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Trade: OMG/USDT/240/MIDPOINT/VWMA/3278

Strategy
OMG/USDT/240/MIDPOINT/VWMA/3278
Pair
OMG_USDT
Interval
4h
Score
442035
Daily Profit
0.268304
Profit Factor
1.595531
Profitability
61.157025
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-09-26 19:40
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 510134.9848 400333.2496 109801.7352 -20939.7892 -42097.9017 21158.1126
Total P&L (%) 510.135 400.3333 109.8017 -20.9398 -42.0979 21.1581
Avg Daily Profit (%) 0.2683 0.2106 0.0578 -0.0124 -0.0287 0.0101
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -260272 -117487 -197610 -721399 -460325 -480763
Profit Factor 1.5955 2.1537 1.2155 0.9902 0.9474 1.0159
Total Trades 121 61 60 121 61 60
Winning Trades 74 40 34 74 40 34
Losing Trades 47 21 26 47 21 26
Profitability (%) 61.157 65.5738 56.6667 61.157 65.5738 56.6667
Ratio Avg Win / Avg Loss 1.0134 1.1307 0.9295 0.6289 0.4974 0.7769
Largest Winning Trade 156211 156211 60548 283123 197019 283123
Largest Losing Trade -87169 -45648 -87169 -242515 -144687 -242515
Avg Bars in Trades 90 76 105 90 76 105
Avg Bars in Winners 82 56 112 82 56 112
Avg Bars in Losers 104 113 96 104 113 96
Bars Traded 11000 4668 6332 11000 4668 6332
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 442035 -148964 -286221 -579010 -740439 -558458

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": 1557662400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758904829069,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "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": [
        [
            510134.9848235257,
            400333.2496365702,
            109801.7351869556,
            -20939.7891659905,
            -42097.9017445398,
            21158.1125785492
        ],
        [
            510.134985,
            400.33325,
            109.801735,
            -20.939789,
            -42.097902,
            21.158113
        ],
        [
            0.268304,
            0.210554,
            0.05775,
            -0.012357,
            -0.028735,
            0.010095
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -260272,
            -117487,
            -197610,
            -721399,
            -460325,
            -480763
        ],
        [
            1.595531,
            2.153705,
            1.215463,
            0.990162,
            0.947359,
            1.015922
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            74,
            40,
            34,
            74,
            40,
            34
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            61.157025,
            65.57377,
            56.666667,
            61.157025,
            65.57377,
            56.666667
        ],
        [
            1.013378,
            1.130695,
            0.929472,
            0.628887,
            0.497364,
            0.776882
        ],
        [
            156211,
            156211,
            60548,
            283123,
            197019,
            283123
        ],
        [
            -87169,
            -45648,
            -87169,
            -242515,
            -144687,
            -242515
        ],
        [
            90,
            76,
            105,
            90,
            76,
            105
        ],
        [
            82,
            56,
            112,
            82,
            56,
            112
        ],
        [
            104,
            113,
            96,
            104,
            113,
            96
        ],
        [
            11000,
            4668,
            6332,
            11000,
            4668,
            6332
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442035,
            -148964,
            -286221,
            -579010,
            -740439,
            -558458
        ]
    ]
}
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": 1557662400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758904829069,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "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)