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Trade: OMG/USDT/360/VWMA/KCB/4142

Strategy
OMG/USDT/360/VWMA/KCB/4142
Pair
OMG_USDT
Interval
6h
Score
430070
Daily Profit
0.215252
Profit Factor
2.851056
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-07 12:23
Expiration Time
2024-08-13 04:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 528373.6676 409409.5107 118964.1569 -33495.6742 370673.4248 -404169.0991
Total P&L (%) 528.3737 409.4095 118.9642 -33.4957 370.6734 -404.1691
Avg Daily Profit (%) 0.2778 0.2153 0.0625 -0.0214 0.0815 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149510 -79693 -225577 -462705 -59821 -610008
Profit Factor 1.9719 2.8511 1.3689 0.9588 3.5051 0.393
Total Trades 63 32 31 63 32 31
Winning Trades 31 15 16 31 15 16
Losing Trades 32 17 15 32 17 15
Profitability (%) 49.2063 46.875 51.6129 49.2063 46.875 51.6129
Ratio Avg Win / Avg Loss 2.0355 3.2312 1.2834 0.9898 3.9724 0.3684
Largest Winning Trade 220474 220474 66555 192036 192036 72774
Largest Losing Trade -96254 -37276 -96254 -300206 -39523 -300206
Avg Bars in Trades 117 79 157 117 79 157
Avg Bars in Winners 180 115 241 180 115 241
Avg Bars in Losers 56 46 66 56 46 66
Bars Traded 7404 2529 4875 7404 2529 4875
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 -138859 430070 -108736 -732086 -78724 -580608
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557316800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759828992985,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 59,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            528373.66761252,
            409409.510711499,
            118964.1569010208,
            -33495.6742315137,
            370673.4248412533,
            -404169.0990727671
        ],
        [
            528.373668,
            409.409511,
            118.964157,
            -33.495674,
            370.673425,
            -404.169099
        ],
        [
            0.277799,
            0.215252,
            0.062547,
            -0.021444,
            0.081473,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149510,
            -79693,
            -225577,
            -462705,
            -59821,
            -610008
        ],
        [
            1.971911,
            2.851056,
            1.368918,
            0.95884,
            3.505077,
            0.392969
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            49.206349,
            46.875,
            51.612903,
            49.206349,
            46.875,
            51.612903
        ],
        [
            2.035521,
            3.231196,
            1.283361,
            0.98977,
            3.97242,
            0.368409
        ],
        [
            220474,
            220474,
            66555,
            192036,
            192036,
            72774
        ],
        [
            -96254,
            -37276,
            -96254,
            -300206,
            -39523,
            -300206
        ],
        [
            117,
            79,
            157,
            117,
            79,
            157
        ],
        [
            180,
            115,
            241,
            180,
            115,
            241
        ],
        [
            56,
            46,
            66,
            56,
            46,
            66
        ],
        [
            7404,
            2529,
            4875,
            7404,
            2529,
            4875
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138859,
            430070,
            -108736,
            -732086,
            -78724,
            -580608
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557316800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759828992985,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 59,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)