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Trade: OMG/USDT/240/VWMA/HMA/6096

Strategy
OMG/USDT/240/VWMA/HMA/6096
Pair
OMG_USDT
Interval
4h
Score
345349
Daily Profit
0.200200
Profit Factor
2.105604
Profitability
44.736842
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-01 14:35
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 510947.4641 380645.5033 130301.9608 223676.8345 1179310.8316 -955633.9971
Total P&L (%) 510.9475 380.6455 130.302 223.6768 1179.3108 -955.634
Avg Daily Profit (%) 0.2687 0.2002 0.0685 0.0618 0.1341 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149367 -120070 -124692 -1604582 -477736 -1480612
Profit Factor 1.7867 2.1056 1.4269 1.0591 1.7142 0.5516
Total Trades 75 38 37 75 38 37
Winning Trades 38 17 21 38 17 21
Losing Trades 37 21 16 37 21 16
Profitability (%) 50.6667 44.7368 56.7568 50.6667 44.7368 56.7568
Ratio Avg Win / Avg Loss 1.7397 2.601 1.0872 1.0313 2.1176 0.4203
Largest Winning Trade 198565 198565 57298 779554 779554 162115
Largest Losing Trade -68360 -38146 -68360 -672319 -340324 -672319
Avg Bars in Trades 147 114 181 147 114 181
Avg Bars in Winners 214 163 256 214 163 256
Avg Bars in Losers 79 75 83 79 75 83
Bars Traded 11089 4365 6724 11089 4365 6724
Profit Streak 0 0 664.3165 0 0 664.3165
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -49177 345349 -98731 -327082 -12309 -578939
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": 1557043200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759318545532,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 140,
            "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": [
        [
            510947.4641163113,
            380645.5033368497,
            130301.9607794615,
            223676.8344985773,
            1179310.8315646893,
            -955633.9970661118
        ],
        [
            510.947464,
            380.645503,
            130.301961,
            223.676834,
            1179.310832,
            -955.633997
        ],
        [
            0.268732,
            0.2002,
            0.068532,
            0.061796,
            0.134149,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149367,
            -120070,
            -124692,
            -1604582,
            -477736,
            -1480612
        ],
        [
            1.786688,
            2.105604,
            1.426933,
            1.059134,
            1.714222,
            0.551627
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            50.666667,
            44.736842,
            56.756757,
            50.666667,
            44.736842,
            56.756757
        ],
        [
            1.73967,
            2.60104,
            1.087187,
            1.031262,
            2.117569,
            0.420287
        ],
        [
            198565,
            198565,
            57298,
            779554,
            779554,
            162115
        ],
        [
            -68360,
            -38146,
            -68360,
            -672319,
            -340324,
            -672319
        ],
        [
            147,
            114,
            181,
            147,
            114,
            181
        ],
        [
            214,
            163,
            256,
            214,
            163,
            256
        ],
        [
            79,
            75,
            83,
            79,
            75,
            83
        ],
        [
            11089,
            4365,
            6724,
            11089,
            4365,
            6724
        ],
        [
            0,
            0,
            664.316499,
            0,
            0,
            664.316499
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49177,
            345349,
            -98731,
            -327082,
            -12309,
            -578939
        ]
    ]
}
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": 1557043200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759318545532,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 140,
            "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)