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Trade: DOGE/USDT/15/VWMA/SSF/8462

Strategy
DOGE/USDT/15/VWMA/SSF/8462
Pair
DOGE_USDT
Interval
15m
Score
317361
Daily Profit
0.354641
Profit Factor
1.288507
Profitability
48.913043
Streak
5.157338
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-16 16:16
Expiration Time
2025-11-30 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 92355.6231 50863.3888 41492.2343 92863.1089 46804.7971 46058.3118
Total P&L (%) 92.3556 50.8634 41.4922 92.8631 46.8048 46.0583
Avg Daily Profit (%) 0.3546 0.1953 0.1593 0.2525 0.1475 0.1456
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39007 -41014 -35136 -62933 -56713 -55738
Profit Factor 1.2885 1.2949 1.281 1.1987 1.1868 1.2124
Total Trades 184 92 92 184 92 92
Winning Trades 90 42 48 90 42 48
Losing Trades 94 50 44 94 50 44
Profitability (%) 48.913 45.6522 52.1739 48.913 45.6522 52.1739
Ratio Avg Win / Avg Loss 1.3458 1.5416 1.1743 1.2519 1.4129 1.1113
Largest Winning Trade 19835 19835 18098 25084 25084 18780
Largest Losing Trade -16310 -16310 -9415 -21867 -21867 -17514
Avg Bars in Trades 133 134 132 133 134 132
Avg Bars in Winners 145 135 153 145 135 153
Avg Bars in Losers 122 133 110 122 133 110
Bars Traded 24589 12361 12228 24589 12361 12228
Profit Streak 5.1573 11.3761 0 5.1573 11.3761 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317361 201474 134267 214001 -14606 -2261

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735528500000,
    "first_datapoint_time": 1735743600000,
    "last_datapoint_time": 1758027600000,
    "evaluation_time": 1758028594033,
    "expiration_time": 1764507600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 210,
            "offset": 0,
            "poles": 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": [
        [
            92355.6231176674,
            50863.3888091618,
            41492.2343085055,
            92863.1088754116,
            46804.7971245846,
            46058.3117508269
        ],
        [
            92.355623,
            50.863389,
            41.492234,
            92.863109,
            46.804797,
            46.058312
        ],
        [
            0.354641,
            0.195313,
            0.159328,
            0.25253,
            0.147537,
            0.145577
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39007,
            -41014,
            -35136,
            -62933,
            -56713,
            -55738
        ],
        [
            1.288507,
            1.294906,
            1.281033,
            1.198675,
            1.186819,
            1.212371
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            90,
            42,
            48,
            90,
            42,
            48
        ],
        [
            94,
            50,
            44,
            94,
            50,
            44
        ],
        [
            48.913043,
            45.652174,
            52.173913,
            48.913043,
            45.652174,
            52.173913
        ],
        [
            1.345774,
            1.541554,
            1.17428,
            1.251949,
            1.41288,
            1.11134
        ],
        [
            19835,
            19835,
            18098,
            25084,
            25084,
            18780
        ],
        [
            -16310,
            -16310,
            -9415,
            -21867,
            -21867,
            -17514
        ],
        [
            133,
            134,
            132,
            133,
            134,
            132
        ],
        [
            145,
            135,
            153,
            145,
            135,
            153
        ],
        [
            122,
            133,
            110,
            122,
            133,
            110
        ],
        [
            24589,
            12361,
            12228,
            24589,
            12361,
            12228
        ],
        [
            5.157338,
            11.376088,
            0,
            5.157338,
            11.376088,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317361,
            201474,
            134267,
            214001,
            -14606,
            -2261
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735528500000,
    "first_datapoint_time": 1735743600000,
    "last_datapoint_time": 1758027600000,
    "evaluation_time": 1758028594033,
    "expiration_time": 1764507600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 210,
            "offset": 0,
            "poles": 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)