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Trade: DOGE/USDT/15/DCM/VWAP/3049

Strategy
DOGE/USDT/15/DCM/VWAP/3049
Pair
DOGE_USDT
Interval
15m
Score
315433
Daily Profit
0.475709
Profit Factor
1.290389
Profitability
42.513369
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-23 06:02
Expiration Time
2025-12-06 20:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 123884.0643 62092.1906 61791.8737 150405.8096 83903.9344 66501.8752
Total P&L (%) 123.8841 62.0922 61.7919 150.4058 83.9039 66.5019
Avg Daily Profit (%) 0.4757 0.2384 0.2373 0.3531 0.2342 0.196
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49407 -44964 -26835 -71295 -62671 -38284
Profit Factor 1.2904 1.2659 1.32 1.2528 1.2581 1.2464
Total Trades 374 187 187 374 187 187
Winning Trades 159 72 87 159 72 87
Losing Trades 215 115 100 215 115 100
Profitability (%) 42.5134 38.5027 46.5241 42.5134 38.5027 46.5241
Ratio Avg Win / Avg Loss 1.7449 2.022 1.5172 1.694 2.0094 1.4327
Largest Winning Trade 43064 43064 23109 52817 52817 24594
Largest Losing Trade -11706 -9883 -11706 -16450 -11508 -16450
Avg Bars in Trades 66 70 61 66 70 61
Avg Bars in Winners 90 100 81 90 100 81
Avg Bars in Losers 48 52 43 48 52 43
Bars Traded 24697 13206 11491 24697 13206 11491
Profit Streak 0 0 5.1264 0 0 5.1264
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315433 106778 255614 269436 122736 198030

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736170200000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758596522754,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "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": [
        [
            123884.0643122117,
            62092.1906098869,
            61791.8737023248,
            150405.8095510734,
            83903.9343754823,
            66501.8751755912
        ],
        [
            123.884064,
            62.092191,
            61.791874,
            150.40581,
            83.903934,
            66.501875
        ],
        [
            0.475709,
            0.238431,
            0.237278,
            0.353096,
            0.23422,
            0.195966
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49407,
            -44964,
            -26835,
            -71295,
            -62671,
            -38284
        ],
        [
            1.290389,
            1.265929,
            1.319962,
            1.252801,
            1.258085,
            1.246436
        ],
        [
            374,
            187,
            187,
            374,
            187,
            187
        ],
        [
            159,
            72,
            87,
            159,
            72,
            87
        ],
        [
            215,
            115,
            100,
            215,
            115,
            100
        ],
        [
            42.513369,
            38.502674,
            46.524064,
            42.513369,
            38.502674,
            46.524064
        ],
        [
            1.744865,
            2.021969,
            1.517198,
            1.69404,
            2.009441,
            1.432685
        ],
        [
            43064,
            43064,
            23109,
            52817,
            52817,
            24594
        ],
        [
            -11706,
            -9883,
            -11706,
            -16450,
            -11508,
            -16450
        ],
        [
            66,
            70,
            61,
            66,
            70,
            61
        ],
        [
            90,
            100,
            81,
            90,
            100,
            81
        ],
        [
            48,
            52,
            43,
            48,
            52,
            43
        ],
        [
            24697,
            13206,
            11491,
            24697,
            13206,
            11491
        ],
        [
            0,
            0,
            5.126421,
            0,
            0,
            5.126421
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315433,
            106778,
            255614,
            269436,
            122736,
            198030
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736170200000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758596522754,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "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)