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Trade: OMG/USDT/240/SMA/VWMA/2855

Strategy
OMG/USDT/240/SMA/VWMA/2855
Pair
OMG_USDT
Interval
4h
Score
352826
Daily Profit
0.369651
Profit Factor
2.088227
Profitability
39.823009
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-09-26 19:08
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 702828.8889 529216.559 173612.3299 1436398.7751 596010.4491 840388.326
Total P&L (%) 702.8289 529.2166 173.6123 1436.3988 596.0104 840.3883
Avg Daily Profit (%) 0.3697 0.2783 0.0913 0.1438 0.1021 0.1179
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99423 -148344 -48343 -2936939 -3488452 -826910
Profit Factor 2.0882 2.3483 1.6853 1.1472 1.0972 1.2315
Total Trades 113 57 56 113 57 56
Winning Trades 45 21 24 45 21 24
Losing Trades 68 36 32 68 36 32
Profitability (%) 39.823 36.8421 42.8571 39.823 36.8421 42.8571
Ratio Avg Win / Avg Loss 3.1555 4.0256 2.2471 1.7335 1.881 1.6419
Largest Winning Trade 254475 254475 53133 2856745 2856745 850587
Largest Losing Trade -29901 -29901 -23693 -687260 -687260 -555265
Avg Bars in Trades 98 91 104 98 91 104
Avg Bars in Winners 172 172 172 172 172 172
Avg Bars in Losers 48 44 53 48 44 53
Bars Traded 11090 5230 5860 11090 5230 5860
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 352826 -172270 -250698 -61869 -354182 -217192

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1556006400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758902901188,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "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": [
        [
            702828.8888578401,
            529216.5589797028,
            173612.329878137,
            1436398.775070384,
            596010.4491090744,
            840388.3259613096
        ],
        [
            702.828889,
            529.216559,
            173.61233,
            1436.398775,
            596.010449,
            840.388326
        ],
        [
            0.369651,
            0.27834,
            0.091311,
            0.143794,
            0.102096,
            0.117941
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99423,
            -148344,
            -48343,
            -2936939,
            -3488452,
            -826910
        ],
        [
            2.088227,
            2.348264,
            1.685319,
            1.147153,
            1.097223,
            1.231456
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            68,
            36,
            32,
            68,
            36,
            32
        ],
        [
            39.823009,
            36.842105,
            42.857143,
            39.823009,
            36.842105,
            42.857143
        ],
        [
            3.155542,
            4.025595,
            2.247091,
            1.733476,
            1.880953,
            1.641941
        ],
        [
            254475,
            254475,
            53133,
            2856745,
            2856745,
            850587
        ],
        [
            -29901,
            -29901,
            -23693,
            -687260,
            -687260,
            -555265
        ],
        [
            98,
            91,
            104,
            98,
            91,
            104
        ],
        [
            172,
            172,
            172,
            172,
            172,
            172
        ],
        [
            48,
            44,
            53,
            48,
            44,
            53
        ],
        [
            11090,
            5230,
            5860,
            11090,
            5230,
            5860
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352826,
            -172270,
            -250698,
            -61869,
            -354182,
            -217192
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1556006400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758902901188,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "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)