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Trade: OMG/USDT/480/VWMA/SUPERTREND/8509

Strategy
OMG/USDT/480/VWMA/SUPERTREND/8509
Pair
OMG_USDT
Interval
8h
Score
422951
Daily Profit
0.276192
Profit Factor
1.927192
Profitability
47.826087
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-02 19:05
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 525408.0233 363008.6387 162399.3846 755433.0511 447209.3199 308223.7312
Total P&L (%) 525.408 363.0086 162.3994 755.4331 447.2093 308.2237
Avg Daily Profit (%) 0.2762 0.1908 0.0854 0.1129 0.0894 0.074
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116101 -83379 -103930 -1515710 -898794 -862813
Profit Factor 1.9272 2.2117 1.6081 1.1613 1.1828 1.1378
Total Trades 92 46 46 92 46 46
Winning Trades 44 22 22 44 22 22
Losing Trades 48 24 24 48 24 24
Profitability (%) 47.8261 47.8261 47.8261 47.8261 47.8261 47.8261
Ratio Avg Win / Avg Loss 2.1024 2.4128 1.7542 1.2669 1.2903 1.2413
Largest Winning Trade 159096 159096 57695 615059 561856 615059
Largest Losing Trade -59243 -38041 -59243 -652317 -395401 -652317
Avg Bars in Trades 59 47 71 59 47 71
Avg Bars in Winners 87 63 111 87 63 111
Avg Bars in Losers 33 32 34 33 32 34
Bars Traded 5443 2167 3276 5443 2167 3276
Profit Streak 0 0 586.0035 0 0 586.0035
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422951 395264 -75750 -85540 -93867 -162902
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": 1558252800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759421106106,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 49,
            "offset": 0,
            "multiplier": 2.55402
        }
    }
}
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": [
        [
            525408.0232652817,
            363008.6386745608,
            162399.3845907209,
            755433.0510854108,
            447209.3199241558,
            308223.7311612552
        ],
        [
            525.408023,
            363.008639,
            162.399385,
            755.433051,
            447.20932,
            308.223731
        ],
        [
            0.276192,
            0.190823,
            0.085369,
            0.112896,
            0.089386,
            0.073971
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116101,
            -83379,
            -103930,
            -1515710,
            -898794,
            -862813
        ],
        [
            1.927192,
            2.211704,
            1.608054,
            1.161317,
            1.182779,
            1.137833
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            47.826087,
            47.826087,
            47.826087,
            47.826087,
            47.826087,
            47.826087
        ],
        [
            2.102391,
            2.412768,
            1.754241,
            1.266891,
            1.290305,
            1.241273
        ],
        [
            159096,
            159096,
            57695,
            615059,
            561856,
            615059
        ],
        [
            -59243,
            -38041,
            -59243,
            -652317,
            -395401,
            -652317
        ],
        [
            59,
            47,
            71,
            59,
            47,
            71
        ],
        [
            87,
            63,
            111,
            87,
            63,
            111
        ],
        [
            33,
            32,
            34,
            33,
            32,
            34
        ],
        [
            5443,
            2167,
            3276,
            5443,
            2167,
            3276
        ],
        [
            0,
            0,
            586.003543,
            0,
            0,
            586.003543
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422951,
            395264,
            -75750,
            -85540,
            -93867,
            -162902
        ]
    ]
}
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": 1558252800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759421106106,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 49,
            "offset": 0,
            "multiplier": 2.55402
        }
    }
}

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)