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Trade: OMG/USDT/120/VWMA/RMA/1512

Strategy
OMG/USDT/120/VWMA/RMA/1512
Pair
OMG_USDT
Interval
2h
Score
325280
Daily Profit
0.410251
Profit Factor
1.924320
Profitability
37.588652
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 16:55
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 663785.503 504140.2028 159645.3001 2373577.7569 910904.1324 1462673.6246
Total P&L (%) 663.7855 504.1402 159.6453 2373.5778 910.9041 1462.6736
Avg Daily Profit (%) 0.4103 0.3116 0.0987 0.1985 0.1431 0.17
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114490 -145689 -141987 -704786 -1094869 -332437
Profit Factor 1.9243 2.4004 1.4458 1.4699 1.2988 1.7305
Total Trades 141 71 70 141 71 70
Winning Trades 53 22 31 53 22 31
Losing Trades 88 49 39 88 49 39
Profitability (%) 37.5887 30.9859 44.2857 37.5887 30.9859 44.2857
Ratio Avg Win / Avg Loss 3.1951 5.3464 1.8189 2.4406 2.8928 2.1771
Largest Winning Trade 214586 214586 66495 1139430 1139430 675745
Largest Losing Trade -35567 -16652 -35567 -464132 -464132 -267394
Avg Bars in Trades 135 108 161 135 108 161
Avg Bars in Winners 249 223 268 249 223 268
Avg Bars in Losers 66 57 77 66 57 77
Bars Traded 19066 7735 11330 19066 7735 11330
Profit Streak 0 0 497.5801 0 0 497.5801
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325280 -80788 -155259 208974 -94777 -85034
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580083200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758981321018,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 20,
            "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": [
        [
            663785.5029608329,
            504140.2028250786,
            159645.3001357544,
            2373577.7569382284,
            910904.1323736715,
            1462673.6245645562
        ],
        [
            663.785503,
            504.140203,
            159.6453,
            2373.577757,
            910.904132,
            1462.673625
        ],
        [
            0.410251,
            0.311582,
            0.098668,
            0.198482,
            0.143083,
            0.170044
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114490,
            -145689,
            -141987,
            -704786,
            -1094869,
            -332437
        ],
        [
            1.92432,
            2.400442,
            1.445753,
            1.469934,
            1.298802,
            1.730479
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            53,
            22,
            31,
            53,
            22,
            31
        ],
        [
            88,
            49,
            39,
            88,
            49,
            39
        ],
        [
            37.588652,
            30.985915,
            44.285714,
            37.588652,
            30.985915,
            44.285714
        ],
        [
            3.195098,
            5.34644,
            1.818851,
            2.440645,
            2.892785,
            2.177054
        ],
        [
            214586,
            214586,
            66495,
            1139430,
            1139430,
            675745
        ],
        [
            -35567,
            -16652,
            -35567,
            -464132,
            -464132,
            -267394
        ],
        [
            135,
            108,
            161,
            135,
            108,
            161
        ],
        [
            249,
            223,
            268,
            249,
            223,
            268
        ],
        [
            66,
            57,
            77,
            66,
            57,
            77
        ],
        [
            19066,
            7735,
            11330,
            19066,
            7735,
            11330
        ],
        [
            0,
            0,
            497.580104,
            0,
            0,
            497.580104
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325280,
            -80788,
            -155259,
            208974,
            -94777,
            -85034
        ]
    ]
}
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": 1580083200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758981321018,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 20,
            "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)