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Trade: DOGE/USDT/15/T3/VWAP/5394

Strategy
DOGE/USDT/15/T3/VWAP/5394
Pair
DOGE_USDT
Interval
15m
Score
304761
Daily Profit
0.545420
Profit Factor
1.519212
Profitability
38.121547
Streak
4.689185
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-15 20:17
Expiration Time
2025-11-29 19:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 142038.29 80012.2576 62026.0324 208740.4942 153401.1537 55339.3406
Total P&L (%) 142.0383 80.0123 62.026 208.7405 153.4012 55.3393
Avg Daily Profit (%) 0.5454 0.3072 0.2382 0.4338 0.3577 0.1693
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57103 -56485 -18713 -59090 -58671 -38223
Profit Factor 1.5192 1.5291 1.507 1.4997 1.6909 1.2828
Total Trades 181 91 90 181 91 90
Winning Trades 69 35 34 69 35 34
Losing Trades 112 56 56 112 56 56
Profitability (%) 38.1215 38.4615 37.7778 38.1215 38.4615 37.7778
Ratio Avg Win / Avg Loss 2.466 2.4466 2.4821 2.4343 2.7055 2.1128
Largest Winning Trade 34041 34041 17150 46326 46326 27642
Largest Losing Trade -9728 -9728 -7576 -18977 -18977 -18484
Avg Bars in Trades 136 148 123 136 148 123
Avg Bars in Winners 234 246 221 234 246 221
Avg Bars in Losers 75 87 63 75 87 63
Bars Traded 24639 13526 11114 24639 13526 11114
Profit Streak 4.6892 9.2309 0 4.6892 9.2309 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304761 217859 122879 266139 255291 36310

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735457400000,
    "first_datapoint_time": 1735580700000,
    "last_datapoint_time": 1757956500000,
    "evaluation_time": 1757956645596,
    "expiration_time": 1764436500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 138,
            "offset": 0,
            "a": 0.74294
        }
    },
    "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": [
        [
            142038.2899977212,
            80012.2575826157,
            62026.0324151054,
            208740.4942301021,
            153401.1536654438,
            55339.3405646583
        ],
        [
            142.03829,
            80.012258,
            62.026032,
            208.740494,
            153.401154,
            55.339341
        ],
        [
            0.54542,
            0.307243,
            0.238177,
            0.433828,
            0.357678,
            0.169271
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57103,
            -56485,
            -18713,
            -59090,
            -58671,
            -38223
        ],
        [
            1.519212,
            1.529112,
            1.506975,
            1.499731,
            1.690939,
            1.282795
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            38.121547,
            38.461538,
            37.777778,
            38.121547,
            38.461538,
            37.777778
        ],
        [
            2.465967,
            2.446579,
            2.482077,
            2.434347,
            2.705503,
            2.112839
        ],
        [
            34041,
            34041,
            17150,
            46326,
            46326,
            27642
        ],
        [
            -9728,
            -9728,
            -7576,
            -18977,
            -18977,
            -18484
        ],
        [
            136,
            148,
            123,
            136,
            148,
            123
        ],
        [
            234,
            246,
            221,
            234,
            246,
            221
        ],
        [
            75,
            87,
            63,
            75,
            87,
            63
        ],
        [
            24639,
            13526,
            11114,
            24639,
            13526,
            11114
        ],
        [
            4.689185,
            9.230852,
            0,
            4.689185,
            9.230852,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304761,
            217859,
            122879,
            266139,
            255291,
            36310
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735457400000,
    "first_datapoint_time": 1735580700000,
    "last_datapoint_time": 1757956500000,
    "evaluation_time": 1757956645596,
    "expiration_time": 1764436500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 138,
            "offset": 0,
            "a": 0.74294
        }
    },
    "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)