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Trade: OMG/USDT/360/SSF/VWMA/6701

Strategy
OMG/USDT/360/SSF/VWMA/6701
Pair
OMG_USDT
Interval
6h
Score
393875
Daily Profit
0.309434
Profit Factor
1.655983
Profitability
42.196532
Streak
504.025235
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-03 15:36
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 588544.2231 410695.4053 177848.8178 734858.6575 361732.238 373126.4195
Total P&L (%) 588.5442 410.6954 177.8488 734.8587 361.7322 373.1264
Avg Daily Profit (%) 0.3094 0.2159 0.0935 0.1116 0.0805 0.0817
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131531 -202510 -69525 -1310714 -1357636 -508144
Profit Factor 1.656 1.7102 1.5576 1.1658 1.1275 1.2339
Total Trades 173 86 87 173 86 87
Winning Trades 73 33 40 73 33 40
Losing Trades 100 53 47 100 53 47
Profitability (%) 42.1965 38.3721 45.977 42.1965 38.3721 45.977
Ratio Avg Win / Avg Loss 2.2685 2.7467 1.8302 1.597 1.8108 1.4499
Largest Winning Trade 172315 172315 45560 755365 755365 261309
Largest Losing Trade -33193 -33193 -32667 -294295 -294295 -228636
Avg Bars in Trades 43 56 30 43 56 30
Avg Bars in Winners 62 87 41 62 87 41
Avg Bars in Losers 29 37 20 29 37 20
Bars Traded 7534 4901 2633 7534 4901 2633
Profit Streak 504.0252 510.7752 504.0252 504.0252 510.7752 504.0252
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393875 242506 -66664 -81758 -168961 -85432
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1555545600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494980319,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 104,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 61,
            "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": [
        [
            588544.2230923657,
            410695.4053053063,
            177848.8177870592,
            734858.65752884,
            361732.2380455466,
            373126.419483294
        ],
        [
            588.544223,
            410.695405,
            177.848818,
            734.858658,
            361.732238,
            373.126419
        ],
        [
            0.309434,
            0.215928,
            0.093506,
            0.111634,
            0.080464,
            0.081747
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131531,
            -202510,
            -69525,
            -1310714,
            -1357636,
            -508144
        ],
        [
            1.655983,
            1.710226,
            1.557636,
            1.165791,
            1.127489,
            1.233923
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            73,
            33,
            40,
            73,
            33,
            40
        ],
        [
            100,
            53,
            47,
            100,
            53,
            47
        ],
        [
            42.196532,
            38.372093,
            45.977011,
            42.196532,
            38.372093,
            45.977011
        ],
        [
            2.26847,
            2.746726,
            1.830222,
            1.596974,
            1.810815,
            1.44986
        ],
        [
            172315,
            172315,
            45560,
            755365,
            755365,
            261309
        ],
        [
            -33193,
            -33193,
            -32667,
            -294295,
            -294295,
            -228636
        ],
        [
            43,
            56,
            30,
            43,
            56,
            30
        ],
        [
            62,
            87,
            41,
            62,
            87,
            41
        ],
        [
            29,
            37,
            20,
            29,
            37,
            20
        ],
        [
            7534,
            4901,
            2633,
            7534,
            4901,
            2633
        ],
        [
            504.025235,
            510.775235,
            504.025235,
            504.025235,
            510.775235,
            504.025235
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393875,
            242506,
            -66664,
            -81758,
            -168961,
            -85432
        ]
    ]
}
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": 1555545600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494980319,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 104,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 61,
            "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)