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Trade: DOGE/USDT/240/VWAP/HWMA/7638

Strategy
DOGE/USDT/240/VWAP/HWMA/7638
Pair
DOGE_USDT
Interval
4h
Score
327095
Daily Profit
0.213586
Profit Factor
4.988327
Profitability
48.044693
Streak
41.345664
Best Strategy
Training Data Length
2259.500000
Evaluation Time
2025-09-11 07:17
Expiration Time
2025-11-18 00:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 781519.2307 962717.3408 -181198.1101 -93534.2455 12306677.2235 -12400211.469
Total P&L (%) 781.5192 962.7173 -181.1981 -93.5342 12306.6772 -12400.2115
Avg Daily Profit (%) 0.3459 0.4261 -0.0802 -0.1211 0.2136 0
Buy And Hold Return (%) 6658.6078 6658.6078 6658.6078 6658.6078 6658.6078 6658.6078
Max Trade Drawdown -269577 -116452 -278545 -13104750 -1185110 -13470325
Profit Factor 1.4824 2.4822 0.8133 0.9952 4.9883 0.2408
Total Trades 357 179 178 357 179 178
Winning Trades 178 86 92 178 86 92
Losing Trades 179 93 86 179 93 86
Profitability (%) 49.8599 48.0447 51.6854 49.8599 48.0447 51.6854
Ratio Avg Win / Avg Loss 1.4907 2.6842 0.7603 1.0008 5.3944 0.2251
Largest Winning Trade 436943 436943 35112 8252485 8252485 1039029
Largest Losing Trade -92482 -42892 -92482 -8236064 -400634 -8236064
Avg Bars in Trades 37 37 37 37 37 37
Avg Bars in Winners 37 37 38 37 37 38
Avg Bars in Losers 37 37 37 37 37 37
Bars Traded 13528 6770 6759 13528 6770 6759
Profit Streak 9.8457 41.3457 0 9.8457 41.3457 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 -152818 -150030 -580182 -576635 327095 -580182

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13557,
    "evaluation_days": 2259.5,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1562328000000,
    "last_datapoint_time": 1757563200000,
    "evaluation_time": 1757564265392,
    "expiration_time": 1763419824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02536,
            "nb": 0.1,
            "nc": 0.2609
        }
    }
}
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": [
        [
            781519.2307033165,
            962717.3408124952,
            -181198.1101091795,
            -93534.24547167,
            12306677.22352377,
            -12400211.468995437
        ],
        [
            781.519231,
            962.717341,
            -181.19811,
            -93.534245,
            12306.677224,
            -12400.211469
        ],
        [
            0.345881,
            0.426075,
            -0.080194,
            -0.121133,
            0.213586,
            0
        ],
        [
            6658.607774,
            6658.607774,
            6658.607774,
            6658.607774,
            6658.607774,
            6658.607774
        ],
        [
            -269577,
            -116452,
            -278545,
            -13104750,
            -1185110,
            -13470325
        ],
        [
            1.482412,
            2.482166,
            0.813292,
            0.995183,
            4.988327,
            0.240808
        ],
        [
            357,
            179,
            178,
            357,
            179,
            178
        ],
        [
            178,
            86,
            92,
            178,
            86,
            92
        ],
        [
            179,
            93,
            86,
            179,
            93,
            86
        ],
        [
            49.859944,
            48.044693,
            51.685393,
            49.859944,
            48.044693,
            51.685393
        ],
        [
            1.49074,
            2.684203,
            0.760252,
            1.000774,
            5.394354,
            0.225103
        ],
        [
            436943,
            436943,
            35112,
            8252485,
            8252485,
            1039029
        ],
        [
            -92482,
            -42892,
            -92482,
            -8236064,
            -400634,
            -8236064
        ],
        [
            37,
            37,
            37,
            37,
            37,
            37
        ],
        [
            37,
            37,
            38,
            37,
            37,
            38
        ],
        [
            37,
            37,
            37,
            37,
            37,
            37
        ],
        [
            13528,
            6770,
            6759,
            13528,
            6770,
            6759
        ],
        [
            9.845664,
            41.345664,
            0,
            9.845664,
            41.345664,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152818,
            -150030,
            -580182,
            -576635,
            327095,
            -580182
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13557,
    "evaluation_days": 2259.5,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1562328000000,
    "last_datapoint_time": 1757563200000,
    "evaluation_time": 1757564265392,
    "expiration_time": 1763419824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02536,
            "nb": 0.1,
            "nc": 0.2609
        }
    }
}

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)