability (%) 46.1538 45.0549 47.2527 46.1538 45.0549 47.2527
Ratio Avg Win / Avg Loss 1.7563 2.0431 1.264 1.1661 1.1804 1.1803
Largest Winning Trade 236411 236411 29708 854754 854754 361346
Largest Losing Trade -44518 -44518 -26454 -354134 -354134 -230769
Avg Bars in Trades 103 176 29 103 176 29
Avg Bars in Winners 142 259 30 142 259 30
Avg Bars in Losers 69 108 29 69 108 29
Bars Traded 18782 16065 2717 18782 16065 2717
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 397514 339386 -234899 -579653 -581345 -303668
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579838400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759028712826,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 39,
            "offset": 0,
            "std": 3.32469
        }
    }
}
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": [
        [
            531230.7422967977,
            487698.5492036135,
            43532.1930931845,
            -1839.2171581614,
            -80142.9277723718,
            78303.71061421
        ],
        [
            531.230742,
            487.698549,
            43.532193,
            -1.839217,
            -80.142928,
            78.303711
        ],
        [
            0.328326,
            0.301421,
            0.026905,
            -0.001147,
            -0.099864,
            0.035749
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -236263,
            -196951,
            -47616,
            -1534559,
            -1156078,
            -466245
        ],
        [
            1.505386,
            1.675306,
            1.132337,
            0.999524,
            0.967949,
            1.057365
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            84,
            41,
            43,
            84,
            41,
            43
        ],
        [
            98,
            50,
            48,
            98,
            50,
            48
        ],
        [
            46.153846,
            45.054945,
            47.252747,
            46.153846,
            45.054945,
            47.252747
        ],
        [
            1.756284,
            2.043056,
            1.264004,
            1.166112,
            1.180426,
            1.180315
        ],
        [
            236411,
            236411,
            29708,
            854754,
            854754,
            361346
        ],
        [
            -44518,
            -44518,
            -26454,
            -354134,
            -354134,
            -230769
        ],
        [
            103,
            176,
            29,
            103,
            176,
            29
        ],
        [
            142,
            259,
            30,
            142,
            259,
            30
        ],
        [
            69,
            108,
            29,
            69,
            108,
            29
        ],
        [
            18782,
            16065,
            2717,
            18782,
            16065,
            2717
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397514,
            339386,
            -234899,
            -579653,
            -581345,
            -303668
        ]
    ]
}
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": 1579838400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759028712826,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 39,
            "offset": 0,
            "std": 3.32469
        }
    }
}

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)