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Trade: DOGE/USDT/15/VWMA/VWMA/1227

Strategy
DOGE/USDT/15/VWMA/VWMA/1227
Pair
DOGE_USDT
Interval
15m
Score
328965
Daily Profit
0.433148
Profit Factor
1.336537
Profitability
43.223443
Streak
5.393797
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-16 18:12
Expiration Time
2025-11-30 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 112800.526 66370.3131 46430.2129 122526.5983 83827.5808 38699.0174
Total P&L (%) 112.8005 66.3703 46.4302 122.5266 83.8276 38.699
Avg Daily Profit (%) 0.4331 0.2549 0.1783 0.3076 0.2341 0.1257
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61896 -34663 -33891 -168148 -82104 -90659
Profit Factor 1.3365 1.3841 1.2859 1.1829 1.2459 1.1176
Total Trades 273 137 136 273 137 136
Winning Trades 118 57 61 118 57 61
Losing Trades 155 80 75 155 80 75
Profitability (%) 43.2234 41.6058 44.8529 43.2234 41.6058 44.8529
Ratio Avg Win / Avg Loss 1.7556 1.9426 1.581 1.5538 1.7487 1.3741
Largest Winning Trade 43762 43762 14397 70843 70843 31632
Largest Losing Trade -11729 -7783 -11729 -27628 -26141 -27628
Avg Bars in Trades 90 90 89 90 90 89
Avg Bars in Winners 126 120 131 126 120 131
Avg Bars in Losers 62 69 55 62 69 55
Bars Traded 24654 12441 12213 24654 12441 12213
Profit Streak 5.3938 9.6855 0 5.3938 9.6855 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328965 226500 118905 -11602 198411 -122331

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735535700000,
    "first_datapoint_time": 1735685100000,
    "last_datapoint_time": 1758034800000,
    "evaluation_time": 1758035524110,
    "expiration_time": 1764514800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 151,
            "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": [
        [
            112800.5260371396,
            66370.3131065312,
            46430.2129306083,
            122526.5982646738,
            83827.5808230375,
            38699.017441636
        ],
        [
            112.800526,
            66.370313,
            46.430213,
            122.526598,
            83.827581,
            38.699017
        ],
        [
            0.433148,
            0.254859,
            0.17829,
            0.307621,
            0.23406,
            0.125698
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61896,
            -34663,
            -33891,
            -168148,
            -82104,
            -90659
        ],
        [
            1.336537,
            1.384128,
            1.285903,
            1.182879,
            1.245939,
            1.117576
        ],
        [
            273,
            137,
            136,
            273,
            137,
            136
        ],
        [
            118,
            57,
            61,
            118,
            57,
            61
        ],
        [
            155,
            80,
            75,
            155,
            80,
            75
        ],
        [
            43.223443,
            41.605839,
            44.852941,
            43.223443,
            41.605839,
            44.852941
        ],
        [
            1.75562,
            1.942636,
            1.581028,
            1.553782,
            1.748686,
            1.374069
        ],
        [
            43762,
            43762,
            14397,
            70843,
            70843,
            31632
        ],
        [
            -11729,
            -7783,
            -11729,
            -27628,
            -26141,
            -27628
        ],
        [
            90,
            90,
            89,
            90,
            90,
            89
        ],
        [
            126,
            120,
            131,
            126,
            120,
            131
        ],
        [
            62,
            69,
            55,
            62,
            69,
            55
        ],
        [
            24654,
            12441,
            12213,
            24654,
            12441,
            12213
        ],
        [
            5.393797,
            9.685464,
            0,
            5.393798,
            9.685464,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328965,
            226500,
            118905,
            -11602,
            198411,
            -122331
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735535700000,
    "first_datapoint_time": 1735685100000,
    "last_datapoint_time": 1758034800000,
    "evaluation_time": 1758035524110,
    "expiration_time": 1764514800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 151,
            "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)