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Trade: DOGE/USDT/720/VWAP/OHLC4/2135

Strategy
DOGE/USDT/720/VWAP/OHLC4/2135
Pair
DOGE_USDT
Interval
12h
Score
437479
Daily Profit
0.313687
Profit Factor
1.928111
Profitability
43.421053
Streak
74.681564
Best Strategy
Training Data Length
2273.500000
Evaluation Time
2025-09-26 07:21
Expiration Time
2025-12-01 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2744089.7199 2619330.333 124759.3869 123607657.9221 104225585.7679 19382072.1541
Total P&L (%) 2744.0897 2619.3303 124.7594 123607.6579 104225.5858 19382.0722
Avg Daily Profit (%) 1.207 1.1521 0.0549 0.3137 0.3062 0.2322
Buy And Hold Return (%) 8288.5374 8288.5374 8288.5374 8288.5374 8288.5374 8288.5374
Max Trade Drawdown -52294 -59626 -42703 -51700886 -29440836 -30126916
Profit Factor 6.5499 12.5545 1.466 1.9281 2.7728 1.2605
Total Trades 152 76 76 152 76 76
Winning Trades 66 30 36 66 30 36
Losing Trades 86 46 40 86 46 40
Profitability (%) 43.4211 39.4737 47.3684 43.4211 39.4737 47.3684
Ratio Avg Win / Avg Loss 8.5347 19.2503 1.6288 2.5124 4.2516 1.4006
Largest Winning Trade 1715335 1715335 53904 82591970 82591970 32809509
Largest Losing Trade -33845 -18630 -33845 -19527643 -18618454 -19527643
Avg Bars in Trades 28 27 29 28 27 29
Avg Bars in Winners 48 52 44 48 52 44
Avg Bars in Losers 13 11 16 13 11 16
Bars Traded 4352 2097 2255 4352 2097 2255
Profit Streak 74.6816 236.6816 74.6816 74.6816 236.6816 74.6816
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144248 -195649 -332854 437479 -37635 -46123
Evaluation Data
{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4547,
    "evaluation_days": 2273.5,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1565092800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860487110,
    "expiration_time": 1764608112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 64
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            2744089.7198577807,
            2619330.332996389,
            124759.386861392,
            123607657.92205285,
            104225585.76790941,
            19382072.154143456
        ],
        [
            2744.08972,
            2619.330333,
            124.759387,
            123607.657922,
            104225.585768,
            19382.072154
        ],
        [
            1.206989,
            1.152114,
            0.054875,
            0.313687,
            0.306168,
            0.232162
        ],
        [
            8288.537402,
            8288.537402,
            8288.537402,
            8288.537402,
            8288.537402,
            8288.537402
        ],
        [
            -52294,
            -59626,
            -42703,
            -51700886,
            -29440836,
            -30126916
        ],
        [
            6.549873,
            12.55452,
            1.465957,
            1.928111,
            2.772799,
            1.260545
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            66,
            30,
            36,
            66,
            30,
            36
        ],
        [
            86,
            46,
            40,
            86,
            46,
            40
        ],
        [
            43.421053,
            39.473684,
            47.368421,
            43.421053,
            39.473684,
            47.368421
        ],
        [
            8.534683,
            19.250264,
            1.628841,
            2.512388,
            4.251626,
            1.400606
        ],
        [
            1715335,
            1715335,
            53904,
            82591970,
            82591970,
            32809509
        ],
        [
            -33845,
            -18630,
            -33845,
            -19527643,
            -18618454,
            -19527643
        ],
        [
            28,
            27,
            29,
            28,
            27,
            29
        ],
        [
            48,
            52,
            44,
            48,
            52,
            44
        ],
        [
            13,
            11,
            16,
            13,
            11,
            16
        ],
        [
            4352,
            2097,
            2255,
            4352,
            2097,
            2255
        ],
        [
            74.681564,
            236.681564,
            74.681564,
            74.681564,
            236.681564,
            74.681564
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144248,
            -195649,
            -332854,
            437479,
            -37635,
            -46123
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4547,
    "evaluation_days": 2273.5,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1565092800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758860487110,
    "expiration_time": 1764608112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 64
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)