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Trade: OMG/USDT/360/VWMA/TEMA/5742

Strategy
OMG/USDT/360/VWMA/TEMA/5742
Pair
OMG_USDT
Interval
6h
Score
375004
Daily Profit
0.304356
Profit Factor
2.503112
Profitability
41.463415
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-11 11:25
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 703250.5319 578885.6213 124364.9106 413887.1957 524951.9166 -111064.7209
Total P&L (%) 703.2505 578.8856 124.3649 413.8872 524.9519 -111.0647
Avg Daily Profit (%) 0.3697 0.3044 0.0654 0.0861 0.0964 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166622 -155287 -125588 -2023045 -1229255 -1024316
Profit Factor 1.9948 2.5031 1.3865 1.1041 1.2176 0.929
Total Trades 81 41 40 81 41 40
Winning Trades 32 17 15 32 17 15
Losing Trades 49 24 25 49 24 25
Profitability (%) 39.5062 41.4634 37.5 39.5062 41.4634 37.5
Ratio Avg Win / Avg Loss 3.0546 3.5338 2.3108 1.6906 1.719 1.5484
Largest Winning Trade 322230 322230 61923 1343370 1343370 419142
Largest Losing Trade -41484 -41484 -35702 -904124 -904124 -321334
Avg Bars in Trades 91 74 108 91 74 108
Avg Bars in Winners 156 126 190 156 126 190
Avg Bars in Losers 49 37 59 49 37 59
Bars Traded 7398 3054 4344 7398 3054 4344
Profit Streak 0 0 674.3512 0 0 674.3512
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -7079 375004 -107777 -203329 -66458 -581875
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1556344800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760171146185,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 75,
            "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": [
        [
            703250.5318979329,
            578885.6213266194,
            124364.9105713134,
            413887.1956566941,
            524951.9165719006,
            -111064.7209152065
        ],
        [
            703.250532,
            578.885621,
            124.364911,
            413.887196,
            524.951917,
            -111.064721
        ],
        [
            0.369743,
            0.304356,
            0.065386,
            0.086096,
            0.096393,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166622,
            -155287,
            -125588,
            -2023045,
            -1229255,
            -1024316
        ],
        [
            1.994819,
            2.503112,
            1.38648,
            1.104052,
            1.217595,
            0.929041
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            39.506173,
            41.463415,
            37.5,
            39.506173,
            41.463415,
            37.5
        ],
        [
            3.054566,
            3.533805,
            2.310801,
            1.690579,
            1.718957,
            1.548401
        ],
        [
            322230,
            322230,
            61923,
            1343370,
            1343370,
            419142
        ],
        [
            -41484,
            -41484,
            -35702,
            -904124,
            -904124,
            -321334
        ],
        [
            91,
            74,
            108,
            91,
            74,
            108
        ],
        [
            156,
            126,
            190,
            156,
            126,
            190
        ],
        [
            49,
            37,
            59,
            49,
            37,
            59
        ],
        [
            7398,
            3054,
            4344,
            7398,
            3054,
            4344
        ],
        [
            0,
            0,
            674.351229,
            0,
            0,
            674.351229
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -7079,
            375004,
            -107777,
            -203329,
            -66458,
            -581875
        ]
    ]
}
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": 1556344800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760171146185,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 75,
            "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)