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Trade: OMG/USDT/120/WMA/VWMA/9827

Strategy
OMG/USDT/120/WMA/VWMA/9827
Pair
OMG_USDT
Interval
2h
Score
305063
Daily Profit
0.173945
Profit Factor
1.305253
Profitability
48.258706
Streak
478.893362
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-06 00:26
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 281443.4206 249103.9467 32339.4738 -15832.8241 132286.8606 -148119.6847
Total P&L (%) 281.4434 249.1039 32.3395 -15.8328 132.2869 -148.1197
Avg Daily Profit (%) 0.1739 0.154 0.02 -0.0107 0.0521 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122889 -183904 -157978 -332545 -169954 -273990
Profit Factor 1.3053 1.4964 1.077 0.9859 1.2378 0.7399
Total Trades 201 100 101 201 100 101
Winning Trades 97 42 55 97 42 55
Losing Trades 104 58 46 104 58 46
Profitability (%) 48.2587 42 54.4554 48.2587 42 54.4554
Ratio Avg Win / Avg Loss 1.3994 2.0665 0.9007 1.0571 1.7093 0.6188
Largest Winning Trade 147883 147883 39847 183627 183627 39470
Largest Losing Trade -49105 -39416 -49105 -151208 -61202 -151208
Avg Bars in Trades 95 121 70 95 121 70
Avg Bars in Winners 113 157 79 113 157 79
Avg Bars in Losers 78 94 58 78 94 58
Bars Traded 19176 12106 7070 19176 12106 7070
Profit Streak 478.8934 0 502.8934 478.8934 0 502.8934
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305063 224071 -305344 -578151 -125919 -579525
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580169600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759699586512,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "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": [
        [
            281443.4205571388,
            249103.9467246525,
            32339.4738324861,
            -15832.8241241089,
            132286.8605791805,
            -148119.6847032892
        ],
        [
            281.443421,
            249.103947,
            32.339474,
            -15.832824,
            132.286861,
            -148.119685
        ],
        [
            0.173945,
            0.153958,
            0.019987,
            -0.010652,
            0.052103,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122889,
            -183904,
            -157978,
            -332545,
            -169954,
            -273990
        ],
        [
            1.305253,
            1.496427,
            1.076961,
            0.985936,
            1.237759,
            0.739868
        ],
        [
            201,
            100,
            101,
            201,
            100,
            101
        ],
        [
            97,
            42,
            55,
            97,
            42,
            55
        ],
        [
            104,
            58,
            46,
            104,
            58,
            46
        ],
        [
            48.258706,
            42,
            54.455446,
            48.258706,
            42,
            54.455446
        ],
        [
            1.399446,
            2.066494,
            0.900731,
            1.057086,
            1.709286,
            0.618799
        ],
        [
            147883,
            147883,
            39847,
            183627,
            183627,
            39470
        ],
        [
            -49105,
            -39416,
            -49105,
            -151208,
            -61202,
            -151208
        ],
        [
            95,
            121,
            70,
            95,
            121,
            70
        ],
        [
            113,
            157,
            79,
            113,
            157,
            79
        ],
        [
            78,
            94,
            58,
            78,
            94,
            58
        ],
        [
            19176,
            12106,
            7070,
            19176,
            12106,
            7070
        ],
        [
            478.893362,
            0,
            502.893362,
            478.893362,
            0,
            502.893362
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305063,
            224071,
            -305344,
            -578151,
            -125919,
            -579525
        ]
    ]
}
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": 1580169600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759699586512,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "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)