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Trade: DOGE/USDT/15/SINWMA/VWAP/9922

Strategy
DOGE/USDT/15/SINWMA/VWAP/9922
Pair
DOGE_USDT
Interval
15m
Score
368674
Daily Profit
0.626837
Profit Factor
1.599505
Profitability
37.777778
Streak
7.053675
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-17 16:47
Expiration Time
2025-12-01 15:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 163240.9689 88406.1874 74834.7815 274692.2939 170603.7563 104088.5377
Total P&L (%) 163.241 88.4062 74.8348 274.6923 170.6038 104.0885
Avg Daily Profit (%) 0.6268 0.3395 0.2874 0.5085 0.383 0.2743
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33622 -45420 -25077 -79910 -57762 -46974
Profit Factor 1.5995 1.5978 1.6015 1.6297 1.7371 1.5083
Total Trades 180 90 90 180 90 90
Winning Trades 68 31 37 68 31 37
Losing Trades 112 59 53 112 59 53
Profitability (%) 37.7778 34.4444 41.1111 37.7778 34.4444 41.1111
Ratio Avg Win / Avg Loss 2.6345 3.0411 2.294 2.6842 3.3061 2.1605
Largest Winning Trade 35111 35111 18265 56109 56109 29061
Largest Losing Trade -10980 -7627 -10980 -21175 -21175 -17566
Avg Bars in Trades 137 142 133 137 142 133
Avg Bars in Winners 234 248 223 234 248 223
Avg Bars in Losers 78 86 70 78 86 70
Bars Traded 24780 12784 11996 24780 12784 11996
Profit Streak 7.0537 11.1578 7.0537 7.0537 11.1578 7.0537
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368674 185842 248991 334440 209232 224692

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735617600000,
    "first_datapoint_time": 1735758900000,
    "last_datapoint_time": 1758116700000,
    "evaluation_time": 1758116837558,
    "expiration_time": 1764596700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 158,
            "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": [
        [
            163240.9688847248,
            88406.1874070614,
            74834.7814776634,
            274692.2939485139,
            170603.7562577628,
            104088.5376907512
        ],
        [
            163.240969,
            88.406187,
            74.834781,
            274.692294,
            170.603756,
            104.088538
        ],
        [
            0.626837,
            0.339475,
            0.287362,
            0.508521,
            0.382993,
            0.274311
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33622,
            -45420,
            -25077,
            -79910,
            -57762,
            -46974
        ],
        [
            1.599505,
            1.597845,
            1.601479,
            1.629686,
            1.737118,
            1.50827
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            68,
            31,
            37,
            68,
            31,
            37
        ],
        [
            112,
            59,
            53,
            112,
            59,
            53
        ],
        [
            37.777778,
            34.444444,
            41.111111,
            37.777778,
            34.444444,
            41.111111
        ],
        [
            2.634479,
            3.041059,
            2.29401,
            2.684189,
            3.306127,
            2.160496
        ],
        [
            35111,
            35111,
            18265,
            56109,
            56109,
            29061
        ],
        [
            -10980,
            -7627,
            -10980,
            -21175,
            -21175,
            -17566
        ],
        [
            137,
            142,
            133,
            137,
            142,
            133
        ],
        [
            234,
            248,
            223,
            234,
            248,
            223
        ],
        [
            78,
            86,
            70,
            78,
            86,
            70
        ],
        [
            24780,
            12784,
            11996,
            24780,
            12784,
            11996
        ],
        [
            7.053675,
            11.157842,
            7.053675,
            7.053675,
            11.157842,
            7.053675
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368674,
            185842,
            248991,
            334440,
            209232,
            224692
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735617600000,
    "first_datapoint_time": 1735758900000,
    "last_datapoint_time": 1758116700000,
    "evaluation_time": 1758116837558,
    "expiration_time": 1764596700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 158,
            "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)