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Trade: OMG/USDT/240/VWMA/BBM/9888

Strategy
OMG/USDT/240/VWMA/BBM/9888
Pair
OMG_USDT
Interval
4h
Score
468429
Daily Profit
0.163826
Profit Factor
2.059249
Profitability
56.097561
Streak
542.984213
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-09-26 06:37
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 295938.8954 311487.0973 -15548.202 -93461.6961 113236.4443 -206698.1404
Total P&L (%) 295.9389 311.4871 -15.5482 -93.4617 113.2364 -206.6981
Avg Daily Profit (%) 0.1556 0.1638 -0.0082 -0.1433 0.0398 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -214881 -127320 -231521 -310527 -58122 -311537
Profit Factor 1.3727 2.0592 0.9689 0.8261 1.9901 0.5113
Total Trades 82 41 41 82 41 41
Winning Trades 45 23 22 45 23 22
Losing Trades 37 18 19 37 18 19
Profitability (%) 54.878 56.0976 53.6585 54.878 56.0976 53.6585
Ratio Avg Win / Avg Loss 1.1287 1.6116 0.8368 0.6792 1.5575 0.4416
Largest Winning Trade 102563 102563 64301 80627 80627 66677
Largest Losing Trade -88385 -29673 -88385 -277273 -35013 -277273
Avg Bars in Trades 133 66 200 133 66 200
Avg Bars in Winners 134 65 206 134 65 206
Avg Bars in Losers 132 68 194 132 68 194
Bars Traded 10965 2737 8229 10965 2737 8229
Profit Streak 0 542.9842 0 0 542.9842 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -374 468429 -580268 -588923 -134127 -580268

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": 1557043200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758857835969,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 183,
            "offset": 0,
            "std": 4.68937
        }
    }
}
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": [
        [
            295938.8953819292,
            311487.0973345166,
            -15548.2019525874,
            -93461.6961166369,
            113236.4442939874,
            -206698.1404106243
        ],
        [
            295.938895,
            311.487097,
            -15.548202,
            -93.461696,
            113.236444,
            -206.69814
        ],
        [
            0.155648,
            0.163826,
            -0.008178,
            -0.143349,
            0.039834,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -214881,
            -127320,
            -231521,
            -310527,
            -58122,
            -311537
        ],
        [
            1.372723,
            2.059249,
            0.968899,
            0.826072,
            1.990075,
            0.511338
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            54.878049,
            56.097561,
            53.658537,
            54.878049,
            56.097561,
            53.658537
        ],
        [
            1.128684,
            1.611586,
            0.836776,
            0.679215,
            1.55745,
            0.44161
        ],
        [
            102563,
            102563,
            64301,
            80627,
            80627,
            66677
        ],
        [
            -88385,
            -29673,
            -88385,
            -277273,
            -35013,
            -277273
        ],
        [
            133,
            66,
            200,
            133,
            66,
            200
        ],
        [
            134,
            65,
            206,
            134,
            65,
            206
        ],
        [
            132,
            68,
            194,
            132,
            68,
            194
        ],
        [
            10965,
            2737,
            8229,
            10965,
            2737,
            8229
        ],
        [
            0,
            542.984213,
            0,
            0,
            542.984213,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -374,
            468429,
            -580268,
            -588923,
            -134127,
            -580268
        ]
    ]
}
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": 1557043200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758857835969,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 183,
            "offset": 0,
            "std": 4.68937
        }
    }
}

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)