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Trade: DOGE/USDT/15/VWMA/KCB/2433

Strategy
DOGE/USDT/15/VWMA/KCB/2433
Pair
DOGE_USDT
Interval
15m
Score
301477
Daily Profit
0.326890
Profit Factor
1.229016
Profitability
46.341463
Streak
8.940904
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-20 08:19
Expiration Time
2025-12-04 07:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 85128.7092 40988.3136 44140.3956 73065.1634 47755.0519 25310.1115
Total P&L (%) 85.1287 40.9883 44.1404 73.0652 47.7551 25.3101
Avg Daily Profit (%) 0.3269 0.1574 0.1695 0.2108 0.15 0.0867
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80132 -72325 -31576 -77782 -64916 -52283
Profit Factor 1.229 1.2076 1.2532 1.1894 1.2398 1.1357
Total Trades 246 123 123 246 123 123
Winning Trades 114 58 56 114 58 56
Losing Trades 132 65 67 132 65 67
Profitability (%) 46.3415 47.1545 45.5285 46.3415 47.1545 45.5285
Ratio Avg Win / Avg Loss 1.4231 1.3534 1.4994 1.3772 1.3895 1.3587
Largest Winning Trade 24674 24674 14789 23866 23866 20722
Largest Losing Trade -22197 -22197 -10665 -18621 -15744 -18621
Avg Bars in Trades 100 103 97 100 103 97
Avg Bars in Winners 121 113 130 121 113 130
Avg Bars in Losers 81 94 69 81 94 69
Bars Traded 24677 12704 11973 24677 12704 11973
Profit Streak 8.9409 13.743 8.9409 8.9409 13.743 8.9409
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301477 126306 93989 -4417 152773 -154762

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735846200000,
    "first_datapoint_time": 1736013600000,
    "last_datapoint_time": 1758345300000,
    "evaluation_time": 1758345594137,
    "expiration_time": 1764825300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 143,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            85128.7092412434,
            40988.3136167134,
            44140.3956245302,
            73065.1634119693,
            47755.0519036927,
            25310.1115082766
        ],
        [
            85.128709,
            40.988314,
            44.140396,
            73.065163,
            47.755052,
            25.310112
        ],
        [
            0.32689,
            0.157393,
            0.169497,
            0.210842,
            0.150019,
            0.086675
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80132,
            -72325,
            -31576,
            -77782,
            -64916,
            -52283
        ],
        [
            1.229016,
            1.207624,
            1.253244,
            1.189434,
            1.239817,
            1.13566
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            114,
            58,
            56,
            114,
            58,
            56
        ],
        [
            132,
            65,
            67,
            132,
            65,
            67
        ],
        [
            46.341463,
            47.154472,
            45.528455,
            46.341463,
            47.154472,
            45.528455
        ],
        [
            1.423071,
            1.353372,
            1.499417,
            1.37724,
            1.38945,
            1.358736
        ],
        [
            24674,
            24674,
            14789,
            23866,
            23866,
            20722
        ],
        [
            -22197,
            -22197,
            -10665,
            -18621,
            -15744,
            -18621
        ],
        [
            100,
            103,
            97,
            100,
            103,
            97
        ],
        [
            121,
            113,
            130,
            121,
            113,
            130
        ],
        [
            81,
            94,
            69,
            81,
            94,
            69
        ],
        [
            24677,
            12704,
            11973,
            24677,
            12704,
            11973
        ],
        [
            8.940904,
            13.742988,
            8.940904,
            8.940904,
            13.742988,
            8.940904
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301477,
            126306,
            93989,
            -4417,
            152773,
            -154762
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735846200000,
    "first_datapoint_time": 1736013600000,
    "last_datapoint_time": 1758345300000,
    "evaluation_time": 1758345594137,
    "expiration_time": 1764825300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 143,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)