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Trade: DOGE/USDT/15/VWMA/KCB/9446

Strategy
DOGE/USDT/15/VWMA/KCB/9446
Pair
DOGE_USDT
Interval
15m
Score
316538
Daily Profit
0.587898
Profit Factor
1.640630
Profitability
35.200000
Streak
19.015695
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 10:52
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 153100.2884 78125.4577 74974.8307 232626.8868 133274.9567 99351.9301
Total P&L (%) 153.1003 78.1255 74.9748 232.6269 133.275 99.3519
Avg Daily Profit (%) 0.5879 0.3 0.2879 0.4626 0.3258 0.2653
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49808 -35652 -26002 -134012 -88257 -64250
Profit Factor 1.6406 1.6296 1.6525 1.4476 1.4924 1.3989
Total Trades 125 63 62 125 63 62
Winning Trades 44 22 22 44 22 22
Losing Trades 81 41 40 81 41 40
Profitability (%) 35.2 34.9206 35.4839 35.2 34.9206 35.4839
Ratio Avg Win / Avg Loss 3.0203 3.037 3.0045 2.6649 2.7812 2.5435
Largest Winning Trade 32276 32276 24787 78229 78229 32210
Largest Losing Trade -9375 -9375 -8582 -18855 -15387 -18855
Avg Bars in Trades 195 195 195 195 195 195
Avg Bars in Winners 338 348 327 338 348 327
Avg Bars in Losers 118 112 123 118 112 123
Bars Traded 24433 12288 12145 24433 12288 12145
Profit Streak 19.0157 21.2969 19.0157 19.0157 21.2969 19.0157
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316538 -141189 -148931 241619 -141683 -150455

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736466300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758873156088,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 248,
            "offset": 18
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 150,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            153100.2883664668,
            78125.4576988623,
            74974.8306676046,
            232626.8868078411,
            133274.9566600888,
            99351.9301477524
        ],
        [
            153.100288,
            78.125458,
            74.974831,
            232.626887,
            133.274957,
            99.35193
        ],
        [
            0.587898,
            0.299998,
            0.2879,
            0.462572,
            0.325792,
            0.26527
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49808,
            -35652,
            -26002,
            -134012,
            -88257,
            -64250
        ],
        [
            1.64063,
            1.629635,
            1.652502,
            1.447574,
            1.492358,
            1.398902
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            35.2,
            34.920635,
            35.483871,
            35.2,
            34.920635,
            35.483871
        ],
        [
            3.02025,
            3.037047,
            3.004549,
            2.664853,
            2.781213,
            2.543459
        ],
        [
            32276,
            32276,
            24787,
            78229,
            78229,
            32210
        ],
        [
            -9375,
            -9375,
            -8582,
            -18855,
            -15387,
            -18855
        ],
        [
            195,
            195,
            195,
            195,
            195,
            195
        ],
        [
            338,
            348,
            327,
            338,
            348,
            327
        ],
        [
            118,
            112,
            123,
            118,
            112,
            123
        ],
        [
            24433,
            12288,
            12145,
            24433,
            12288,
            12145
        ],
        [
            19.015695,
            21.296945,
            19.015695,
            19.015695,
            21.296945,
            19.015695
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316538,
            -141189,
            -148931,
            241619,
            -141683,
            -150455
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736466300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758873156088,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 248,
            "offset": 18
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 150,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)