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Trade: OMG/USDT/360/MIDPRICE/VWMA/7871

Strategy
OMG/USDT/360/MIDPRICE/VWMA/7871
Pair
OMG_USDT
Interval
6h
Score
483351
Daily Profit
0.208409
Profit Factor
2.180481
Profitability
57.894737
Streak
485.392345
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-03 00:24
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 537145.2447 396393.7823 140751.4624 -118913.0426 116575.6352 -235488.6779
Total P&L (%) 537.1452 396.3938 140.7515 -118.913 116.5756 -235.4887
Avg Daily Profit (%) 0.2824 0.2084 0.074 0 0.0406 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129854 -54309 -164432 -2182675 -1089342 -1970881
Profit Factor 1.5308 2.1805 1.2081 0.983 1.0469 0.9475
Total Trades 189 95 94 189 95 94
Winning Trades 108 55 53 103 57 46
Losing Trades 81 40 41 86 38 48
Profitability (%) 57.1429 57.8947 56.383 54.4974 60 48.9362
Ratio Avg Win / Avg Loss 1.1481 1.5858 0.9346 0.8207 0.6979 0.9887
Largest Winning Trade 75862 60163 75862 454652 303789 454652
Largest Losing Trade -101388 -30744 -101388 -1963214 -658564 -1963214
Avg Bars in Trades 38 25 51 38 25 51
Avg Bars in Winners 34 21 48 36 20 57
Avg Bars in Losers 44 32 56 41 33 46
Bars Traded 7334 2447 4887 7334 2447 4887
Profit Streak 485.3923 485.3923 551.8923 0 0 0
Trades During Streak 2 1 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 472045 483351 -94388 -579205 -307995 -581494
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557187200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759440298573,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 136,
            "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": [
        [
            537145.2447432008,
            396393.7823215633,
            140751.4624216377,
            -118913.0426281852,
            116575.6352234764,
            -235488.6778516622
        ],
        [
            537.145245,
            396.393782,
            140.751462,
            -118.913043,
            116.575635,
            -235.488678
        ],
        [
            0.282411,
            0.208409,
            0.074002,
            0,
            0.040638,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129854,
            -54309,
            -164432,
            -2182675,
            -1089342,
            -1970881
        ],
        [
            1.530776,
            2.180481,
            1.208148,
            0.982957,
            1.046861,
            0.947547
        ],
        [
            189,
            95,
            94,
            189,
            95,
            94
        ],
        [
            108,
            55,
            53,
            103,
            57,
            46
        ],
        [
            81,
            40,
            41,
            86,
            38,
            48
        ],
        [
            57.142857,
            57.894737,
            56.382979,
            54.497354,
            60,
            48.93617
        ],
        [
            1.148082,
            1.585805,
            0.934605,
            0.820721,
            0.697907,
            0.988744
        ],
        [
            75862,
            60163,
            75862,
            454652,
            303789,
            454652
        ],
        [
            -101388,
            -30744,
            -101388,
            -1963214,
            -658564,
            -1963214
        ],
        [
            38,
            25,
            51,
            38,
            25,
            51
        ],
        [
            34,
            21,
            48,
            36,
            20,
            57
        ],
        [
            44,
            32,
            56,
            41,
            33,
            46
        ],
        [
            7334,
            2447,
            4887,
            7334,
            2447,
            4887
        ],
        [
            485.392344,
            485.392345,
            551.892344,
            0,
            0,
            0
        ],
        [
            2,
            1,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            472045,
            483351,
            -94388,
            -579205,
            -307995,
            -581494
        ]
    ]
}
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": 1557187200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759440298573,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 136,
            "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)