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Trade: DOGE/USDT/240/VWAP/KCL/4282

Strategy
DOGE/USDT/240/VWAP/KCL/4282
Pair
DOGE_USDT
Interval
4h
Score
364673
Daily Profit
0.265818
Profit Factor
1.648120
Profitability
46.902655
Streak
100.068651
Best Strategy
Training Data Length
2262.330000
Evaluation Time
2025-09-14 04:38
Expiration Time
2025-11-20 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -8301416.2506 110182.3506 -8411598.6012 40473876.0013 9544104.022 30929771.9793
Total P&L (%) -8301.4163 110.1824 -8411.5986 40473.876 9544.104 30929.772
Avg Daily Profit (%) -3.6694 0.0487 -3.7181 0.2658 0.2022 0.2539
Buy And Hold Return (%) 9634.8705 9634.8705 9634.8705 9634.8705 9634.8705 9634.8705
Max Trade Drawdown -8505443 -18427 -8543502 -30944529 -5524322 -25759571
Profit Factor 0.0659 2.5459 0.0458 1.6481 1.6457 1.6489
Total Trades 113 57 56 113 57 56
Winning Trades 85 44 41 53 28 25
Losing Trades 28 13 15 60 29 31
Profitability (%) 75.2212 77.193 73.2143 46.9027 49.1228 44.6429
Ratio Avg Win / Avg Loss 0.0217 0.7522 0.0168 1.8658 1.7045 2.0446
Largest Winning Trade 28095 22184 28095 21367940 4742095 21367940
Largest Losing Trade -8400572 -18427 -8400572 -7843200 -1562361 -7843200
Avg Bars in Trades 113 9 219 113 9 219
Avg Bars in Winners 51 6 99 124 9 253
Avg Bars in Losers 302 20 547 103 8 192
Bars Traded 12831 533 12298 12831 533 12298
Profit Streak 100.0687 196.902 100.0687 100.0687 196.902 100.0687
Trades During Streak 3 6 1 3 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575574 -466384 -757263 364673 -333285 -172881

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13574,
    "evaluation_days": 2262.33,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1564200000000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757813931488,
    "expiration_time": 1763671968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 131,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -8301416.250621751,
            110182.3505886053,
            -8411598.601210352,
            40473876.00130537,
            9544104.02201543,
            30929771.979289934
        ],
        [
            -8301.416251,
            110.182351,
            -8411.598601,
            40473.876001,
            9544.104022,
            30929.771979
        ],
        [
            -3.66941,
            0.048703,
            -3.718113,
            0.265818,
            0.202161,
            0.253934
        ],
        [
            9634.870514,
            9634.870514,
            9634.870514,
            9634.870514,
            9634.870514,
            9634.870514
        ],
        [
            -8505443,
            -18427,
            -8543502,
            -30944529,
            -5524322,
            -25759571
        ],
        [
            0.065858,
            2.545923,
            0.045806,
            1.64812,
            1.645713,
            1.648866
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            85,
            44,
            41,
            53,
            28,
            25
        ],
        [
            28,
            13,
            15,
            60,
            29,
            31
        ],
        [
            75.221239,
            77.192982,
            73.214286,
            46.902655,
            49.122807,
            44.642857
        ],
        [
            0.021694,
            0.752205,
            0.016758,
            1.865796,
            1.704489,
            2.044593
        ],
        [
            28095,
            22184,
            28095,
            21367940,
            4742095,
            21367940
        ],
        [
            -8400572,
            -18427,
            -8400572,
            -7843200,
            -1562361,
            -7843200
        ],
        [
            113,
            9,
            219,
            113,
            9,
            219
        ],
        [
            51,
            6,
            99,
            124,
            9,
            253
        ],
        [
            302,
            20,
            547,
            103,
            8,
            192
        ],
        [
            12831,
            533,
            12298,
            12831,
            533,
            12298
        ],
        [
            100.068651,
            196.901985,
            100.068651,
            100.068651,
            196.901985,
            100.068651
        ],
        [
            3,
            6,
            1,
            3,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575574,
            -466384,
            -757263,
            364673,
            -333285,
            -172881
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13574,
    "evaluation_days": 2262.33,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1564200000000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757813931488,
    "expiration_time": 1763671968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 131,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)