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Trade: DOGE/USDT/240/VWMA/KCU/7790

Strategy
DOGE/USDT/240/VWMA/KCU/7790
Pair
DOGE_USDT
Interval
4h
Score
526563
Daily Profit
0.319489
Profit Factor
2.813981
Profitability
48.888889
Streak
112.131346
Best Strategy
Training Data Length
2271.000000
Evaluation Time
2025-09-24 02:09
Expiration Time
2025-11-29 21:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1948379.7845 276993.8205 -2225373.6049 6677179.0795 139873015.4005 -133195836.321
Total P&L (%) -1948.3798 276.9938 -2225.3736 6677.1791 139873.0154 -133195.8363
Avg Daily Profit (%) -0.8579 0.122 -0.9799 0.1858 0.3195 0
Buy And Hold Return (%) 8967.9575 8967.9575 8967.9575 8967.9575 8967.9575 8967.9575
Max Trade Drawdown -2261703 -75008 -2307738 -157526573 -28108704 -206711343
Profit Factor 0.3079 2.19 0.1382 1.0199 2.814 0.4859
Total Trades 90 45 45 90 45 45
Winning Trades 52 25 27 46 22 24
Losing Trades 38 20 18 44 23 21
Profitability (%) 57.7778 55.5556 60 51.1111 48.8889 53.3333
Ratio Avg Win / Avg Loss 0.225 1.752 0.0921 0.9755 2.9419 0.4252
Largest Winning Trade 101533 101533 59622 71150015 71150015 28844509
Largest Losing Trade -1919667 -40387 -1919667 -135209761 -11824421 -135209761
Avg Bars in Trades 146 167 126 146 167 126
Avg Bars in Winners 143 161 126 163 185 142
Avg Bars in Losers 151 175 125 130 151 106
Bars Traded 13229 7552 5677 13229 7552 5677
Profit Streak 0 112.1313 0 0 112.1313 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 -579529 -190441 -579415 -357824 526563 -580279

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13626,
    "evaluation_days": 2271,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1565884800000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758668948272,
    "expiration_time": 1764443232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -1948379.7844747803,
            276993.8204747016,
            -2225373.604949482,
            6677179.0794705795,
            139873015.40050203,
            -133195836.32103142
        ],
        [
            -1948.379784,
            276.99382,
            -2225.373605,
            6677.179079,
            139873.015401,
            -133195.836321
        ],
        [
            -0.857939,
            0.12197,
            -0.979909,
            0.185824,
            0.319489,
            0
        ],
        [
            8967.957479,
            8967.957479,
            8967.957479,
            8967.957479,
            8967.957479,
            8967.957479
        ],
        [
            -2261703,
            -75008,
            -2307738,
            -157526573,
            -28108704,
            -206711343
        ],
        [
            0.307856,
            2.189962,
            0.138193,
            1.01986,
            2.813981,
            0.485924
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            52,
            25,
            27,
            46,
            22,
            24
        ],
        [
            38,
            20,
            18,
            44,
            23,
            21
        ],
        [
            57.777778,
            55.555556,
            60,
            51.111111,
            48.888889,
            53.333333
        ],
        [
            0.224972,
            1.751969,
            0.092128,
            0.975519,
            2.941889,
            0.425184
        ],
        [
            101533,
            101533,
            59622,
            71150015,
            71150015,
            28844509
        ],
        [
            -1919667,
            -40387,
            -1919667,
            -135209761,
            -11824421,
            -135209761
        ],
        [
            146,
            167,
            126,
            146,
            167,
            126
        ],
        [
            143,
            161,
            126,
            163,
            185,
            142
        ],
        [
            151,
            175,
            125,
            130,
            151,
            106
        ],
        [
            13229,
            7552,
            5677,
            13229,
            7552,
            5677
        ],
        [
            0,
            112.131346,
            0,
            0,
            112.131346,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579529,
            -190441,
            -579415,
            -357824,
            526563,
            -580279
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13626,
    "evaluation_days": 2271,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1565884800000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758668948272,
    "expiration_time": 1764443232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)