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Trade: OMG/USDT/720/MIDPRICE/VWMA/1489

Strategy
OMG/USDT/720/MIDPRICE/VWMA/1489
Pair
OMG_USDT
Interval
12h
Score
422334
Daily Profit
0.174559
Profit Factor
2.091739
Profitability
58.974359
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-10-04 14:19
Expiration Time
2024-08-13 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 362143.4862 332098.8878 30044.5983 -70837.8294 179972.7176 -250810.547
Total P&L (%) 362.1435 332.0989 30.0446 -70.8378 179.9727 -250.8105
Avg Daily Profit (%) 0.1904 0.1746 0.0158 -0.0648 0.0541 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149090 -133510 -144617 -597041 -647314 -587363
Profit Factor 1.4964 2.0917 1.0706 0.9683 1.1691 0.7861
Total Trades 77 39 38 77 39 38
Winning Trades 45 23 22 45 23 22
Losing Trades 32 16 16 32 16 16
Profitability (%) 58.4416 58.9744 57.8947 58.4416 58.9744 57.8947
Ratio Avg Win / Avg Loss 1.0641 1.4551 0.7786 0.6886 0.8133 0.5717
Largest Winning Trade 155836 155836 67698 340270 340270 108514
Largest Losing Trade -87190 -47130 -87190 -437514 -293113 -437514
Avg Bars in Trades 46 22 70 46 22 70
Avg Bars in Winners 44 13 77 44 13 77
Avg Bars in Losers 48 34 61 48 34 61
Bars Traded 3557 874 2683 3557 874 2683
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -36083 422334 -318326 -625683 -155357 -579741
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1559433600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759576797051,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "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": [
        [
            362143.4861691514,
            332098.8878321762,
            30044.598336975,
            -70837.8294246614,
            179972.7175692079,
            -250810.5469938691
        ],
        [
            362.143486,
            332.098888,
            30.044598,
            -70.837829,
            179.972718,
            -250.810547
        ],
        [
            0.190351,
            0.174559,
            0.015792,
            -0.064752,
            0.054129,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149090,
            -133510,
            -144617,
            -597041,
            -647314,
            -587363
        ],
        [
            1.496363,
            2.091739,
            1.070626,
            0.968328,
            1.169099,
            0.786054
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            58.441558,
            58.974359,
            57.894737,
            58.441558,
            58.974359,
            57.894737
        ],
        [
            1.06408,
            1.455123,
            0.778637,
            0.688589,
            0.813286,
            0.571676
        ],
        [
            155836,
            155836,
            67698,
            340270,
            340270,
            108514
        ],
        [
            -87190,
            -47130,
            -87190,
            -437514,
            -293113,
            -437514
        ],
        [
            46,
            22,
            70,
            46,
            22,
            70
        ],
        [
            44,
            13,
            77,
            44,
            13,
            77
        ],
        [
            48,
            34,
            61,
            48,
            34,
            61
        ],
        [
            3557,
            874,
            2683,
            3557,
            874,
            2683
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -36083,
            422334,
            -318326,
            -625683,
            -155357,
            -579741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3805,
    "evaluation_days": 1902.5,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1559433600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759576797051,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "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)