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Trade: OMG/USDT/240/VWMA/JMA/4601

Strategy
OMG/USDT/240/VWMA/JMA/4601
Pair
OMG_USDT
Interval
4h
Score
334740
Daily Profit
0.265731
Profit Factor
1.817074
Profitability
42.268041
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-07 18:29
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 505241.6217 361251.3242 143990.2975 837490.9895 855899.5534 -18408.5639
Total P&L (%) 505.2416 361.2513 143.9903 837.491 855.8996 -18.4086
Avg Daily Profit (%) 0.2657 0.19 0.0757 0.1178 0.1188 -0.0107
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98861 -116371 -127543 -1371337 -1674990 -1328322
Profit Factor 1.8171 2.1928 1.4564 1.1204 1.2402 0.9946
Total Trades 97 49 48 97 49 48
Winning Trades 41 20 21 41 20 21
Losing Trades 56 29 27 56 29 27
Profitability (%) 42.268 40.8163 43.75 42.268 40.8163 43.75
Ratio Avg Win / Avg Loss 2.4819 3.1795 1.8725 1.5303 1.7983 1.2787
Largest Winning Trade 146592 146592 60590 926659 926659 635861
Largest Losing Trade -34924 -28112 -34924 -404912 -366620 -404912
Avg Bars in Trades 114 88 141 114 88 141
Avg Bars in Winners 192 140 242 192 140 242
Avg Bars in Losers 57 52 62 57 52 62
Bars Traded 11093 4324 6769 11093 4324 6769
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 334740 296376 -92022 -125092 -36632 -581453
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": 1556640000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759850947048,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 60,
            "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": [
        [
            505241.6217152891,
            361251.3242144914,
            143990.297500798,
            837490.9894941226,
            855899.5533989505,
            -18408.5639048273
        ],
        [
            505.241622,
            361.251324,
            143.990298,
            837.490989,
            855.899553,
            -18.408564
        ],
        [
            0.265731,
            0.189999,
            0.075731,
            0.117778,
            0.118802,
            -0.0107
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98861,
            -116371,
            -127543,
            -1371337,
            -1674990,
            -1328322
        ],
        [
            1.817074,
            2.192767,
            1.456407,
            1.120386,
            1.240206,
            0.994575
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            42.268041,
            40.816327,
            43.75,
            42.268041,
            40.816327,
            43.75
        ],
        [
            2.481857,
            3.179512,
            1.872523,
            1.530283,
            1.798298,
            1.27874
        ],
        [
            146592,
            146592,
            60590,
            926659,
            926659,
            635861
        ],
        [
            -34924,
            -28112,
            -34924,
            -404912,
            -366620,
            -404912
        ],
        [
            114,
            88,
            141,
            114,
            88,
            141
        ],
        [
            192,
            140,
            242,
            192,
            140,
            242
        ],
        [
            57,
            52,
            62,
            57,
            52,
            62
        ],
        [
            11093,
            4324,
            6769,
            11093,
            4324,
            6769
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334740,
            296376,
            -92022,
            -125092,
            -36632,
            -581453
        ]
    ]
}
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": 1556640000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759850947048,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 60,
            "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)