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Trade: OMG/USDT/480/VWMA/HMA/5202

Strategy
OMG/USDT/480/VWMA/HMA/5202
Pair
OMG_USDT
Interval
8h
Score
456928
Daily Profit
0.227933
Profit Factor
2.341847
Profitability
53.125000
Streak
0.000000
Best Strategy
Training Data Length
1902.330000
Evaluation Time
2025-10-06 01:30
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 568918.381 433603.3526 135315.0284 110624.5694 1101262.5313 -990637.9619
Total P&L (%) 568.9184 433.6034 135.315 110.6246 1101.2625 -990.638
Avg Daily Profit (%) 0.2991 0.2279 0.0711 0.0392 0.1308 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202754 -100245 -150355 -1978196 -831159 -1389486
Profit Factor 1.9752 2.3418 1.5199 1.0349 1.7615 0.4262
Total Trades 63 32 31 63 32 31
Winning Trades 32 17 15 32 17 15
Losing Trades 31 15 16 31 15 16
Profitability (%) 50.7937 53.125 48.3871 50.7937 53.125 48.3871
Ratio Avg Win / Avg Loss 1.9134 2.0663 1.6212 1.0025 1.5543 0.4546
Largest Winning Trade 233071 233071 55760 1107827 1107827 104658
Largest Losing Trade -88181 -43244 -88181 -765439 -765439 -689722
Avg Bars in Trades 88 68 108 88 68 108
Avg Bars in Winners 127 86 172 127 86 172
Avg Bars in Losers 47 46 48 47 46 48
Bars Traded 5546 2177 3369 5546 2177 3369
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 -138260 456928 -96093 -473655 -14323 -581445
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": 1557504000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759703437395,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 90,
            "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": [
        [
            568918.380970616,
            433603.3525716499,
            135315.0283989659,
            110624.5694146568,
            1101262.5312719045,
            -990637.9618572476
        ],
        [
            568.918381,
            433.603353,
            135.315028,
            110.624569,
            1101.262531,
            -990.637962
        ],
        [
            0.299064,
            0.227933,
            0.071131,
            0.039165,
            0.130765,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202754,
            -100245,
            -150355,
            -1978196,
            -831159,
            -1389486
        ],
        [
            1.975151,
            2.341847,
            1.519889,
            1.034868,
            1.761489,
            0.426215
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            50.793651,
            53.125,
            48.387097,
            50.793651,
            53.125,
            48.387097
        ],
        [
            1.913427,
            2.066336,
            1.621215,
            1.002528,
            1.554255,
            0.45463
        ],
        [
            233071,
            233071,
            55760,
            1107827,
            1107827,
            104658
        ],
        [
            -88181,
            -43244,
            -88181,
            -765439,
            -765439,
            -689722
        ],
        [
            88,
            68,
            108,
            88,
            68,
            108
        ],
        [
            127,
            86,
            172,
            127,
            86,
            172
        ],
        [
            47,
            46,
            48,
            47,
            46,
            48
        ],
        [
            5546,
            2177,
            3369,
            5546,
            2177,
            3369
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138260,
            456928,
            -96093,
            -473655,
            -14323,
            -581445
        ]
    ]
}
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": 1557504000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759703437395,
    "expiration_time": 1723513248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 90,
            "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)