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Trade: OMG/USDT/360/VWMA/SUPERTREND/5163

Strategy
OMG/USDT/360/VWMA/SUPERTREND/5163
Pair
OMG_USDT
Interval
6h
Score
464683
Daily Profit
0.196877
Profit Factor
2.769554
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-09-28 09:31
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 585116.4059 374459.3708 210657.0351 2568607.6953 961479.7885 1607127.9068
Total P&L (%) 585.1164 374.4594 210.657 2568.6077 961.4798 1607.1279
Avg Daily Profit (%) 0.3076 0.1969 0.1108 0.1728 0.1243 0.1493
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74832 -62186 -97745 -1624458 -1326565 -985351
Profit Factor 2.4448 2.7696 2.0894 1.4485 1.301 1.6345
Total Trades 80 40 40 80 40 40
Winning Trades 37 20 17 37 20 17
Losing Trades 43 20 23 43 20 23
Profitability (%) 46.25 50 42.5 46.25 50 42.5
Ratio Avg Win / Avg Loss 2.8413 2.7696 2.8269 1.6834 1.301 2.2114
Largest Winning Trade 141311 141311 57237 928321 928321 800575
Largest Losing Trade -40225 -26240 -40225 -985351 -725588 -985351
Avg Bars in Trades 90 69 112 90 69 112
Avg Bars in Winners 148 98 207 148 98 207
Avg Bars in Losers 40 40 41 40 40 41
Bars Traded 7265 2782 4483 7265 2782 4483
Profit Streak 0 0 547.7719 0 0 547.7719
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -11619 464683 -43463 -15327 -26571 268386
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1559239200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759041091920,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 223,
            "offset": 0,
            "multiplier": 2.86876
        }
    }
}
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": [
        [
            585116.4059397334,
            374459.3707985597,
            210657.0351411734,
            2568607.6952613154,
            961479.7884997262,
            1607127.9067615885
        ],
        [
            585.116406,
            374.459371,
            210.657035,
            2568.607695,
            961.479788,
            1607.127907
        ],
        [
            0.307632,
            0.196877,
            0.110756,
            0.172817,
            0.124275,
            0.149291
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74832,
            -62186,
            -97745,
            -1624458,
            -1326565,
            -985351
        ],
        [
            2.444815,
            2.769554,
            2.08943,
            1.448513,
            1.301025,
            1.634494
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            46.25,
            50,
            42.5,
            46.25,
            50,
            42.5
        ],
        [
            2.841271,
            2.769554,
            2.826875,
            1.683407,
            1.301025,
            2.211374
        ],
        [
            141311,
            141311,
            57237,
            928321,
            928321,
            800575
        ],
        [
            -40225,
            -26240,
            -40225,
            -985351,
            -725588,
            -985351
        ],
        [
            90,
            69,
            112,
            90,
            69,
            112
        ],
        [
            148,
            98,
            207,
            148,
            98,
            207
        ],
        [
            40,
            40,
            41,
            40,
            40,
            41
        ],
        [
            7265,
            2782,
            4483,
            7265,
            2782,
            4483
        ],
        [
            0,
            0,
            547.771897,
            0,
            0,
            547.771897
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -11619,
            464683,
            -43463,
            -15327,
            -26571,
            268386
        ]
    ]
}
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": 1559239200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759041091920,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 223,
            "offset": 0,
            "multiplier": 2.86876
        }
    }
}

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)