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Trade: OMG/USDT/240/VWMA/SUPERTREND/4064

Strategy
OMG/USDT/240/VWMA/SUPERTREND/4064
Pair
OMG_USDT
Interval
4h
Score
455252
Daily Profit
0.363605
Profit Factor
1.504820
Profitability
50.140845
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-09-26 22:03
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 691333.1672 443154.7176 248178.4497 4244179.8651 866843.2425 3377336.6226
Total P&L (%) 691.3332 443.1547 248.1785 4244.1799 866.8432 3377.3366
Avg Daily Profit (%) 0.3636 0.2331 0.1305 0.1986 0.1194 0.1868
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90002 -69557 -123067 -5901083 -5342634 -1622494
Profit Factor 1.5048 1.6816 1.345 1.1704 1.0636 1.2994
Total Trades 355 178 177 355 178 177
Winning Trades 178 91 87 178 91 87
Losing Trades 177 87 90 177 87 90
Profitability (%) 50.1408 51.1236 49.1525 50.1408 51.1236 49.1525
Ratio Avg Win / Avg Loss 1.4964 1.6077 1.3914 1.1638 1.0168 1.3442
Largest Winning Trade 135086 135086 35731 3358736 3358736 1120031
Largest Losing Trade -36946 -28171 -36946 -2105069 -2105069 -1160995
Avg Bars in Trades 31 30 32 31 30 32
Avg Bars in Winners 38 37 40 38 37 40
Avg Bars in Losers 24 23 25 24 23 25
Bars Traded 11217 5456 5761 11217 5456 5761
Profit Streak 0 0 487.1275 0 0 487.1275
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 455252 418025 -17782 -23208 -183239 310747

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": 1555459200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758913417928,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 37,
            "offset": 0,
            "multiplier": 3.00186
        }
    }
}
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": [
        [
            691333.1672280808,
            443154.7175750223,
            248178.4496530589,
            4244179.865134742,
            866843.242531369,
            3377336.622603372
        ],
        [
            691.333167,
            443.154718,
            248.17845,
            4244.179865,
            866.843243,
            3377.336623
        ],
        [
            0.363605,
            0.233076,
            0.130529,
            0.198554,
            0.119402,
            0.186825
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90002,
            -69557,
            -123067,
            -5901083,
            -5342634,
            -1622494
        ],
        [
            1.50482,
            1.681576,
            1.34504,
            1.170381,
            1.063593,
            1.299439
        ],
        [
            355,
            178,
            177,
            355,
            178,
            177
        ],
        [
            178,
            91,
            87,
            178,
            91,
            87
        ],
        [
            177,
            87,
            90,
            177,
            87,
            90
        ],
        [
            50.140845,
            51.123596,
            49.152542,
            50.140845,
            51.123596,
            49.152542
        ],
        [
            1.496366,
            1.60766,
            1.391421,
            1.163806,
            1.016842,
            1.344248
        ],
        [
            135086,
            135086,
            35731,
            3358736,
            3358736,
            1120031
        ],
        [
            -36946,
            -28171,
            -36946,
            -2105069,
            -2105069,
            -1160995
        ],
        [
            31,
            30,
            32,
            31,
            30,
            32
        ],
        [
            38,
            37,
            40,
            38,
            37,
            40
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            11217,
            5456,
            5761,
            11217,
            5456,
            5761
        ],
        [
            0,
            0,
            487.127522,
            0,
            0,
            487.127522
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            455252,
            418025,
            -17782,
            -23208,
            -183239,
            310747
        ]
    ]
}
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": 1555459200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758913417928,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 37,
            "offset": 0,
            "multiplier": 3.00186
        }
    }
}

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)