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Trade: OMG/USDT/360/VWMA/JMA/1898

Strategy
OMG/USDT/360/VWMA/JMA/1898
Pair
OMG_USDT
Interval
6h
Score
389337
Daily Profit
0.259431
Profit Factor
2.698821
Profitability
43.750000
Streak
0.000000
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 660263.6579 493438.2249 166825.433 790502.6009 342590.7956 447911.8053
Total P&L (%) 660.2637 493.4382 166.8254 790.5026 342.5908 447.9118
Avg Daily Profit (%) 0.3471 0.2594 0.0877 0.115 0.0782 0.0895
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118865 -100592 -81349 -1233752 -1042457 -879353
Profit Factor 2.3112 2.6988 1.7829 1.1866 1.1336 1.268
Total Trades 63 32 31 63 32 31
Winning Trades 30 14 16 30 14 16
Losing Trades 33 18 15 33 18 15
Profitability (%) 47.619 43.75 51.6129 47.619 43.75 51.6129
Ratio Avg Win / Avg Loss 2.5424 3.4699 1.6715 1.3053 1.4575 1.1887
Largest Winning Trade 322230 322230 58600 1044311 1044311 385777
Largest Losing Trade -45466 -45466 -43046 -568530 -568530 -416653
Avg Bars in Trades 117 91 144 117 91 144
Avg Bars in Winners 178 144 207 178 144 207
Avg Bars in Losers 61 49 76 61 49 76
Bars Traded 7387 2912 4475 7387 2912 4475
Profit Streak 0 0 664.1423 0 0 664.1423
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138229 389337 -71350 -206178 -164519 -72499
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557295200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759440292085,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 70,
            "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": [
        [
            660263.6578583409,
            493438.2248619943,
            166825.4329963465,
            790502.6009083372,
            342590.7955645024,
            447911.8053438345
        ],
        [
            660.263658,
            493.438225,
            166.825433,
            790.502601,
            342.590796,
            447.911805
        ],
        [
            0.347142,
            0.259431,
            0.087711,
            0.11503,
            0.078236,
            0.089469
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118865,
            -100592,
            -81349,
            -1233752,
            -1042457,
            -879353
        ],
        [
            2.311243,
            2.698821,
            1.782921,
            1.186628,
            1.133602,
            1.267976
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            47.619048,
            43.75,
            51.612903,
            47.619048,
            43.75,
            51.612903
        ],
        [
            2.542368,
            3.469913,
            1.671488,
            1.305291,
            1.457489,
            1.188728
        ],
        [
            322230,
            322230,
            58600,
            1044311,
            1044311,
            385777
        ],
        [
            -45466,
            -45466,
            -43046,
            -568530,
            -568530,
            -416653
        ],
        [
            117,
            91,
            144,
            117,
            91,
            144
        ],
        [
            178,
            144,
            207,
            178,
            144,
            207
        ],
        [
            61,
            49,
            76,
            61,
            49,
            76
        ],
        [
            7387,
            2912,
            4475,
            7387,
            2912,
            4475
        ],
        [
            0,
            0,
            664.142269,
            0,
            0,
            664.142269
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138229,
            389337,
            -71350,
            -206178,
            -164519,
            -72499
        ]
    ]
}
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": 1557295200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759440292085,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 70,
            "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)