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Trade: DOGE/USDT/15/MIDPRICE/WMA/1600

Strategy
DOGE/USDT/15/MIDPRICE/WMA/1600
Pair
DOGE_USDT
Interval
15m
Score
390663
Daily Profit
0.455377
Profit Factor
1.293056
Profitability
54.545455
Streak
4.390900
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-24 11:37
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 118589.2475 59757.4669 58831.7806 145091.1 68941.5571 76149.5429
Total P&L (%) 118.5892 59.7575 58.8318 145.0911 68.9416 76.1495
Avg Daily Profit (%) 0.4554 0.2295 0.2259 0.3448 0.2016 0.2176
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50122 -33335 -37522 -120635 -75147 -78035
Profit Factor 1.2931 1.2892 1.2971 1.1684 1.1574 1.1798
Total Trades 319 159 160 319 159 160
Winning Trades 174 83 91 174 83 91
Losing Trades 145 76 69 145 76 69
Profitability (%) 54.5455 52.2013 56.875 54.5455 52.2013 56.875
Ratio Avg Win / Avg Loss 1.0775 1.1804 0.9835 0.9737 1.0598 0.8945
Largest Winning Trade 27241 27241 17180 45558 45558 26204
Largest Losing Trade -13860 -13860 -11167 -23825 -23825 -21188
Avg Bars in Trades 77 77 76 77 77 76
Avg Bars in Winners 64 66 63 64 66 63
Avg Bars in Losers 92 90 94 92 90 94
Bars Traded 24628 12367 12261 24628 12367 12261
Profit Streak 4.3909 0 6.0576 4.3909 0 6.0576
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 390663 229504 215013 -27068 -40612 -16205

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": 1736271900000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758703073810,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 229,
            "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": [
        [
            118589.2475204424,
            59757.4668740884,
            58831.7806463538,
            145091.1000234704,
            68941.5570911684,
            76149.5429323021
        ],
        [
            118.589248,
            59.757467,
            58.831781,
            145.0911,
            68.941557,
            76.149543
        ],
        [
            0.455377,
            0.229466,
            0.225911,
            0.344829,
            0.201563,
            0.21764
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50122,
            -33335,
            -37522,
            -120635,
            -75147,
            -78035
        ],
        [
            1.293056,
            1.289166,
            1.297117,
            1.168418,
            1.15744,
            1.179765
        ],
        [
            319,
            159,
            160,
            319,
            159,
            160
        ],
        [
            174,
            83,
            91,
            174,
            83,
            91
        ],
        [
            145,
            76,
            69,
            145,
            76,
            69
        ],
        [
            54.545455,
            52.201258,
            56.875,
            54.545455,
            52.201258,
            56.875
        ],
        [
            1.077547,
            1.180441,
            0.983528,
            0.973681,
            1.059825,
            0.894547
        ],
        [
            27241,
            27241,
            17180,
            45558,
            45558,
            26204
        ],
        [
            -13860,
            -13860,
            -11167,
            -23825,
            -23825,
            -21188
        ],
        [
            77,
            77,
            76,
            77,
            77,
            76
        ],
        [
            64,
            66,
            63,
            64,
            66,
            63
        ],
        [
            92,
            90,
            94,
            92,
            90,
            94
        ],
        [
            24628,
            12367,
            12261,
            24628,
            12367,
            12261
        ],
        [
            4.3909,
            0,
            6.057567,
            4.390901,
            0,
            6.057567
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390663,
            229504,
            215013,
            -27068,
            -40612,
            -16205
        ]
    ]
}
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": 1736271900000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758703073810,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 229,
            "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)