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Trade: DOGE/USDT/15/DCM/VWAP/5232

Strategy
DOGE/USDT/15/DCM/VWAP/5232
Pair
DOGE_USDT
Interval
15m
Score
310890
Daily Profit
0.455311
Profit Factor
1.277102
Profitability
42.819149
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-23 02:56
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 118572.0899 59395.7435 59176.3464 137687.595 76086.9338 61600.6613
Total P&L (%) 118.5721 59.3957 59.1763 137.6876 76.0869 61.6007
Avg Daily Profit (%) 0.4553 0.2281 0.2272 0.333 0.2175 0.1845
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50132 -47168 -24911 -73374 -65962 -36226
Profit Factor 1.2771 1.2539 1.3051 1.2351 1.2379 1.2318
Total Trades 376 188 188 376 188 188
Winning Trades 161 73 88 161 73 88
Losing Trades 215 115 100 215 115 100
Profitability (%) 42.8191 38.8298 46.8085 42.8191 38.8298 46.8085
Ratio Avg Win / Avg Loss 1.7054 1.9754 1.483 1.6494 1.9501 1.3998
Largest Winning Trade 43064 43064 23109 53709 53709 24424
Largest Losing Trade -11706 -9883 -11706 -16190 -11522 -16190
Avg Bars in Trades 65 70 61 65 70 61
Avg Bars in Winners 89 99 80 89 99 80
Avg Bars in Losers 48 51 43 48 51 43
Bars Traded 24697 13214 11483 24697 13214 11483
Profit Streak 0 0 4.9972 0 0 4.9972
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310890 99248 207150 264028 117923 183695

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": 1736169300000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758585359884,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 115,
            "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": [
        [
            118572.0898508903,
            59395.7434986767,
            59176.3463522138,
            137687.5950161123,
            76086.9337559167,
            61600.6612601957
        ],
        [
            118.57209,
            59.395743,
            59.176346,
            137.687595,
            76.086934,
            61.600661
        ],
        [
            0.455311,
            0.228077,
            0.227234,
            0.333011,
            0.217504,
            0.184471
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50132,
            -47168,
            -24911,
            -73374,
            -65962,
            -36226
        ],
        [
            1.277102,
            1.253923,
            1.305052,
            1.235139,
            1.237917,
            1.231795
        ],
        [
            376,
            188,
            188,
            376,
            188,
            188
        ],
        [
            161,
            73,
            88,
            161,
            73,
            88
        ],
        [
            215,
            115,
            100,
            215,
            115,
            100
        ],
        [
            42.819149,
            38.829787,
            46.808511,
            42.819149,
            38.829787,
            46.808511
        ],
        [
            1.705447,
            1.975358,
            1.483014,
            1.649409,
            1.950144,
            1.399767
        ],
        [
            43064,
            43064,
            23109,
            53709,
            53709,
            24424
        ],
        [
            -11706,
            -9883,
            -11706,
            -16190,
            -11522,
            -16190
        ],
        [
            65,
            70,
            61,
            65,
            70,
            61
        ],
        [
            89,
            99,
            80,
            89,
            99,
            80
        ],
        [
            48,
            51,
            43,
            48,
            51,
            43
        ],
        [
            24697,
            13214,
            11483,
            24697,
            13214,
            11483
        ],
        [
            0,
            0,
            4.997221,
            0,
            0,
            4.997221
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310890,
            99248,
            207150,
            264028,
            117923,
            183695
        ]
    ]
}
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": 1736169300000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758585359884,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 115,
            "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)