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Trade: OMG/USDT/360/VWAP/HWMA/9276

Strategy
OMG/USDT/360/VWAP/HWMA/9276
Pair
OMG_USDT
Interval
6h
Score
484805
Daily Profit
0.151606
Profit Factor
2.819257
Profitability
48.188406
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-04 08:20
Expiration Time
2024-08-13 04:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 23971.1307 103956.8674 -79985.7367 -99451.4345 1683857.9444 -1783309.3789
Total P&L (%) 23.9711 103.9569 -79.9857 -99.4514 1683.8579 -1783.3094
Avg Daily Profit (%) 0.0126 0.0547 -0.0421 -0.2733 0.1516 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -415710 -227129 -286653 -1831933 -316869 -2112681
Profit Factor 1.011 1.1004 0.9305 0.9741 2.8193 0.3868
Total Trades 551 276 275 551 276 275
Winning Trades 275 133 142 275 133 142
Losing Trades 276 143 133 276 143 133
Profitability (%) 49.9093 48.1884 51.6364 49.9093 48.1884 51.6364
Ratio Avg Win / Avg Loss 1.0146 1.1831 0.8715 0.9776 3.0312 0.3623
Largest Winning Trade 62992 62992 37547 708141 708141 65548
Largest Losing Trade -95748 -38904 -95748 -1754417 -188493 -1754417
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 7601 3803 3798 7601 3803 3798
Profit Streak 0 0 491.9729 0 0 491.9729
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -385586 -229581 -578444 -577656 484805 -578444
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759555256633,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.10797,
            "nc": 0.68852
        }
    }
}
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": [
        [
            23971.1306687453,
            103956.8673846089,
            -79985.7367158639,
            -99451.4344998645,
            1683857.94444273,
            -1783309.378942594
        ],
        [
            23.971131,
            103.956867,
            -79.985737,
            -99.451434,
            1683.857944,
            -1783.309379
        ],
        [
            0.012603,
            0.054657,
            -0.042053,
            -0.273318,
            0.151606,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -415710,
            -227129,
            -286653,
            -1831933,
            -316869,
            -2112681
        ],
        [
            1.010966,
            1.100377,
            0.930462,
            0.974058,
            2.819257,
            0.386774
        ],
        [
            551,
            276,
            275,
            551,
            276,
            275
        ],
        [
            275,
            133,
            142,
            275,
            133,
            142
        ],
        [
            276,
            143,
            133,
            276,
            143,
            133
        ],
        [
            49.909256,
            48.188406,
            51.636364,
            49.909256,
            48.188406,
            51.636364
        ],
        [
            1.014642,
            1.183112,
            0.871489,
            0.9776,
            3.031231,
            0.36226
        ],
        [
            62992,
            62992,
            37547,
            708141,
            708141,
            65548
        ],
        [
            -95748,
            -38904,
            -95748,
            -1754417,
            -188493,
            -1754417
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            7601,
            3803,
            3798,
            7601,
            3803,
            3798
        ],
        [
            0,
            0,
            491.972878,
            0,
            0,
            491.972878
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            -385586,
            -229581,
            -578444,
            -577656,
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            -578444
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759555256633,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.10797,
            "nc": 0.68852
        }
    }
}

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)