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Trade: OMG/USDT/360/VWMA/MIDPOINT/6392

Strategy
OMG/USDT/360/VWMA/MIDPOINT/6392
Pair
OMG_USDT
Interval
6h
Score
349561
Daily Profit
0.161224
Profit Factor
2.345312
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-09-26 16:15
Expiration Time
2024-08-13 04:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 613384.2213 393633.863 219750.3583 2727547.4961 686226.7769 2041320.7191
Total P&L (%) 613.3842 393.6339 219.7504 2727.5475 686.2268 2041.3207
Avg Daily Profit (%) 0.3225 0.207 0.1155 0.1759 0.1085 0.1612
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88422 -53849 -65295 -1222315 -1273698 -560759
Profit Factor 2.5857 2.639 2.4985 1.6207 1.2385 2.3453
Total Trades 64 32 32 64 32 32
Winning Trades 27 13 14 27 13 14
Losing Trades 37 19 18 37 19 18
Profitability (%) 42.1875 40.625 43.75 42.1875 40.625 43.75
Ratio Avg Win / Avg Loss 3.5434 3.857 3.2124 2.221 1.8102 3.0154
Largest Winning Trade 136027 136027 57991 1115221 1052816 1115221
Largest Losing Trade -53834 -53834 -34588 -849392 -849392 -392625
Avg Bars in Trades 115 91 139 115 91 139
Avg Bars in Winners 201 160 239 201 160 239
Avg Bars in Losers 52 44 61 52 44 61
Bars Traded 7387 2919 4468 7387 2919 4468
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 -132800 325285 -36458 -135916 -50615 349561

Evaluation Data

{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557770400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758892515841,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 59,
            "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": [
        [
            613384.2213294661,
            393633.863001427,
            219750.3583280392,
            2727547.496058268,
            686226.7769138208,
            2041320.7191444472
        ],
        [
            613.384221,
            393.633863,
            219.750358,
            2727.547496,
            686.226777,
            2041.320719
        ],
        [
            0.322494,
            0.206958,
            0.115536,
            0.175864,
            0.108475,
            0.161224
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88422,
            -53849,
            -65295,
            -1222315,
            -1273698,
            -560759
        ],
        [
            2.585732,
            2.63898,
            2.498525,
            1.620725,
            1.238541,
            2.345312
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            42.1875,
            40.625,
            43.75,
            42.1875,
            40.625,
            43.75
        ],
        [
            3.543411,
            3.856971,
            3.21239,
            2.220994,
            1.810175,
            3.015401
        ],
        [
            136027,
            136027,
            57991,
            1115221,
            1052816,
            1115221
        ],
        [
            -53834,
            -53834,
            -34588,
            -849392,
            -849392,
            -392625
        ],
        [
            115,
            91,
            139,
            115,
            91,
            139
        ],
        [
            201,
            160,
            239,
            201,
            160,
            239
        ],
        [
            52,
            44,
            61,
            52,
            44,
            61
        ],
        [
            7387,
            2919,
            4468,
            7387,
            2919,
            4468
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132800,
            325285,
            -36458,
            -135916,
            -50615,
            349561
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557770400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758892515841,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 59,
            "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)