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Trade: DOGE/USDT/5/DCM/VWAP/5875

Strategy
DOGE/USDT/5/DCM/VWAP/5875
Pair
DOGE_USDT
Interval
5m
Score
374832
Daily Profit
0.805700
Profit Factor
2.633392
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-22 14:41
Expiration Time
2025-12-06 13:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 93294.4374 74868.5672 18425.8701 131295.06 100696.8399 30598.22
Total P&L (%) 93.2944 74.8686 18.4259 131.2951 100.6968 30.5982
Avg Daily Profit (%) 1.0747 0.8624 0.2123 0.9706 0.8057 0.308
Buy And Hold Return (%) 45.8705 45.8705 45.8705 45.8705 45.8705 45.8705
Max Trade Drawdown -17286 -10855 -12546 -32200 -19856 -23833
Profit Factor 2.3836 3.1978 1.5523 2.0933 2.6334 1.5235
Total Trades 62 31 31 62 31 31
Winning Trades 31 16 15 31 16 15
Losing Trades 31 15 16 31 15 16
Profitability (%) 50 51.6129 48.3871 50 51.6129 48.3871
Ratio Avg Win / Avg Loss 2.3836 2.9979 1.6558 2.0933 2.4688 1.6251
Largest Winning Trade 20935 20935 12305 31188 31188 20167
Largest Losing Trade -6041 -6041 -4683 -10895 -10895 -8690
Avg Bars in Trades 385 437 334 385 437 334
Avg Bars in Winners 564 636 488 564 636 488
Avg Bars in Losers 207 224 190 207 224 190
Bars Traded 23923 13549 10374 23923 13549 10374
Profit Streak 0 0 5.4874 0 0 5.4874
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149581 280677 -156944 -146802 374832 -156579

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751041500000,
    "first_datapoint_time": 1751154600000,
    "last_datapoint_time": 1758541200000,
    "evaluation_time": 1758541313333,
    "expiration_time": 1765021200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 171,
            "offset": 207
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            93294.4373686559,
            74868.5672447319,
            18425.870123924,
            131295.0599630633,
            100696.8399392057,
            30598.2200238575
        ],
        [
            93.294437,
            74.868567,
            18.42587,
            131.29506,
            100.69684,
            30.59822
        ],
        [
            1.074697,
            0.862442,
            0.212255,
            0.97061,
            0.8057,
            0.30799
        ],
        [
            45.870495,
            45.870495,
            45.870495,
            45.870495,
            45.870495,
            45.870495
        ],
        [
            -17286,
            -10855,
            -12546,
            -32200,
            -19856,
            -23833
        ],
        [
            2.38358,
            3.197775,
            1.552266,
            2.093259,
            2.633392,
            1.523528
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            50,
            51.612903,
            48.387097,
            50,
            51.612903,
            48.387097
        ],
        [
            2.38358,
            2.997914,
            1.655751,
            2.093259,
            2.468805,
            1.625097
        ],
        [
            20935,
            20935,
            12305,
            31188,
            31188,
            20167
        ],
        [
            -6041,
            -6041,
            -4683,
            -10895,
            -10895,
            -8690
        ],
        [
            385,
            437,
            334,
            385,
            437,
            334
        ],
        [
            564,
            636,
            488,
            564,
            636,
            488
        ],
        [
            207,
            224,
            190,
            207,
            224,
            190
        ],
        [
            23923,
            13549,
            10374,
            23923,
            13549,
            10374
        ],
        [
            0,
            0,
            5.487423,
            0,
            0,
            5.487423
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149581,
            280677,
            -156944,
            -146802,
            374832,
            -156579
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751041500000,
    "first_datapoint_time": 1751154600000,
    "last_datapoint_time": 1758541200000,
    "evaluation_time": 1758541313333,
    "expiration_time": 1765021200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 171,
            "offset": 207
        }
    },
    "second_band": {
        "type": "vwap",
        "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)