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Trade: DOGE/USDT/15/KCL/VWMA/2833

Strategy
DOGE/USDT/15/KCL/VWMA/2833
Pair
DOGE_USDT
Interval
15m
Score
471502
Daily Profit
0.183879
Profit Factor
3.683313
Profitability
61.290323
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-14 07:52
Expiration Time
2025-11-28 06:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 68430.414 20544.5828 47885.8311 71430.7326 26151.0675 45279.6651
Total P&L (%) 68.4304 20.5446 47.8858 71.4307 26.1511 45.2797
Avg Daily Profit (%) 0.2628 0.0789 0.1839 0.2072 0.0892 0.1435
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20521 -38445 -5869 -24447 -38763 -10534
Profit Factor 1.7227 1.2674 3.6833 1.5815 1.2624 2.9524
Total Trades 61 30 31 61 30 31
Winning Trades 28 9 19 28 9 19
Losing Trades 33 21 12 33 21 12
Profitability (%) 45.9016 30 61.2903 45.9016 30 61.2903
Ratio Avg Win / Avg Loss 2.0303 2.9572 2.3263 1.8639 2.9457 1.8647
Largest Winning Trade 36854 36854 15051 51835 51835 14248
Largest Losing Trade -11172 -11172 -4261 -21769 -21769 -7630
Avg Bars in Trades 362 657 76 362 657 76
Avg Bars in Winners 533 1441 102 533 1441 102
Avg Bars in Losers 217 321 35 217 321 35
Bars Traded 22117 19734 2383 22117 19734 2383
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -157671 -102370 471502 -158391 -85520 88864

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735326000000,
    "first_datapoint_time": 1735484400000,
    "last_datapoint_time": 1757825100000,
    "evaluation_time": 1757825578485,
    "expiration_time": 1764305100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 177,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "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": [
        [
            68430.4139718145,
            20544.5828470187,
            47885.8311247959,
            71430.7326189096,
            26151.0674905375,
            45279.6651283722
        ],
        [
            68.430414,
            20.544583,
            47.885831,
            71.430733,
            26.151067,
            45.279665
        ],
        [
            0.262769,
            0.07889,
            0.183879,
            0.207191,
            0.089246,
            0.143521
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20521,
            -38445,
            -5869,
            -24447,
            -38763,
            -10534
        ],
        [
            1.722687,
            1.267358,
            3.683313,
            1.581509,
            1.262442,
            2.952413
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            28,
            9,
            19,
            28,
            9,
            19
        ],
        [
            33,
            21,
            12,
            33,
            21,
            12
        ],
        [
            45.901639,
            30,
            61.290323,
            45.901639,
            30,
            61.290323
        ],
        [
            2.03031,
            2.957168,
            2.326303,
            1.863921,
            2.945697,
            1.864682
        ],
        [
            36854,
            36854,
            15051,
            51835,
            51835,
            14248
        ],
        [
            -11172,
            -11172,
            -4261,
            -21769,
            -21769,
            -7630
        ],
        [
            362,
            657,
            76,
            362,
            657,
            76
        ],
        [
            533,
            1441,
            102,
            533,
            1441,
            102
        ],
        [
            217,
            321,
            35,
            217,
            321,
            35
        ],
        [
            22117,
            19734,
            2383,
            22117,
            19734,
            2383
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -157671,
            -102370,
            471502,
            -158391,
            -85520,
            88864
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735326000000,
    "first_datapoint_time": 1735484400000,
    "last_datapoint_time": 1757825100000,
    "evaluation_time": 1757825578485,
    "expiration_time": 1764305100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 177,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "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)