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Trade: OMG/USDT/480/VWMA/BBU/4589

Strategy
OMG/USDT/480/VWMA/BBU/4589
Pair
OMG_USDT
Interval
8h
Score
551942
Daily Profit
0.150406
Profit Factor
2.567409
Profitability
61.904762
Streak
597.934018
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-02 17:24
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 551699.0396 371287.053 180411.9866 762028.4268 -882498.3123 1644526.7391
Total P&L (%) 551.699 371.2871 180.412 762.0284 -882.4983 1644.5267
Avg Daily Profit (%) 0.29 0.1952 0.0948 0.1133 0 0.1504
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112223 -157407 -35189 -2104794 -2706110 -400243
Profit Factor 2.025 1.9662 2.1715 1.1495 0.782 2.5674
Total Trades 85 43 42 85 43 42
Winning Trades 45 19 26 45 19 26
Losing Trades 40 24 16 40 24 16
Profitability (%) 52.9412 44.186 61.9048 52.9412 44.186 61.9048
Ratio Avg Win / Avg Loss 1.8 2.4837 1.3363 1.0218 0.9878 1.5799
Largest Winning Trade 171825 171825 33134 1021033 1021033 483581
Largest Losing Trade -40262 -40262 -35189 -838297 -838297 -400243
Avg Bars in Trades 65 107 23 65 107 23
Avg Bars in Winners 75 146 24 75 146 24
Avg Bars in Losers 54 76 21 54 76 21
Bars Traded 5581 4605 976 5581 4605 976
Profit Streak 0 0 597.934 0 0 597.934
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 477499 327773 -60514 -96811 -582988 551942
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": 1557388800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759415099152,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 246,
            "offset": 0,
            "std": 3.35221
        }
    }
}
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": [
        [
            551699.0395923584,
            371287.0530238756,
            180411.9865684831,
            762028.4268082881,
            -882498.3122909325,
            1644526.7390992206
        ],
        [
            551.69904,
            371.287053,
            180.411987,
            762.028427,
            -882.498312,
            1644.526739
        ],
        [
            0.290012,
            0.195175,
            0.094837,
            0.1133,
            0,
            0.150406
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112223,
            -157407,
            -35189,
            -2104794,
            -2706110,
            -400243
        ],
        [
            2.024966,
            1.966236,
            2.171509,
            1.149482,
            0.782024,
            2.567409
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            40,
            24,
            16,
            40,
            24,
            16
        ],
        [
            52.941176,
            44.186047,
            61.904762,
            52.941176,
            44.186047,
            61.904762
        ],
        [
            1.799969,
            2.483666,
            1.336313,
            1.021762,
            0.98782,
            1.579944
        ],
        [
            171825,
            171825,
            33134,
            1021033,
            1021033,
            483581
        ],
        [
            -40262,
            -40262,
            -35189,
            -838297,
            -838297,
            -400243
        ],
        [
            65,
            107,
            23,
            65,
            107,
            23
        ],
        [
            75,
            146,
            24,
            75,
            146,
            24
        ],
        [
            54,
            76,
            21,
            54,
            76,
            21
        ],
        [
            5581,
            4605,
            976,
            5581,
            4605,
            976
        ],
        [
            0,
            0,
            597.934018,
            0,
            0,
            597.934018
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            477499,
            327773,
            -60514,
            -96811,
            -582988,
            551942
        ]
    ]
}
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": 1557388800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759415099152,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 246,
            "offset": 0,
            "std": 3.35221
        }
    }
}

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)