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Trade: OMG/USDT/240/SWMA/VWMA/2068

Strategy
OMG/USDT/240/SWMA/VWMA/2068
Pair
OMG_USDT
Interval
4h
Score
423237
Daily Profit
0.273196
Profit Factor
2.570826
Profitability
45.238095
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-06 17:16
Expiration Time
2024-08-13 03:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 713360.4724 519435.234 193925.2384 2168425.0848 1278500.476 889924.6088
Total P&L (%) 713.3605 519.4352 193.9252 2168.4251 1278.5005 889.9246
Avg Daily Profit (%) 0.3752 0.2732 0.102 0.1643 0.1381 0.1206
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92443 -126601 -57807 -1566242 -1965641 -939647
Profit Factor 2.2824 2.5708 1.8596 1.3044 1.3037 1.3052
Total Trades 83 42 41 83 42 41
Winning Trades 37 19 18 37 19 18
Losing Trades 46 23 23 46 23 23
Profitability (%) 44.5783 45.2381 43.9024 44.5783 45.2381 43.9024
Ratio Avg Win / Avg Loss 2.8375 3.1121 2.3761 1.6216 1.5782 1.6678
Largest Winning Trade 258046 258046 49715 1647949 1647949 929781
Largest Losing Trade -37097 -37097 -24860 -614164 -614164 -561926
Avg Bars in Trades 133 125 142 133 125 142
Avg Bars in Winners 211 194 229 211 194 229
Avg Bars in Losers 70 67 74 70 67 74
Bars Traded 11092 5253 5839 11092 5253 5839
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 377791 423237 -55619 200460 -8871 -32639
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1556409600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759760191635,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 59,
            "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": [
        [
            713360.4723632385,
            519435.2339585423,
            193925.2384046962,
            2168425.084832683,
            1278500.4760434104,
            889924.6087892726
        ],
        [
            713.360472,
            519.435234,
            193.925238,
            2168.425085,
            1278.500476,
            889.924609
        ],
        [
            0.37519,
            0.273196,
            0.101995,
            0.164318,
            0.138082,
            0.120644
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92443,
            -126601,
            -57807,
            -1566242,
            -1965641,
            -939647
        ],
        [
            2.282358,
            2.570826,
            1.859553,
            1.304356,
            1.303744,
            1.30524
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            44.578313,
            45.238095,
            43.902439,
            44.578313,
            45.238095,
            43.902439
        ],
        [
            2.837526,
            3.112053,
            2.376096,
            1.621632,
            1.578216,
            1.667807
        ],
        [
            258046,
            258046,
            49715,
            1647949,
            1647949,
            929781
        ],
        [
            -37097,
            -37097,
            -24860,
            -614164,
            -614164,
            -561926
        ],
        [
            133,
            125,
            142,
            133,
            125,
            142
        ],
        [
            211,
            194,
            229,
            211,
            194,
            229
        ],
        [
            70,
            67,
            74,
            70,
            67,
            74
        ],
        [
            11092,
            5253,
            5839,
            11092,
            5253,
            5839
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377791,
            423237,
            -55619,
            200460,
            -8871,
            -32639
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "OMG_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11408,
    "evaluation_days": 1901.33,
    "actual_first_datapoint_time": 1554264000000,
    "first_datapoint_time": 1556409600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759760191635,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 59,
            "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)