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Trade: DOGE/USDT/5/VWMA/SWMA/6210

Strategy
DOGE/USDT/5/VWMA/SWMA/6210
Pair
DOGE_USDT
Interval
5m
Score
474515
Daily Profit
0.779314
Profit Factor
3.736532
Profitability
47.368421
Streak
3.888377
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-10 06:29
Expiration Time
2025-11-24 05:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 93190.1241 67346.1916 25843.9325 134663.3747 96187.3275 38476.0472
Total P&L (%) 93.1901 67.3462 25.8439 134.6634 96.1873 38.476
Avg Daily Profit (%) 1.0735 0.7758 0.2977 0.9874 0.7793 0.3757
Buy And Hold Return (%) 33.9208 33.9208 33.9208 33.9208 33.9208 33.9208
Max Trade Drawdown -8465 -5681 -7989 -18192 -9638 -15758
Profit Factor 2.5929 3.9275 1.728 2.4454 3.7365 1.6632
Total Trades 77 38 39 77 38 39
Winning Trades 35 18 17 35 18 17
Losing Trades 42 20 22 42 20 22
Profitability (%) 45.4545 47.3684 43.5897 45.4545 47.3684 43.5897
Ratio Avg Win / Avg Loss 3.1115 4.3639 2.2363 2.9345 4.1517 2.1524
Largest Winning Trade 20314 20314 11192 26162 26162 17175
Largest Losing Trade -7343 -2651 -7343 -15758 -4477 -15758
Avg Bars in Trades 318 347 289 318 347 289
Avg Bars in Winners 533 570 495 533 570 495
Avg Bars in Losers 138 146 131 138 146 131
Bars Traded 24509 13200 11308 24509 13200 11308
Profit Streak 0 3.8884 0 0 3.8884 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -35396 344225 -158465 -34669 474515 -116144

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1749975000000,
    "first_datapoint_time": 1750098900000,
    "last_datapoint_time": 1757474700000,
    "evaluation_time": 1757474955786,
    "expiration_time": 1763954700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 208,
            "offset": 206
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 39,
            "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": [
        [
            93190.124145747,
            67346.1916135958,
            25843.9325321511,
            134663.3747016363,
            96187.327478587,
            38476.0472230493
        ],
        [
            93.190124,
            67.346192,
            25.843933,
            134.663375,
            96.187327,
            38.476047
        ],
        [
            1.073495,
            0.775788,
            0.297707,
            0.987428,
            0.779314,
            0.375692
        ],
        [
            33.920803,
            33.920803,
            33.920803,
            33.920803,
            33.920803,
            33.920803
        ],
        [
            -8465,
            -5681,
            -7989,
            -18192,
            -9638,
            -15758
        ],
        [
            2.592923,
            3.927475,
            1.728045,
            2.445448,
            3.736532,
            1.663215
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            45.454545,
            47.368421,
            43.589744,
            45.454545,
            47.368421,
            43.589744
        ],
        [
            3.111508,
            4.363862,
            2.236294,
            2.934537,
            4.151702,
            2.152396
        ],
        [
            20314,
            20314,
            11192,
            26162,
            26162,
            17175
        ],
        [
            -7343,
            -2651,
            -7343,
            -15758,
            -4477,
            -15758
        ],
        [
            318,
            347,
            289,
            318,
            347,
            289
        ],
        [
            533,
            570,
            495,
            533,
            570,
            495
        ],
        [
            138,
            146,
            131,
            138,
            146,
            131
        ],
        [
            24509,
            13200,
            11308,
            24509,
            13200,
            11308
        ],
        [
            0,
            3.888377,
            0,
            0,
            3.888377,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -35396,
            344225,
            -158465,
            -34669,
            474515,
            -116144
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1749975000000,
    "first_datapoint_time": 1750098900000,
    "last_datapoint_time": 1757474700000,
    "evaluation_time": 1757474955786,
    "expiration_time": 1763954700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 208,
            "offset": 206
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 39,
            "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)