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Trade: OMG/USDT/240/SWMA/VWMA/5177

Strategy
OMG/USDT/240/SWMA/VWMA/5177
Pair
OMG_USDT
Interval
4h
Score
341408
Daily Profit
0.170269
Profit Factor
1.338989
Profitability
54.285714
Streak
529.588490
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-01 17:07
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 323737.5433 322568.8319 1168.7114 -109192.3735 172746.6971 -281939.0706
Total P&L (%) 323.7375 322.5688 1.1687 -109.1924 172.7467 -281.9391
Avg Daily Profit (%) 0.1703 0.1697 0.0006 0 0.0528 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -188595 -130899 -158282 -381263 -85220 -394123
Profit Factor 1.339 1.7119 1.0023 0.8707 1.7593 0.5431
Total Trades 105 52 53 105 52 53
Winning Trades 57 29 28 53 28 25
Losing Trades 48 23 25 52 24 28
Profitability (%) 54.2857 55.7692 52.8302 50.4762 53.8462 47.1698
Ratio Avg Win / Avg Loss 1.1276 1.3577 0.8949 0.8543 1.508 0.6083
Largest Winning Trade 225446 225446 50053 103832 69888 103832
Largest Losing Trade -112274 -61418 -112274 -381263 -84677 -381263
Avg Bars in Trades 105 145 67 105 145 67
Avg Bars in Winners 97 119 74 103 137 64
Avg Bars in Losers 115 177 59 108 153 69
Bars Traded 11098 7543 3555 11098 7543 3555
Profit Streak 529.5885 535.9218 529.5885 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341408 -169228 -756500 -580436 -298645 -761933
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": 1556712000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759327645581,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 171,
            "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": [
        [
            323737.5433057251,
            322568.8319199859,
            1168.7113857393,
            -109192.3734961759,
            172746.697127099,
            -281939.0706232749
        ],
        [
            323.737543,
            322.568832,
            1.168711,
            -109.192373,
            172.746697,
            -281.939071
        ],
        [
            0.170269,
            0.169654,
            0.000615,
            0,
            0.052786,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -188595,
            -130899,
            -158282,
            -381263,
            -85220,
            -394123
        ],
        [
            1.338989,
            1.711895,
            1.002329,
            0.870709,
            1.759307,
            0.543081
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            57,
            29,
            28,
            53,
            28,
            25
        ],
        [
            48,
            23,
            25,
            52,
            24,
            28
        ],
        [
            54.285714,
            55.769231,
            52.830189,
            50.47619,
            53.846154,
            47.169811
        ],
        [
            1.12757,
            1.35771,
            0.894936,
            0.854281,
            1.507978,
            0.60825
        ],
        [
            225446,
            225446,
            50053,
            103832,
            69888,
            103832
        ],
        [
            -112274,
            -61418,
            -112274,
            -381263,
            -84677,
            -381263
        ],
        [
            105,
            145,
            67,
            105,
            145,
            67
        ],
        [
            97,
            119,
            74,
            103,
            137,
            64
        ],
        [
            115,
            177,
            59,
            108,
            153,
            69
        ],
        [
            11098,
            7543,
            3555,
            11098,
            7543,
            3555
        ],
        [
            529.58849,
            535.921824,
            529.58849,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341408,
            -169228,
            -756500,
            -580436,
            -298645,
            -761933
        ]
    ]
}
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": 1556712000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759327645581,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 171,
            "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)