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Trade: DOGE/USDT/240/VWMA/KCL/5515

Strategy
DOGE/USDT/240/VWMA/KCL/5515
Pair
DOGE_USDT
Interval
4h
Score
433980
Daily Profit
0.277350
Profit Factor
2.122150
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
2270.000000
Evaluation Time
2025-09-21 19:11
Expiration Time
2025-11-28 20:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -11743836.0891 46885.7642 -11790721.8534 52857689.6252 -803569.852 53661259.4773
Total P&L (%) -11743.8361 46.8858 -11790.7219 52857.6896 -803.5699 53661.2595
Avg Daily Profit (%) -5.1735 0.0207 -5.1942 0.2767 0 0.2774
Buy And Hold Return (%) 9370.5882 9370.5882 9370.5882 9370.5882 9370.5882 9370.5882
Max Trade Drawdown -11854028 -28576 -11864437 -27874139 -18000092 -33166898
Profit Factor 0.0291 1.7417 0.0201 1.7724 0.961 2.1222
Total Trades 63 32 31 63 32 31
Winning Trades 35 20 15 33 17 16
Losing Trades 28 12 16 30 15 15
Profitability (%) 55.5556 62.5 48.3871 52.381 53.125 51.6129
Ratio Avg Win / Avg Loss 0.0233 1.045 0.0214 1.6113 0.848 1.9895
Largest Winning Trade 43251 22122 43251 56202971 9684566 56202971
Largest Losing Trade -11661297 -17254 -11661297 -17200955 -5212569 -17200955
Avg Bars in Trades 191 27 361 191 27 361
Avg Bars in Winners 146 27 305 179 29 338
Avg Bars in Losers 248 27 414 206 25 387
Bars Traded 12095 878 11217 12095 878 11217
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -731057 -326987 -581445 -139543 -580127 433980

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13620,
    "evaluation_days": 2270,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1564214400000,
    "last_datapoint_time": 1758470400000,
    "evaluation_time": 1758471115264,
    "expiration_time": 1764354240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 123,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -11743836.089146676,
            46885.7642415527,
            -11790721.853388226,
            52857689.62522658,
            -803569.8520445959,
            53661259.47727118
        ],
        [
            -11743.836089,
            46.885764,
            -11790.721853,
            52857.689625,
            -803.569852,
            53661.259477
        ],
        [
            -5.173496,
            0.020655,
            -5.194151,
            0.276685,
            0,
            0.27735
        ],
        [
            9370.588235,
            9370.588235,
            9370.588235,
            9370.588235,
            9370.588235,
            9370.588235
        ],
        [
            -11854028,
            -28576,
            -11864437,
            -27874139,
            -18000092,
            -33166898
        ],
        [
            0.029088,
            1.741683,
            0.020091,
            1.772417,
            0.961013,
            2.12215
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            35,
            20,
            15,
            33,
            17,
            16
        ],
        [
            28,
            12,
            16,
            30,
            15,
            15
        ],
        [
            55.555556,
            62.5,
            48.387097,
            52.380952,
            53.125,
            51.612903
        ],
        [
            0.023271,
            1.04501,
            0.02143,
            1.611288,
            0.847953,
            1.989515
        ],
        [
            43251,
            22122,
            43251,
            56202971,
            9684566,
            56202971
        ],
        [
            -11661297,
            -17254,
            -11661297,
            -17200955,
            -5212569,
            -17200955
        ],
        [
            191,
            27,
            361,
            191,
            27,
            361
        ],
        [
            146,
            27,
            305,
            179,
            29,
            338
        ],
        [
            248,
            27,
            414,
            206,
            25,
            387
        ],
        [
            12095,
            878,
            11217,
            12095,
            878,
            11217
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -731057,
            -326987,
            -581445,
            -139543,
            -580127,
            433980
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13620,
    "evaluation_days": 2270,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1564214400000,
    "last_datapoint_time": 1758470400000,
    "evaluation_time": 1758471115264,
    "expiration_time": 1764354240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 123,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)