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Trade: OMG/USDT/480/SSF/VWAP/6795

Strategy
OMG/USDT/480/SSF/VWAP/6795
Pair
OMG_USDT
Interval
8h
Score
308191
Daily Profit
0.395915
Profit Factor
2.457374
Profitability
34.259259
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-07 14:44
Expiration Time
2024-08-13 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 753160.5816 520621.7765 232538.8051 4947548.2291 2187496.5992 2760051.6299
Total P&L (%) 753.1606 520.6218 232.5388 4947.5482 2187.4966 2760.0516
Avg Daily Profit (%) 0.3959 0.2737 0.1222 0.2064 0.1647 0.1764
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88412 -94749 -104429 -1340044 -1873829 -1423037
Profit Factor 2.4574 2.9509 1.9304 1.5503 1.423 1.7227
Total Trades 108 54 54 108 54 54
Winning Trades 37 15 22 37 15 22
Losing Trades 71 39 32 71 39 32
Profitability (%) 34.2593 27.7778 40.7407 34.2593 27.7778 40.7407
Ratio Avg Win / Avg Loss 4.7155 7.6722 2.8079 2.975 3.6999 2.5057
Largest Winning Trade 226757 226757 51591 1853541 1499950 1853541
Largest Losing Trade -28330 -20978 -28330 -1340044 -1340044 -695768
Avg Bars in Trades 51 46 57 51 46 57
Avg Bars in Winners 117 119 116 117 119 116
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 5607 2486 3121 5607 2486 3121
Profit Streak 0 0 561.4892 0 0 561.4892
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308191 -183602 -209227 179374 -188222 -171971
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759837462909,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 177,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            753160.5815642343,
            520621.7765053891,
            232538.8050588458,
            4947548.229144026,
            2187496.5992461415,
            2760051.6298978836
        ],
        [
            753.160582,
            520.621777,
            232.538805,
            4947.548229,
            2187.496599,
            2760.05163
        ],
        [
            0.395915,
            0.273676,
            0.122239,
            0.206354,
            0.164673,
            0.176435
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88412,
            -94749,
            -104429,
            -1340044,
            -1873829,
            -1423037
        ],
        [
            2.457374,
            2.95085,
            1.93044,
            1.550336,
            1.423042,
            1.722682
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            71,
            39,
            32,
            71,
            39,
            32
        ],
        [
            34.259259,
            27.777778,
            40.740741,
            34.259259,
            27.777778,
            40.740741
        ],
        [
            4.715502,
            7.67221,
            2.807912,
            2.974968,
            3.699908,
            2.505719
        ],
        [
            226757,
            226757,
            51591,
            1853541,
            1499950,
            1853541
        ],
        [
            -28330,
            -20978,
            -28330,
            -1340044,
            -1340044,
            -695768
        ],
        [
            51,
            46,
            57,
            51,
            46,
            57
        ],
        [
            117,
            119,
            116,
            117,
            119,
            116
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            5607,
            2486,
            3121,
            5607,
            2486,
            3121
        ],
        [
            0,
            0,
            561.489154,
            0,
            0,
            561.489154
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308191,
            -183602,
            -209227,
            179374,
            -188222,
            -171971
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5707,
    "evaluation_days": 1902.33,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759837462909,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 177,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)