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Trade: DOGE/USDT/360/SSF/VWMA/1834

Strategy
DOGE/USDT/360/SSF/VWMA/1834
Pair
DOGE_USDT
Interval
6h
Score
381496
Daily Profit
0.280784
Profit Factor
1.399729
Profitability
48.913043
Streak
112.940001
Best Strategy
Training Data Length
2272.500000
Evaluation Time
2025-09-24 01:33
Expiration Time
2025-12-01 00:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2867522.0834 2772594.0786 94928.0047 58415152.1888 39681365.3785 18733786.8103
Total P&L (%) 2867.5221 2772.5941 94.928 58415.1522 39681.3654 18733.7868
Avg Daily Profit (%) 1.2618 1.2201 0.0418 0.2808 0.2638 0.2308
Buy And Hold Return (%) 8275 8275 8275 8275 8275 8275
Max Trade Drawdown -91243 -97559 -36938 -68392181 -55923902 -16495274
Profit Factor 5.7339 8.7272 1.3844 1.3997 1.4056 1.3878
Total Trades 92 46 46 92 46 46
Winning Trades 45 19 26 45 19 26
Losing Trades 47 27 20 47 27 20
Profitability (%) 48.913 41.3043 56.5217 48.913 41.3043 56.5217
Ratio Avg Win / Avg Loss 5.9887 12.4018 1.0649 1.4619 1.9975 1.0675
Largest Winning Trade 1652456 1652456 38267 69936900 69936900 12210529
Largest Losing Trade -39539 -39539 -28850 -40286264 -40286264 -12176661
Avg Bars in Trades 96 129 63 96 129 63
Avg Bars in Winners 123 185 78 123 185 78
Avg Bars in Losers 70 89 43 70 89 43
Bars Traded 8855 5938 2917 8855 5938 2917
Profit Streak 112.94 112.94 137.69 112.94 112.94 137.69
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -142702 -146464 -300408 381496 221858 204164
Evaluation Data
{
    "trading_pair": "DOGE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9090,
    "evaluation_days": 2272.5,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1565265600000,
    "last_datapoint_time": 1758650400000,
    "evaluation_time": 1758666816061,
    "expiration_time": 1764540720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 218,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "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": [
        [
            2867522.0833825106,
            2772594.0786401015,
            94928.0047424092,
            58415152.188779786,
            39681365.378514305,
            18733786.810265515
        ],
        [
            2867.522083,
            2772.594079,
            94.928005,
            58415.152189,
            39681.365379,
            18733.78681
        ],
        [
            1.261836,
            1.220063,
            0.041772,
            0.280784,
            0.263757,
            0.230771
        ],
        [
            8275,
            8275,
            8275,
            8275,
            8275,
            8275
        ],
        [
            -91243,
            -97559,
            -36938,
            -68392181,
            -55923902,
            -16495274
        ],
        [
            5.733854,
            8.727202,
            1.38442,
            1.399729,
            1.405618,
            1.387803
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            47,
            27,
            20,
            47,
            27,
            20
        ],
        [
            48.913043,
            41.304348,
            56.521739,
            48.913043,
            41.304348,
            56.521739
        ],
        [
            5.988692,
            12.401814,
            1.064938,
            1.461939,
            1.997457,
            1.067541
        ],
        [
            1652456,
            1652456,
            38267,
            69936900,
            69936900,
            12210529
        ],
        [
            -39539,
            -39539,
            -28850,
            -40286264,
            -40286264,
            -12176661
        ],
        [
            96,
            129,
            63,
            96,
            129,
            63
        ],
        [
            123,
            185,
            78,
            123,
            185,
            78
        ],
        [
            70,
            89,
            43,
            70,
            89,
            43
        ],
        [
            8855,
            5938,
            2917,
            8855,
            5938,
            2917
        ],
        [
            112.940001,
            112.940001,
            137.690001,
            112.940001,
            112.940001,
            137.690001
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -142702,
            -146464,
            -300408,
            381496,
            221858,
            204164
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9090,
    "evaluation_days": 2272.5,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1565265600000,
    "last_datapoint_time": 1758650400000,
    "evaluation_time": 1758666816061,
    "expiration_time": 1764540720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 218,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "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)