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Trade: OMG/USDT/480/HWMA/VWAP/7123

Strategy
OMG/USDT/480/HWMA/VWAP/7123
Pair
OMG_USDT
Interval
8h
Score
309129
Daily Profit
0.156400
Profit Factor
1.256339
Profitability
49.250000
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-02 06:47
Expiration Time
2024-08-13 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 373592.568 297523.7036 76068.8644 -22919.7101 3837.1071 -26756.8172
Total P&L (%) 373.5926 297.5237 76.0689 -22.9197 3.8371 -26.7568
Avg Daily Profit (%) 0.1964 0.1564 0.04 -0.0137 0.002 -0.0164
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201236 -114229 -260946 -165428 -89328 -137962
Profit Factor 1.1483 1.2563 1.056 0.9788 1.0077 0.9538
Total Trades 801 400 401 801 400 401
Winning Trades 406 197 209 406 197 209
Losing Trades 395 203 192 395 203 192
Profitability (%) 50.6866 49.25 52.1197 50.6866 49.25 52.1197
Ratio Avg Win / Avg Loss 1.1172 1.2946 0.9701 0.9523 1.0384 0.8762
Largest Winning Trade 120003 120003 37285 35990 35990 29310
Largest Losing Trade -36565 -29449 -36565 -38464 -20012 -38464
Avg Bars in Trades 7 7 7 7 7 7
Avg Bars in Winners 7 7 7 7 7 7
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 5694 2841 2853 5694 2841 2853
Profit Streak 477.1581 0 493.4914 477.1581 0 493.4914
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44201 309129 -296605 -575226 -566521 -577330
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759376859276,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.49213,
            "nc": 0.78016
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            373592.5680109176,
            297523.7036218323,
            76068.8643890846,
            -22919.7100987481,
            3837.1071488571,
            -26756.817247605
        ],
        [
            373.592568,
            297.523704,
            76.068864,
            -22.91971,
            3.837107,
            -26.756817
        ],
        [
            0.196387,
            0.1564,
            0.039987,
            -0.013683,
            0.001979,
            -0.016367
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201236,
            -114229,
            -260946,
            -165428,
            -89328,
            -137962
        ],
        [
            1.148349,
            1.256339,
            1.056029,
            0.978782,
            1.007663,
            0.953822
        ],
        [
            801,
            400,
            401,
            801,
            400,
            401
        ],
        [
            406,
            197,
            209,
            406,
            197,
            209
        ],
        [
            395,
            203,
            192,
            395,
            203,
            192
        ],
        [
            50.686642,
            49.25,
            52.119701,
            50.686642,
            49.25,
            52.119701
        ],
        [
            1.117236,
            1.294604,
            0.970132,
            0.952263,
            1.038353,
            0.876239
        ],
        [
            120003,
            120003,
            37285,
            35990,
            35990,
            29310
        ],
        [
            -36565,
            -29449,
            -36565,
            -38464,
            -20012,
            -38464
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            5694,
            2841,
            2853,
            5694,
            2841,
            2853
        ],
        [
            477.158093,
            0,
            493.491427,
            477.158093,
            0,
            493.491427
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44201,
            309129,
            -296605,
            -575226,
            -566521,
            -577330
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759376859276,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.49213,
            "nc": 0.78016
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)