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Trade: DOGE/USDT/30/T3/VWAP/3393

Strategy
DOGE/USDT/30/T3/VWAP/3393
Pair
DOGE_USDT
Interval
30m
Score
402548
Daily Profit
0.470139
Profit Factor
1.579670
Profitability
37.871287
Streak
4.915521
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-21 15:58
Expiration Time
2025-12-05 14:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327871.6917 233811.8386 94059.853 1050623.3333 724759.0287 325864.3046
Total P&L (%) 327.8717 233.8118 94.0599 1050.6233 724.759 325.8643
Avg Daily Profit (%) 0.6295 0.4489 0.1806 0.4701 0.4059 0.2786
Buy And Hold Return (%) 71.8329 71.8329 71.8329 71.8329 71.8329 71.8329
Max Trade Drawdown -53636 -54463 -34486 -159701 -165555 -95736
Profit Factor 1.54 1.7554 1.316 1.5797 1.7832 1.3673
Total Trades 404 202 202 404 202 202
Winning Trades 153 78 75 153 78 75
Losing Trades 251 124 127 251 124 127
Profitability (%) 37.8713 38.6139 37.1287 37.8713 38.6139 37.1287
Ratio Avg Win / Avg Loss 2.5263 2.7906 2.2284 2.5915 2.8349 2.3153
Largest Winning Trade 89635 89635 19902 148108 148108 85921
Largest Losing Trade -10817 -9260 -10817 -62307 -40465 -62307
Avg Bars in Trades 61 63 59 61 63 59
Avg Bars in Winners 101 102 99 101 102 99
Avg Bars in Losers 37 38 36 37 38 36
Bars Traded 24908 12789 12119 24908 12789 12119
Profit Streak 4.9155 4.9572 4.9155 4.9155 4.9572 4.9155
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365912 229485 -65198 402548 337035 133894

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713459600000,
    "first_datapoint_time": 1713564000000,
    "last_datapoint_time": 1758457800000,
    "evaluation_time": 1758459501030,
    "expiration_time": 1764937800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 59,
            "offset": 0,
            "a": 0.78546
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            327871.6916504692,
            233811.838623371,
            94059.853027098,
            1050623.3333238822,
            724759.0287080129,
            325864.3046158696
        ],
        [
            327.871692,
            233.811839,
            94.059853,
            1050.623333,
            724.759029,
            325.864305
        ],
        [
            0.629518,
            0.448922,
            0.180596,
            0.470139,
            0.405929,
            0.278588
        ],
        [
            71.832893,
            71.832893,
            71.832893,
            71.832893,
            71.832893,
            71.832893
        ],
        [
            -53636,
            -54463,
            -34486,
            -159701,
            -165555,
            -95736
        ],
        [
            1.539957,
            1.755357,
            1.315976,
            1.57967,
            1.783237,
            1.367331
        ],
        [
            404,
            202,
            202,
            404,
            202,
            202
        ],
        [
            153,
            78,
            75,
            153,
            78,
            75
        ],
        [
            251,
            124,
            127,
            251,
            124,
            127
        ],
        [
            37.871287,
            38.613861,
            37.128713,
            37.871287,
            38.613861,
            37.128713
        ],
        [
            2.526334,
            2.790568,
            2.228386,
            2.591484,
            2.83489,
            2.315347
        ],
        [
            89635,
            89635,
            19902,
            148108,
            148108,
            85921
        ],
        [
            -10817,
            -9260,
            -10817,
            -62307,
            -40465,
            -62307
        ],
        [
            61,
            63,
            59,
            61,
            63,
            59
        ],
        [
            101,
            102,
            99,
            101,
            102,
            99
        ],
        [
            37,
            38,
            36,
            37,
            38,
            36
        ],
        [
            24908,
            12789,
            12119,
            24908,
            12789,
            12119
        ],
        [
            4.915521,
            4.957188,
            4.915521,
            4.915521,
            4.957188,
            4.915521
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365912,
            229485,
            -65198,
            402548,
            337035,
            133894
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713459600000,
    "first_datapoint_time": 1713564000000,
    "last_datapoint_time": 1758457800000,
    "evaluation_time": 1758459501030,
    "expiration_time": 1764937800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 59,
            "offset": 0,
            "a": 0.78546
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)