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Trade: DOGE/USDT/15/KCU/VWMA/6677

Strategy
DOGE/USDT/15/KCU/VWMA/6677
Pair
DOGE_USDT
Interval
15m
Score
318480
Daily Profit
0.157581
Profit Factor
1.728388
Profitability
53.125000
Streak
28.129467
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-21 17:36
Expiration Time
2025-12-05 16:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 84439.3046 41037.1427 43402.1619 89427.5872 56362.6109 33064.9763
Total P&L (%) 84.4393 41.0371 43.4022 89.4276 56.3626 33.065
Avg Daily Profit (%) 0.3242 0.1576 0.1667 0.2456 0.1718 0.1098
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39012 -25926 -40473 -75456 -52365 -72948
Profit Factor 1.6251 1.7284 1.5512 1.3619 1.5504 1.2285
Total Trades 63 32 31 63 32 31
Winning Trades 27 17 10 27 17 10
Losing Trades 36 15 21 36 15 21
Profitability (%) 42.8571 53.125 32.2581 42.8571 53.125 32.2581
Ratio Avg Win / Avg Loss 2.1668 1.525 3.2575 1.8159 1.368 2.5798
Largest Winning Trade 31564 31564 30722 52453 52453 32856
Largest Losing Trade -13690 -13690 -9620 -20622 -20622 -16813
Avg Bars in Trades 369 117 628 369 117 628
Avg Bars in Winners 632 159 1436 632 159 1436
Avg Bars in Losers 171 69 244 171 69 244
Bars Traded 23250 3760 19490 23250 3760 19490
Profit Streak 9.0149 28.1295 0 9.0149 28.1295 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -143023 318480 -188 -145198 306977 -56882

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735965900000,
    "first_datapoint_time": 1736177400000,
    "last_datapoint_time": 1758465000000,
    "evaluation_time": 1758465385913,
    "expiration_time": 1764945000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 236,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "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": [
        [
            84439.3046248214,
            41037.1427392034,
            43402.1618856179,
            89427.587209927,
            56362.6108638905,
            33064.9763460366
        ],
        [
            84.439305,
            41.037143,
            43.402162,
            89.427587,
            56.362611,
            33.064976
        ],
        [
            0.324243,
            0.157581,
            0.166662,
            0.245611,
            0.171796,
            0.109755
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39012,
            -25926,
            -40473,
            -75456,
            -52365,
            -72948
        ],
        [
            1.625097,
            1.728388,
            1.551192,
            1.361894,
            1.550421,
            1.228491
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            27,
            17,
            10,
            27,
            17,
            10
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            42.857143,
            53.125,
            32.258065,
            42.857143,
            53.125,
            32.258065
        ],
        [
            2.166795,
            1.525048,
            3.257504,
            1.815859,
            1.368018,
            2.57983
        ],
        [
            31564,
            31564,
            30722,
            52453,
            52453,
            32856
        ],
        [
            -13690,
            -13690,
            -9620,
            -20622,
            -20622,
            -16813
        ],
        [
            369,
            117,
            628,
            369,
            117,
            628
        ],
        [
            632,
            159,
            1436,
            632,
            159,
            1436
        ],
        [
            171,
            69,
            244,
            171,
            69,
            244
        ],
        [
            23250,
            3760,
            19490,
            23250,
            3760,
            19490
        ],
        [
            9.014883,
            28.129467,
            0,
            9.014883,
            28.129467,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -143023,
            318480,
            -188,
            -145198,
            306977,
            -56882
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735965900000,
    "first_datapoint_time": 1736177400000,
    "last_datapoint_time": 1758465000000,
    "evaluation_time": 1758465385913,
    "expiration_time": 1764945000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 236,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "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)