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Trade: OMG/USDT/240/BBM/VWMA/9811

Strategy
OMG/USDT/240/BBM/VWMA/9811
Pair
OMG_USDT
Interval
4h
Score
309684
Daily Profit
0.155977
Profit Factor
1.286782
Profitability
48.603352
Streak
502.144007
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-05 10:27
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296564.3324 275287.4711 21276.8613 -67202.431 234239.0945 -301441.5255
Total P&L (%) 296.5643 275.2875 21.2769 -67.2024 234.2391 -301.4415
Avg Daily Profit (%) 0.156 0.1448 0.0112 -0.0586 0.0635 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -268398 -210632 -117876 -927867 -305943 -710552
Profit Factor 1.2868 1.4394 1.0522 0.964 1.2868 0.7135
Total Trades 179 89 90 179 89 90
Winning Trades 87 44 43 87 44 43
Losing Trades 92 45 47 92 45 47
Profitability (%) 48.6034 49.4382 47.7778 48.6034 49.4382 47.7778
Ratio Avg Win / Avg Loss 1.3607 1.4722 1.1501 1.0194 1.316 0.7799
Largest Winning Trade 158707 158707 46905 184298 175541 184298
Largest Losing Trade -51686 -51686 -41113 -388169 -137984 -388169
Avg Bars in Trades 62 94 30 62 94 30
Avg Bars in Winners 60 87 33 60 87 33
Avg Bars in Losers 63 101 27 63 101 27
Bars Traded 11156 8431 2725 11156 8431 2725
Profit Streak 502.144 520.644 502.144 502.144 520.644 502.144
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309684 57744 -347631 -577756 -107730 -581371
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1555992000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759649242221,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 100,
            "offset": 0,
            "std": 3.45446
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 121,
            "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": [
        [
            296564.3323992509,
            275287.471144949,
            21276.8612543021,
            -67202.4310190031,
            234239.0945048285,
            -301441.5255238313
        ],
        [
            296.564332,
            275.287471,
            21.276861,
            -67.202431,
            234.239095,
            -301.441526
        ],
        [
            0.155977,
            0.144787,
            0.011191,
            -0.058616,
            0.063486,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -268398,
            -210632,
            -117876,
            -927867,
            -305943,
            -710552
        ],
        [
            1.286782,
            1.439438,
            1.052193,
            0.964044,
            1.286755,
            0.713504
        ],
        [
            179,
            89,
            90,
            179,
            89,
            90
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            92,
            45,
            47,
            92,
            45,
            47
        ],
        [
            48.603352,
            49.438202,
            47.777778,
            48.603352,
            49.438202,
            47.777778
        ],
        [
            1.360735,
            1.472152,
            1.150072,
            1.019449,
            1.315999,
            0.779877
        ],
        [
            158707,
            158707,
            46905,
            184298,
            175541,
            184298
        ],
        [
            -51686,
            -51686,
            -41113,
            -388169,
            -137984,
            -388169
        ],
        [
            62,
            94,
            30,
            62,
            94,
            30
        ],
        [
            60,
            87,
            33,
            60,
            87,
            33
        ],
        [
            63,
            101,
            27,
            63,
            101,
            27
        ],
        [
            11156,
            8431,
            2725,
            11156,
            8431,
            2725
        ],
        [
            502.144007,
            520.644007,
            502.144007,
            502.144007,
            520.644007,
            502.144007
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309684,
            57744,
            -347631,
            -577756,
            -107730,
            -581371
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1555992000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759649242221,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 100,
            "offset": 0,
            "std": 3.45446
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 121,
            "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)