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Trade: DOGE/USDT/240/KCL/VWMA/1616

Strategy
DOGE/USDT/240/KCL/VWMA/1616
Pair
DOGE_USDT
Interval
4h
Score
391340
Daily Profit
5.627895
Profit Factor
26.345656
Profitability
34.615385
Streak
85.569255
Best Strategy
Training Data Length
2256.170000
Evaluation Time
2025-09-08 00:39
Expiration Time
2025-11-14 14:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 12697487.4613 12651424.8905 46062.5707 18605139.3395 15701726.2216 2903413.1179
Total P&L (%) 12697.4875 12651.4249 46.0626 18605.1393 15701.7262 2903.4131
Avg Daily Profit (%) 5.6279 5.6075 0.0204 0.2321 0.2246 0.1509
Buy And Hold Return (%) 7769.4279 7769.4279 7769.4279 7769.4279 7769.4279 7769.4279
Max Trade Drawdown -112506 -121507 -61184 -12564004 -12721149 -5345594
Profit Factor 26.3457 37.8685 1.2919 1.442 1.5348 1.228
Total Trades 130 65 65 130 65 65
Winning Trades 45 18 27 45 18 27
Losing Trades 85 47 38 85 47 38
Profitability (%) 34.6154 27.6923 41.5385 34.6154 27.6923 41.5385
Ratio Avg Win / Avg Loss 49.764 98.8789 1.8182 2.7237 4.0075 1.7282
Largest Winning Trade 12472173 12472173 45628 16369868 16369868 3360500
Largest Losing Trade -19706 -19706 -12550 -2815546 -2815546 -1655968
Avg Bars in Trades 101 146 56 101 146 56
Avg Bars in Winners 198 363 88 198 363 88
Avg Bars in Losers 49 63 32 49 63 32
Bars Traded 13169 9524 3645 13169 9524 3645
Profit Streak 85.5693 85.5693 89.2359 85.5693 85.5693 89.2359
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391340 -134243 -464506 66336 -145219 -291693

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13537,
    "evaluation_days": 2256.17,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1564372800000,
    "last_datapoint_time": 1757275200000,
    "evaluation_time": 1757281183634,
    "expiration_time": 1763123184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 143,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 20,
            "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": [
        [
            12697487.461280026,
            12651424.890540686,
            46062.5707393411,
            18605139.339498334,
            15701726.221596606,
            2903413.117901732
        ],
        [
            12697.487461,
            12651.424891,
            46.062571,
            18605.139339,
            15701.726222,
            2903.413118
        ],
        [
            5.627895,
            5.607479,
            0.020416,
            0.232139,
            0.224646,
            0.150915
        ],
        [
            7769.427869,
            7769.427869,
            7769.427869,
            7769.427869,
            7769.427869,
            7769.427869
        ],
        [
            -112506,
            -121507,
            -61184,
            -12564004,
            -12721149,
            -5345594
        ],
        [
            26.345656,
            37.868514,
            1.291862,
            1.441969,
            1.534804,
            1.227965
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            45,
            18,
            27,
            45,
            18,
            27
        ],
        [
            85,
            47,
            38,
            85,
            47,
            38
        ],
        [
            34.615385,
            27.692308,
            41.538462,
            34.615385,
            27.692308,
            41.538462
        ],
        [
            49.764017,
            98.878897,
            1.818176,
            2.723719,
            4.007544,
            1.728247
        ],
        [
            12472173,
            12472173,
            45628,
            16369868,
            16369868,
            3360500
        ],
        [
            -19706,
            -19706,
            -12550,
            -2815546,
            -2815546,
            -1655968
        ],
        [
            101,
            146,
            56,
            101,
            146,
            56
        ],
        [
            198,
            363,
            88,
            198,
            363,
            88
        ],
        [
            49,
            63,
            32,
            49,
            63,
            32
        ],
        [
            13169,
            9524,
            3645,
            13169,
            9524,
            3645
        ],
        [
            85.569255,
            85.569255,
            89.235922,
            85.569255,
            85.569255,
            89.235922
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391340,
            -134243,
            -464506,
            66336,
            -145219,
            -291693
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13537,
    "evaluation_days": 2256.17,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1564372800000,
    "last_datapoint_time": 1757275200000,
    "evaluation_time": 1757281183634,
    "expiration_time": 1763123184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 143,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 20,
            "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)