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Trade: DOGE/USDT/15/WMA/VWAP/5360

Strategy
DOGE/USDT/15/WMA/VWAP/5360
Pair
DOGE_USDT
Interval
15m
Score
370529
Daily Profit
0.490468
Profit Factor
1.347844
Profitability
41.904762
Streak
5.487024
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-16 03:41
Expiration Time
2025-11-30 02:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 127727.5856 72533.8855 55193.7001 164318.7374 115469.4981 48849.2393
Total P&L (%) 127.7276 72.5339 55.1937 164.3187 115.4695 48.8492
Avg Daily Profit (%) 0.4905 0.2785 0.2119 0.3739 0.2952 0.1529
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45296 -49209 -24120 -83831 -55367 -48430
Profit Factor 1.3478 1.357 1.3365 1.2949 1.3807 1.1924
Total Trades 315 158 157 315 158 157
Winning Trades 132 64 68 132 64 68
Losing Trades 183 94 89 183 94 89
Profitability (%) 41.9048 40.5063 43.3121 41.9048 40.5063 43.3121
Ratio Avg Win / Avg Loss 1.8686 1.9931 1.7493 1.7952 2.0279 1.5607
Largest Winning Trade 35111 35111 18265 41272 41272 24277
Largest Losing Trade -8716 -8407 -8716 -15758 -15597 -15758
Avg Bars in Trades 78 84 72 78 84 72
Avg Bars in Winners 121 124 119 121 124 119
Avg Bars in Losers 47 56 37 47 56 37
Bars Traded 24716 13286 11430 24716 13286 11430
Profit Streak 5.487 6.0287 5.487 5.487 6.0287 5.487
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370529 222827 184740 323028 233171 -4979

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735483500000,
    "first_datapoint_time": 1735604100000,
    "last_datapoint_time": 1757982600000,
    "evaluation_time": 1757983278932,
    "expiration_time": 1764462600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 135,
            "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": [
        [
            127727.5855723003,
            72533.8854982704,
            55193.7000740298,
            164318.737449183,
            115469.4981063828,
            48849.2393428005
        ],
        [
            127.727586,
            72.533885,
            55.1937,
            164.318737,
            115.469498,
            48.849239
        ],
        [
            0.490468,
            0.278527,
            0.211941,
            0.373935,
            0.295208,
            0.152856
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45296,
            -49209,
            -24120,
            -83831,
            -55367,
            -48430
        ],
        [
            1.347844,
            1.356984,
            1.33652,
            1.294912,
            1.380674,
            1.192433
        ],
        [
            315,
            158,
            157,
            315,
            158,
            157
        ],
        [
            132,
            64,
            68,
            132,
            64,
            68
        ],
        [
            183,
            94,
            89,
            183,
            94,
            89
        ],
        [
            41.904762,
            40.506329,
            43.312102,
            41.904762,
            40.506329,
            43.312102
        ],
        [
            1.868601,
            1.99307,
            1.749269,
            1.795219,
            2.027865,
            1.560685
        ],
        [
            35111,
            35111,
            18265,
            41272,
            41272,
            24277
        ],
        [
            -8716,
            -8407,
            -8716,
            -15758,
            -15597,
            -15758
        ],
        [
            78,
            84,
            72,
            78,
            84,
            72
        ],
        [
            121,
            124,
            119,
            121,
            124,
            119
        ],
        [
            47,
            56,
            37,
            47,
            56,
            37
        ],
        [
            24716,
            13286,
            11430,
            24716,
            13286,
            11430
        ],
        [
            5.487024,
            6.028691,
            5.487025,
            5.487025,
            6.028691,
            5.487025
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370529,
            222827,
            184740,
            323028,
            233171,
            -4979
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735483500000,
    "first_datapoint_time": 1735604100000,
    "last_datapoint_time": 1757982600000,
    "evaluation_time": 1757983278932,
    "expiration_time": 1764462600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 135,
            "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)