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Trade: OMG/USDT/120/VWMA/ZLMA/4286

Strategy
OMG/USDT/120/VWMA/ZLMA/4286
Pair
OMG_USDT
Interval
2h
Score
451732
Daily Profit
0.361934
Profit Factor
1.411239
Profitability
46.982759
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-08 20:26
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 585609.7715 444575.8632 141033.9084 1107989.2771 295862.0406 812127.2365
Total P&L (%) 585.6098 444.5759 141.0339 1107.9893 295.862 812.1272
Avg Daily Profit (%) 0.3619 0.2748 0.0872 0.1541 0.0851 0.1367
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -180388 -94252 -204365 -1330971 -1474885 -486697
Profit Factor 1.4112 1.682 1.1827 1.1771 1.0839 1.2977
Total Trades 464 232 232 464 232 232
Winning Trades 218 108 110 218 108 110
Losing Trades 246 124 122 246 124 122
Profitability (%) 46.9828 46.5517 47.4138 46.9828 46.5517 47.4138
Ratio Avg Win / Avg Loss 1.5925 1.9312 1.3117 1.3283 1.2444 1.4392
Largest Winning Trade 82070 82070 51870 620104 620104 247496
Largest Losing Trade -50687 -31764 -50687 -777380 -777380 -148805
Avg Bars in Trades 41 32 50 41 32 50
Avg Bars in Winners 49 36 62 49 36 62
Avg Bars in Losers 33 28 38 33 28 38
Bars Traded 19077 7469 11608 19077 7469 11608
Profit Streak 0 0 504.3102 0 0 504.3102
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 451732 387509 -95579 -16809 -208325 -9415
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579449600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759944399883,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 101,
            "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": [
        [
            585609.7715128353,
            444575.8631618782,
            141033.9083509569,
            1107989.2770872095,
            295862.0406133831,
            812127.2364738262
        ],
        [
            585.609772,
            444.575863,
            141.033908,
            1107.989277,
            295.862041,
            812.127236
        ],
        [
            0.361934,
            0.274769,
            0.087166,
            0.154108,
            0.085073,
            0.136719
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -180388,
            -94252,
            -204365,
            -1330971,
            -1474885,
            -486697
        ],
        [
            1.411239,
            1.681995,
            1.182654,
            1.17711,
            1.083873,
            1.297655
        ],
        [
            464,
            232,
            232,
            464,
            232,
            232
        ],
        [
            218,
            108,
            110,
            218,
            108,
            110
        ],
        [
            246,
            124,
            122,
            246,
            124,
            122
        ],
        [
            46.982759,
            46.551724,
            47.413793,
            46.982759,
            46.551724,
            47.413793
        ],
        [
            1.592499,
            1.931179,
            1.311671,
            1.328299,
            1.244446,
            1.439217
        ],
        [
            82070,
            82070,
            51870,
            620104,
            620104,
            247496
        ],
        [
            -50687,
            -31764,
            -50687,
            -777380,
            -777380,
            -148805
        ],
        [
            41,
            32,
            50,
            41,
            32,
            50
        ],
        [
            49,
            36,
            62,
            49,
            36,
            62
        ],
        [
            33,
            28,
            38,
            33,
            28,
            38
        ],
        [
            19077,
            7469,
            11608,
            19077,
            7469,
            11608
        ],
        [
            0,
            0,
            504.310184,
            0,
            0,
            504.310184
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            451732,
            387509,
            -95579,
            -16809,
            -208325,
            -9415
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579449600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759944399883,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 101,
            "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)