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Trade: DOGE/USDT/30/SSF/WMA/3497

Strategy
DOGE/USDT/30/SSF/WMA/3497
Pair
DOGE_USDT
Interval
30m
Score
442588
Daily Profit
0.573733
Profit Factor
1.709537
Profitability
38.613861
Streak
5.457004
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-16 10:58
Expiration Time
2025-11-30 09:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383290.3743 267610.5699 115679.8043 1868058.8504 1368878.8911 499179.9593
Total P&L (%) 383.2904 267.6106 115.6798 1868.0589 1368.8789 499.18
Avg Daily Profit (%) 0.7359 0.5138 0.2221 0.5737 0.5173 0.3443
Buy And Hold Return (%) 70.2815 70.2815 70.2815 70.2815 70.2815 70.2815
Max Trade Drawdown -48126 -48316 -43485 -239954 -195658 -210407
Profit Factor 1.6541 1.9116 1.3956 1.7095 2.0547 1.374
Total Trades 404 202 202 404 202 202
Winning Trades 156 82 74 156 82 74
Losing Trades 248 120 128 248 120 128
Profitability (%) 38.6139 40.5941 36.6337 38.6139 40.5941 36.6337
Ratio Avg Win / Avg Loss 2.6296 2.7975 2.414 2.7177 3.0068 2.3766
Largest Winning Trade 87710 87710 19980 288664 288664 179378
Largest Losing Trade -13461 -8830 -13461 -124454 -59554 -124454
Avg Bars in Trades 61 62 60 61 62 60
Avg Bars in Winners 102 102 102 102 102 102
Avg Bars in Losers 35 34 36 35 34 36
Bars Traded 24748 12545 12203 24748 12545 12203
Profit Streak 5.457 5.4778 0 5.457 5.4778 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436529 306790 -4924 442588 418943 188527

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713009600000,
    "first_datapoint_time": 1713148200000,
    "last_datapoint_time": 1758007800000,
    "evaluation_time": 1758009485138,
    "expiration_time": 1764487800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 138,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 78,
            "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": [
        [
            383290.3742587076,
            267610.5699385783,
            115679.8043201293,
            1868058.8503889148,
            1368878.8910891465,
            499179.9592997684
        ],
        [
            383.290374,
            267.61057,
            115.679804,
            1868.05885,
            1368.878891,
            499.179959
        ],
        [
            0.735922,
            0.513816,
            0.222107,
            0.573733,
            0.517257,
            0.344349
        ],
        [
            70.281457,
            70.281457,
            70.281457,
            70.281457,
            70.281457,
            70.281457
        ],
        [
            -48126,
            -48316,
            -43485,
            -239954,
            -195658,
            -210407
        ],
        [
            1.654095,
            1.911599,
            1.39559,
            1.709537,
            2.054673,
            1.373955
        ],
        [
            404,
            202,
            202,
            404,
            202,
            202
        ],
        [
            156,
            82,
            74,
            156,
            82,
            74
        ],
        [
            248,
            120,
            128,
            248,
            120,
            128
        ],
        [
            38.613861,
            40.594059,
            36.633663,
            38.613861,
            40.594059,
            36.633663
        ],
        [
            2.629588,
            2.797462,
            2.413993,
            2.717725,
            3.006838,
            2.37657
        ],
        [
            87710,
            87710,
            19980,
            288664,
            288664,
            179378
        ],
        [
            -13461,
            -8830,
            -13461,
            -124454,
            -59554,
            -124454
        ],
        [
            61,
            62,
            60,
            61,
            62,
            60
        ],
        [
            102,
            102,
            102,
            102,
            102,
            102
        ],
        [
            35,
            34,
            36,
            35,
            34,
            36
        ],
        [
            24748,
            12545,
            12203,
            24748,
            12545,
            12203
        ],
        [
            5.457004,
            5.477837,
            0,
            5.457004,
            5.477837,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436529,
            306790,
            -4924,
            442588,
            418943,
            188527
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713009600000,
    "first_datapoint_time": 1713148200000,
    "last_datapoint_time": 1758007800000,
    "evaluation_time": 1758009485138,
    "expiration_time": 1764487800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 138,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 78,
            "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)