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Trade: OMG/USDT/360/VWMA/WMA/3985

Strategy
OMG/USDT/360/VWMA/WMA/3985
Pair
OMG_USDT
Interval
6h
Score
436144
Daily Profit
0.193709
Profit Factor
2.300117
Profitability
51.724138
Streak
0.000000
Best Strategy
Training Data Length
1902.000000
Evaluation Time
2025-10-08 04:03
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 468800.7303 368434.7914 100365.939 -550717.6688 895817.4119 -1446535.0807
Total P&L (%) 468.8007 368.4348 100.3659 -550.7177 895.8174 -1446.5351
Avg Daily Profit (%) 0.2465 0.1937 0.0528 0 0.1209 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -233483 -77705 -191767 -1945959 -548675 -1526530
Profit Factor 1.8101 2.3001 1.3399 0.8166 1.7825 0.2215
Total Trades 57 29 28 57 29 28
Winning Trades 29 15 14 28 19 9
Losing Trades 28 14 14 29 10 19
Profitability (%) 50.8772 51.7241 50 49.1228 65.5172 32.1429
Ratio Avg Win / Avg Loss 1.7477 2.1468 1.3399 0.8458 0.9381 0.4677
Largest Winning Trade 182164 182164 59542 633353 633353 95330
Largest Losing Trade -127502 -48975 -127502 -671090 -474441 -671090
Avg Bars in Trades 129 96 163 129 96 163
Avg Bars in Winners 197 132 267 95 76 135
Avg Bars in Losers 59 58 60 163 136 177
Bars Traded 7394 2807 4587 7394 2807 4587
Profit Streak 0 0 672.544 504.544 554.044 0
Trades During Streak 0 0 2 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167933 436144 -142217 -760034 -28028 -608777
Evaluation Data
{
    "trading_pair": "OMG_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7608,
    "evaluation_days": 1902,
    "actual_first_datapoint_time": 1554249600000,
    "first_datapoint_time": 1557252000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759885404231,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 47,
            "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": [
        [
            468800.7303295184,
            368434.7913732204,
            100365.938956298,
            -550717.6688311256,
            895817.4118925527,
            -1446535.0807236787
        ],
        [
            468.80073,
            368.434791,
            100.365939,
            -550.717669,
            895.817412,
            -1446.535081
        ],
        [
            0.246478,
            0.193709,
            0.052769,
            0,
            0.120914,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -233483,
            -77705,
            -191767,
            -1945959,
            -548675,
            -1526530
        ],
        [
            1.810148,
            2.300117,
            1.339907,
            0.816615,
            1.782476,
            0.221545
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            29,
            15,
            14,
            28,
            19,
            9
        ],
        [
            28,
            14,
            14,
            29,
            10,
            19
        ],
        [
            50.877193,
            51.724138,
            50,
            49.122807,
            65.517241,
            32.142857
        ],
        [
            1.747729,
            2.146776,
            1.339907,
            0.845779,
            0.938145,
            0.467706
        ],
        [
            182164,
            182164,
            59542,
            633353,
            633353,
            95330
        ],
        [
            -127502,
            -48975,
            -127502,
            -671090,
            -474441,
            -671090
        ],
        [
            129,
            96,
            163,
            129,
            96,
            163
        ],
        [
            197,
            132,
            267,
            95,
            76,
            135
        ],
        [
            59,
            58,
            60,
            163,
            136,
            177
        ],
        [
            7394,
            2807,
            4587,
            7394,
            2807,
            4587
        ],
        [
            0,
            0,
            672.54403,
            504.54403,
            554.04403,
            0
        ],
        [
            0,
            0,
            2,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167933,
            436144,
            -142217,
            -760034,
            -28028,
            -608777
        ]
    ]
}
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": 1557252000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759885404231,
    "expiration_time": 1723512384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 47,
            "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)