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Trade: OMG/USDT/720/RMA/VWAP/1048

Strategy
OMG/USDT/720/RMA/VWAP/1048
Pair
OMG_USDT
Interval
12h
Score
310135
Daily Profit
0.403998
Profit Factor
2.903780
Profitability
32.038835
Streak
0.000000
Best Strategy
Training Data Length
1902.500000
Evaluation Time
2025-09-26 08:13
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 768605.744 532678.0611 235927.6829 9275385.0298 4235477.9526 5039907.0772
Total P&L (%) 768.6057 532.6781 235.9277 9275.385 4235.478 5039.9071
Avg Daily Profit (%) 0.404 0.28 0.124 0.239 0.1983 0.2073
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154857 -67013 -125893 -3139423 -1766554 -2233155
Profit Factor 2.9038 3.5661 2.2028 1.9317 1.7006 2.289
Total Trades 103 52 51 103 52 51
Winning Trades 33 17 16 33 17 16
Losing Trades 70 35 35 70 35 35
Profitability (%) 32.0388 32.6923 31.3725 32.0388 32.6923 31.3725
Ratio Avg Win / Avg Loss 6.1595 7.342 4.8187 4.0976 3.5013 5.0072
Largest Winning Trade 198948 198948 63447 3298692 3298692 2297836
Largest Losing Trade -17216 -15176 -17216 -951113 -951113 -796454
Avg Bars in Trades 35 29 42 35 29 42
Avg Bars in Winners 91 69 114 91 69 114
Avg Bars in Losers 9 10 8 9 10 8
Bars Traded 3688 1537 2151 3688 1537 2151
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 310135 -171321 -210846 191819 -175540 -175119

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": 1556064000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758863618276,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "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": [
        [
            768605.7439961802,
            532678.0610811965,
            235927.6829149835,
            9275385.029803485,
            4235477.9525897205,
            5039907.077213768
        ],
        [
            768.605744,
            532.678061,
            235.927683,
            9275.38503,
            4235.477953,
            5039.907077
        ],
        [
            0.403998,
            0.279988,
            0.124009,
            0.238954,
            0.198326,
            0.207291
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154857,
            -67013,
            -125893,
            -3139423,
            -1766554,
            -2233155
        ],
        [
            2.90378,
            3.566096,
            2.202835,
            1.931709,
            1.700614,
            2.289026
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            32.038835,
            32.692308,
            31.372549,
            32.038835,
            32.692308,
            31.372549
        ],
        [
            6.159534,
            7.341962,
            4.818702,
            4.097565,
            3.501265,
            5.007244
        ],
        [
            198948,
            198948,
            63447,
            3298692,
            3298692,
            2297836
        ],
        [
            -17216,
            -15176,
            -17216,
            -951113,
            -951113,
            -796454
        ],
        [
            35,
            29,
            42,
            35,
            29,
            42
        ],
        [
            91,
            69,
            114,
            91,
            69,
            114
        ],
        [
            9,
            10,
            8,
            9,
            10,
            8
        ],
        [
            3688,
            1537,
            2151,
            3688,
            1537,
            2151
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310135,
            -171321,
            -210846,
            191819,
            -175540,
            -175119
        ]
    ]
}
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": 1556064000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758863618276,
    "expiration_time": 1723513680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "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)