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Trade: DOGE/USDT/30/VWMA/SSF/3161

Strategy
DOGE/USDT/30/VWMA/SSF/3161
Pair
DOGE_USDT
Interval
30m
Score
467737
Daily Profit
0.501486
Profit Factor
1.444752
Profitability
49.008499
Streak
4.047304
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-12 14:38
Expiration Time
2025-11-26 13:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 261189.024 178247.2319 82941.7921 635677.8039 364149.4557 271528.3482
Total P&L (%) 261.189 178.2472 82.9418 635.6778 364.1495 271.5283
Avg Daily Profit (%) 0.5015 0.3422 0.1592 0.3839 0.2952 0.2523
Buy And Hold Return (%) 30.9572 30.9572 30.9572 30.9572 30.9572 30.9572
Max Trade Drawdown -53043 -36158 -35538 -448893 -318022 -291724
Profit Factor 1.4448 1.6026 1.2846 1.2109 1.2268 1.1928
Total Trades 353 176 177 353 176 177
Winning Trades 173 83 90 173 83 90
Losing Trades 180 93 87 180 93 87
Profitability (%) 49.0085 47.1591 50.8475 49.0085 47.1591 50.8475
Ratio Avg Win / Avg Loss 1.5032 1.7957 1.2417 1.2599 1.3746 1.1531
Largest Winning Trade 36620 36620 27403 179779 179779 112228
Largest Losing Trade -13578 -12523 -13578 -103249 -103249 -78537
Avg Bars in Trades 69 69 70 69 69 70
Avg Bars in Winners 74 71 77 74 71 77
Avg Bars in Losers 65 67 62 65 67 62
Bars Traded 24632 12217 12415 24632 12217 12415
Profit Streak 4.0473 0 4.1098 4.0473 0 4.1098
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467737 350446 131788 355114 243491 -569

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1712678400000,
    "first_datapoint_time": 1712921400000,
    "last_datapoint_time": 1757676600000,
    "evaluation_time": 1757677087093,
    "expiration_time": 1764156600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 105,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            261189.0240350774,
            178247.2319344301,
            82941.7921006471,
            635677.8038817461,
            364149.4556863604,
            271528.3481953865
        ],
        [
            261.189024,
            178.247232,
            82.941792,
            635.677804,
            364.149456,
            271.528348
        ],
        [
            0.501486,
            0.342237,
            0.159249,
            0.383897,
            0.295164,
            0.252311
        ],
        [
            30.957159,
            30.957159,
            30.957159,
            30.957159,
            30.957159,
            30.957159
        ],
        [
            -53043,
            -36158,
            -35538,
            -448893,
            -318022,
            -291724
        ],
        [
            1.444752,
            1.602596,
            1.284563,
            1.210925,
            1.22681,
            1.192814
        ],
        [
            353,
            176,
            177,
            353,
            176,
            177
        ],
        [
            173,
            83,
            90,
            173,
            83,
            90
        ],
        [
            180,
            93,
            87,
            180,
            93,
            87
        ],
        [
            49.008499,
            47.159091,
            50.847458,
            49.008499,
            47.159091,
            50.847458
        ],
        [
            1.50321,
            1.79568,
            1.241744,
            1.259922,
            1.374619,
            1.153053
        ],
        [
            36620,
            36620,
            27403,
            179779,
            179779,
            112228
        ],
        [
            -13578,
            -12523,
            -13578,
            -103249,
            -103249,
            -78537
        ],
        [
            69,
            69,
            70,
            69,
            69,
            70
        ],
        [
            74,
            71,
            77,
            74,
            71,
            77
        ],
        [
            65,
            67,
            62,
            65,
            67,
            62
        ],
        [
            24632,
            12217,
            12415,
            24632,
            12217,
            12415
        ],
        [
            4.047304,
            0,
            4.109804,
            4.047304,
            0,
            4.109804
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467737,
            350446,
            131788,
            355114,
            243491,
            -569
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1712678400000,
    "first_datapoint_time": 1712921400000,
    "last_datapoint_time": 1757676600000,
    "evaluation_time": 1757677087093,
    "expiration_time": 1764156600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 105,
            "offset": 0,
            "poles": 3
        }
    }
}

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)