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Trade: OMG/USDT/120/VWMA/JMA/6262

Strategy
OMG/USDT/120/VWMA/JMA/6262
Pair
OMG_USDT
Interval
2h
Score
358819
Daily Profit
0.284405
Profit Factor
1.618114
Profitability
45.535714
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 18:33
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 460167.153 386556.0371 73611.1159 222737.8836 213551.6881 9186.1955
Total P&L (%) 460.1672 386.556 73.6111 222.7379 213.5517 9.1862
Avg Daily Profit (%) 0.2844 0.2389 0.0455 0.0724 0.0707 0.0054
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130670 -139976 -144235 -529953 -523896 -370151
Profit Factor 1.6181 1.9725 1.2122 1.0871 1.1413 1.0088
Total Trades 112 56 56 112 56 56
Winning Trades 51 23 28 51 23 28
Losing Trades 61 33 28 61 33 28
Profitability (%) 45.5357 41.0714 50 45.5357 41.0714 50
Ratio Avg Win / Avg Loss 1.9354 2.8301 1.2122 1.3003 1.6375 1.0088
Largest Winning Trade 158275 158275 55674 366270 366270 158952
Largest Losing Trade -39923 -39312 -39923 -258909 -258909 -114546
Avg Bars in Trades 170 143 196 170 143 196
Avg Bars in Winners 243 200 279 243 200 279
Avg Bars in Losers 108 103 114 108 103 114
Bars Traded 19045 8017 11028 19045 8017 11028
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 358819 -171826 -312654 -222354 -346133 -742256
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580313600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759073637138,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 195,
            "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": [
        [
            460167.1529816337,
            386556.0371054745,
            73611.1158761588,
            222737.8836109354,
            213551.6881322579,
            9186.1954786776
        ],
        [
            460.167153,
            386.556037,
            73.611116,
            222.737884,
            213.551688,
            9.186195
        ],
        [
            0.284405,
            0.23891,
            0.045495,
            0.072441,
            0.070655,
            0.005432
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130670,
            -139976,
            -144235,
            -529953,
            -523896,
            -370151
        ],
        [
            1.618114,
            1.97248,
            1.212151,
            1.087118,
            1.141282,
            1.008789
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            61,
            33,
            28,
            61,
            33,
            28
        ],
        [
            45.535714,
            41.071429,
            50,
            45.535714,
            41.071429,
            50
        ],
        [
            1.935391,
            2.83008,
            1.212151,
            1.300279,
            1.637492,
            1.008789
        ],
        [
            158275,
            158275,
            55674,
            366270,
            366270,
            158952
        ],
        [
            -39923,
            -39312,
            -39923,
            -258909,
            -258909,
            -114546
        ],
        [
            170,
            143,
            196,
            170,
            143,
            196
        ],
        [
            243,
            200,
            279,
            243,
            200,
            279
        ],
        [
            108,
            103,
            114,
            108,
            103,
            114
        ],
        [
            19045,
            8017,
            11028,
            19045,
            8017,
            11028
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358819,
            -171826,
            -312654,
            -222354,
            -346133,
            -742256
        ]
    ]
}
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": 1580313600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759073637138,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 195,
            "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)