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Trade: OMG/USDT/120/VWMA/PSAR/3413

Strategy
OMG/USDT/120/VWMA/PSAR/3413
Pair
OMG_USDT
Interval
2h
Score
408123
Daily Profit
0.229856
Profit Factor
1.223915
Profitability
48.055988
Streak
479.427604
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 07:15
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 371906.4595 322506.4207 49400.0388 71975.0679 228288.764 -156313.6961
Total P&L (%) 371.9065 322.5064 49.4 71.9751 228.2888 -156.3137
Avg Daily Profit (%) 0.2299 0.1993 0.0305 0.0335 0.0735 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148004 -149328 -182298 -354767 -202880 -387373
Profit Factor 1.2239 1.4003 1.0578 1.0262 1.1766 0.8923
Total Trades 643 322 321 643 322 321
Winning Trades 309 148 161 309 148 161
Losing Trades 334 174 160 334 174 160
Profitability (%) 48.056 45.9627 50.1558 48.056 45.9627 50.1558
Ratio Avg Win / Avg Loss 1.3229 1.6463 1.0512 1.1093 1.3833 0.8867
Largest Winning Trade 193413 193413 32035 212626 212626 81354
Largest Losing Trade -31264 -31264 -25239 -73257 -73257 -72175
Avg Bars in Trades 29 25 34 29 25 34
Avg Bars in Winners 39 32 45 39 32 45
Avg Bars in Losers 20 19 22 20 19 22
Bars Traded 19165 8250 10915 19165 8250 10915
Profit Streak 479.4276 479.4276 493.1776 479.4276 479.4276 493.1776
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408123 354365 -307972 -335947 -120689 -578280

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579881600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758860144961,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            371906.4595099587,
            322506.4206739169,
            49400.0388360416,
            71975.0678801764,
            228288.7639514602,
            -156313.6960712837
        ],
        [
            371.90646,
            322.506421,
            49.400039,
            71.975068,
            228.288764,
            -156.313696
        ],
        [
            0.229856,
            0.199324,
            0.030532,
            0.033515,
            0.073496,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148004,
            -149328,
            -182298,
            -354767,
            -202880,
            -387373
        ],
        [
            1.223915,
            1.400265,
            1.057765,
            1.026234,
            1.176572,
            0.892252
        ],
        [
            643,
            322,
            321,
            643,
            322,
            321
        ],
        [
            309,
            148,
            161,
            309,
            148,
            161
        ],
        [
            334,
            174,
            160,
            334,
            174,
            160
        ],
        [
            48.055988,
            45.962733,
            50.155763,
            48.055988,
            45.962733,
            50.155763
        ],
        [
            1.322937,
            1.646257,
            1.051195,
            1.109262,
            1.383267,
            0.88671
        ],
        [
            193413,
            193413,
            32035,
            212626,
            212626,
            81354
        ],
        [
            -31264,
            -31264,
            -25239,
            -73257,
            -73257,
            -72175
        ],
        [
            29,
            25,
            34,
            29,
            25,
            34
        ],
        [
            39,
            32,
            45,
            39,
            32,
            45
        ],
        [
            20,
            19,
            22,
            20,
            19,
            22
        ],
        [
            19165,
            8250,
            10915,
            19165,
            8250,
            10915
        ],
        [
            479.427604,
            479.427604,
            493.177604,
            479.427604,
            479.427604,
            493.177604
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408123,
            354365,
            -307972,
            -335947,
            -120689,
            -578280
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579881600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758860144961,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)