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Trade: OMG/USDT/720/EMA/VWAP/7315

Strategy
OMG/USDT/720/EMA/VWAP/7315
Pair
OMG_USDT
Interval
12h
Score
310291
Daily Profit
0.243926
Profit Factor
3.576579
Profitability
34.090909
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-10 11:12
Expiration Time
2024-08-13 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 669714.5104 464068.2814 205646.2291 4780908.6574 2848967.7553 1931940.9021
Total P&L (%) 669.7145 464.0683 205.6462 4780.9087 2848.9678 1931.9409
Avg Daily Profit (%) 0.352 0.2439 0.1081 0.2046 0.178 0.1584
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174831 -52642 -133346 -1224151 -746912 -892953
Profit Factor 2.7968 3.5766 2.0677 2.0217 2.1183 1.9062
Total Trades 88 44 44 88 44 44
Winning Trades 29 15 14 29 15 14
Losing Trades 59 29 30 59 29 30
Profitability (%) 32.9545 34.0909 31.8182 32.9545 34.0909 31.8182
Ratio Avg Win / Avg Loss 5.6901 6.9147 4.4308 4.113 4.0954 4.0847
Largest Winning Trade 166222 166222 67429 1760732 1760732 1283040
Largest Losing Trade -25386 -25386 -19785 -439184 -439184 -382424
Avg Bars in Trades 41 34 48 41 34 48
Avg Bars in Winners 104 80 130 104 80 130
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 3643 1496 2147 3643 1496 2147
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 298123 310291 -51763 198900 207004 154413
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1558483200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760083969245,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "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": [
        [
            669714.5104199545,
            464068.2813647967,
            205646.2290551576,
            4780908.657416687,
            2848967.7553168596,
            1931940.9020998292
        ],
        [
            669.71451,
            464.068281,
            205.646229,
            4780.908657,
            2848.967755,
            1931.940902
        ],
        [
            0.352018,
            0.243926,
            0.108093,
            0.204567,
            0.178032,
            0.158421
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174831,
            -52642,
            -133346,
            -1224151,
            -746912,
            -892953
        ],
        [
            2.796847,
            3.576579,
            2.067702,
            2.021668,
            2.11832,
            1.906176
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            32.954545,
            34.090909,
            31.818182,
            32.954545,
            34.090909,
            31.818182
        ],
        [
            5.690136,
            6.914719,
            4.430791,
            4.113048,
            4.095418,
            4.084663
        ],
        [
            166222,
            166222,
            67429,
            1760732,
            1760732,
            1283040
        ],
        [
            -25386,
            -25386,
            -19785,
            -439184,
            -439184,
            -382424
        ],
        [
            41,
            34,
            48,
            41,
            34,
            48
        ],
        [
            104,
            80,
            130,
            104,
            80,
            130
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            3643,
            1496,
            2147,
            3643,
            1496,
            2147
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            298123,
            310291,
            -51763,
            198900,
            207004,
            154413
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1558483200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760083969245,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "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)