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Trade: OMG/USDT/480/VWMA/KCU/1477

Strategy
OMG/USDT/480/VWMA/KCU/1477
Pair
OMG_USDT
Interval
8h
Score
307750
Daily Profit
0.170878
Profit Factor
2.406159
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-06 23:31
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 453546.5353 325065.9067 128480.6286 347728.0736 284084.2619 63643.8117
Total P&L (%) 453.5465 325.0659 128.4806 347.7281 284.0843 63.6438
Avg Daily Profit (%) 0.2384 0.1709 0.0675 0.0788 0.0708 0.0259
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105908 -119616 -165314 -246965 -182884 -313233
Profit Factor 1.9879 2.4062 1.5637 1.4545 1.7552 1.1636
Total Trades 59 29 30 59 29 30
Winning Trades 30 12 18 30 12 18
Losing Trades 29 17 12 29 17 12
Profitability (%) 50.8475 41.3793 60 50.8475 41.3793 60
Ratio Avg Win / Avg Loss 1.9217 3.4087 1.0425 1.406 2.4866 0.7758
Largest Winning Trade 149579 149579 45335 165315 165315 107602
Largest Losing Trade -68200 -33943 -68200 -203332 -83780 -203332
Avg Bars in Trades 89 107 73 89 107 73
Avg Bars in Winners 106 133 88 106 133 88
Avg Bars in Losers 72 88 50 72 88 50
Bars Traded 5308 3107 2201 5308 3107 2201
Profit Streak 543.8552 0 750.8552 543.8552 0 750.8552
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167079 307750 -98463 -265477 -98534 -198290
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": 1558224000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759782690238,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 108,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            453546.5352996449,
            325065.9066819311,
            128480.6286177137,
            347728.07356454,
            284084.2618891128,
            63643.8116754273
        ],
        [
            453.546535,
            325.065907,
            128.480629,
            347.728074,
            284.084262,
            63.643812
        ],
        [
            0.238416,
            0.170878,
            0.067539,
            0.07883,
            0.070764,
            0.025894
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105908,
            -119616,
            -165314,
            -246965,
            -182884,
            -313233
        ],
        [
            1.987946,
            2.406159,
            1.563741,
            1.454508,
            1.755226,
            1.163648
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            30,
            12,
            18,
            30,
            12,
            18
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            50.847458,
            41.37931,
            60,
            50.847458,
            41.37931,
            60
        ],
        [
            1.921681,
            3.408725,
            1.042494,
            1.406024,
            2.486569,
            0.775765
        ],
        [
            149579,
            149579,
            45335,
            165315,
            165315,
            107602
        ],
        [
            -68200,
            -33943,
            -68200,
            -203332,
            -83780,
            -203332
        ],
        [
            89,
            107,
            73,
            89,
            107,
            73
        ],
        [
            106,
            133,
            88,
            106,
            133,
            88
        ],
        [
            72,
            88,
            50,
            72,
            88,
            50
        ],
        [
            5308,
            3107,
            2201,
            5308,
            3107,
            2201
        ],
        [
            543.855211,
            0,
            750.855211,
            543.855211,
            0,
            750.855211
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167079,
            307750,
            -98463,
            -265477,
            -98534,
            -198290
        ]
    ]
}
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": 1558224000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759782690238,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 108,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)