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Trade: DOGE/USDT/15/SINWMA/KCU/8505

Strategy
DOGE/USDT/15/SINWMA/KCU/8505
Pair
DOGE_USDT
Interval
15m
Score
351929
Daily Profit
0.441188
Profit Factor
1.434697
Profitability
44.800000
Streak
6.708010
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-17 21:29
Expiration Time
2025-12-01 20:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 114894.1836 60996.4381 53897.7455 134508.7125 82337.9464 52170.7661
Total P&L (%) 114.8942 60.9964 53.8977 134.5087 82.3379 52.1708
Avg Daily Profit (%) 0.4412 0.2342 0.207 0.3278 0.2309 0.1613
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62068 -66829 -14768 -49760 -50159 -20656
Profit Factor 1.4347 1.3704 1.541 1.5418 1.5544 1.523
Total Trades 125 62 63 125 62 63
Winning Trades 56 29 27 56 29 27
Losing Trades 69 33 36 69 33 36
Profitability (%) 44.8 46.7742 42.8571 44.8 46.7742 42.8571
Ratio Avg Win / Avg Loss 1.7678 1.5594 2.0547 1.8997 1.7688 2.0307
Largest Winning Trade 25118 25118 18194 33339 33339 18413
Largest Losing Trade -18582 -18582 -11465 -12904 -12904 -11303
Avg Bars in Trades 196 293 101 196 293 101
Avg Bars in Winners 225 303 141 225 303 141
Avg Bars in Losers 173 285 70 173 285 70
Bars Traded 24567 18199 6368 24567 18199 6368
Profit Streak 6.708 10.9268 6.708 6.708 10.9268 6.708
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351929 -146797 -141168 340610 -145100 -141784

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735633800000,
    "first_datapoint_time": 1735833600000,
    "last_datapoint_time": 1758132900000,
    "evaluation_time": 1758133772044,
    "expiration_time": 1764612900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            114894.1836245193,
            60996.4380998159,
            53897.7455247035,
            134508.7125053803,
            82337.9463635018,
            52170.7661418785
        ],
        [
            114.894184,
            60.996438,
            53.897746,
            134.508713,
            82.337946,
            52.170766
        ],
        [
            0.441188,
            0.234223,
            0.206965,
            0.327824,
            0.230929,
            0.161344
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62068,
            -66829,
            -14768,
            -49760,
            -50159,
            -20656
        ],
        [
            1.434697,
            1.370378,
            1.541026,
            1.541797,
            1.554412,
            1.523015
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            44.8,
            46.774194,
            42.857143,
            44.8,
            46.774194,
            42.857143
        ],
        [
            1.767752,
            1.559395,
            2.054702,
            1.899714,
            1.768814,
            2.030686
        ],
        [
            25118,
            25118,
            18194,
            33339,
            33339,
            18413
        ],
        [
            -18582,
            -18582,
            -11465,
            -12904,
            -12904,
            -11303
        ],
        [
            196,
            293,
            101,
            196,
            293,
            101
        ],
        [
            225,
            303,
            141,
            225,
            303,
            141
        ],
        [
            173,
            285,
            70,
            173,
            285,
            70
        ],
        [
            24567,
            18199,
            6368,
            24567,
            18199,
            6368
        ],
        [
            6.70801,
            10.92676,
            6.70801,
            6.70801,
            10.92676,
            6.70801
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351929,
            -146797,
            -141168,
            340610,
            -145100,
            -141784
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735633800000,
    "first_datapoint_time": 1735833600000,
    "last_datapoint_time": 1758132900000,
    "evaluation_time": 1758133772044,
    "expiration_time": 1764612900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)