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Trade: OMG/USDT/240/VWMA/HILO/2347

Strategy
OMG/USDT/240/VWMA/HILO/2347
Pair
OMG_USDT
Interval
4h
Score
461774
Daily Profit
0.308894
Profit Factor
2.129715
Profitability
48.888889
Streak
0.000000
Best Strategy
Training Data Length
1901.330000
Evaluation Time
2025-10-08 16:04
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 587309.0547 423225.0711 164083.9835 1025648.534 809277.3886 216371.1454
Total P&L (%) 587.3091 423.2251 164.084 1025.6485 809.2774 216.3711
Avg Daily Profit (%) 0.3089 0.2226 0.0863 0.1274 0.1162 0.0606
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174963 -73053 -154880 -1252655 -677814 -1029476
Profit Factor 2.1297 2.8728 1.5583 1.2532 1.441 1.0976
Total Trades 90 45 45 90 45 45
Winning Trades 44 17 27 44 17 27
Losing Trades 46 28 18 46 28 18
Profitability (%) 48.8889 37.7778 60 48.8889 37.7778 60
Ratio Avg Win / Avg Loss 2.2265 4.7316 1.0389 1.3101 2.3734 0.7318
Largest Winning Trade 174938 174938 62297 720769 720769 446524
Largest Losing Trade -45057 -25585 -45057 -387015 -387015 -320056
Avg Bars in Trades 121 87 155 121 87 155
Avg Bars in Winners 204 155 234 204 155 234
Avg Bars in Losers 41 45 35 41 45 35
Bars Traded 10912 3928 6983 10912 3928 6983
Profit Streak 0 0 562.3781 0 0 562.3781
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461774 310018 -74131 -22903 -40128 -224873
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": 1558281600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759928667900,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "offset": 43
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            587309.0546778621,
            423225.071144206,
            164083.9835336558,
            1025648.534012523,
            809277.3886149793,
            216371.1453975428
        ],
        [
            587.309055,
            423.225071,
            164.083984,
            1025.648534,
            809.277389,
            216.371145
        ],
        [
            0.308894,
            0.222594,
            0.0863,
            0.12741,
            0.116169,
            0.060594
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174963,
            -73053,
            -154880,
            -1252655,
            -677814,
            -1029476
        ],
        [
            2.129715,
            2.872768,
            1.558328,
            1.253156,
            1.440993,
            1.097626
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            44,
            17,
            27,
            44,
            17,
            27
        ],
        [
            46,
            28,
            18,
            46,
            28,
            18
        ],
        [
            48.888889,
            37.777778,
            60,
            48.888889,
            37.777778,
            60
        ],
        [
            2.22652,
            4.731618,
            1.038885,
            1.310117,
            2.373401,
            0.731751
        ],
        [
            174938,
            174938,
            62297,
            720769,
            720769,
            446524
        ],
        [
            -45057,
            -25585,
            -45057,
            -387015,
            -387015,
            -320056
        ],
        [
            121,
            87,
            155,
            121,
            87,
            155
        ],
        [
            204,
            155,
            234,
            204,
            155,
            234
        ],
        [
            41,
            45,
            35,
            41,
            45,
            35
        ],
        [
            10912,
            3928,
            6983,
            10912,
            3928,
            6983
        ],
        [
            0,
            0,
            562.378101,
            0,
            0,
            562.378101
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461774,
            310018,
            -74131,
            -22903,
            -40128,
            -224873
        ]
    ]
}
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": 1558281600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759928667900,
    "expiration_time": 1723510656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "offset": 43
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)