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Trade: DOGE/USDT/30/ZLMA/VWAP/4443

Strategy
DOGE/USDT/30/ZLMA/VWAP/4443
Pair
DOGE_USDT
Interval
30m
Score
367649
Daily Profit
0.428783
Profit Factor
1.463769
Profitability
37.234043
Streak
9.087589
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-21 05:06
Expiration Time
2025-12-05 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 297845.2852 217003.091 80842.1942 828553.0013 610534.4824 218018.5189
Total P&L (%) 297.8453 217.0031 80.8422 828.553 610.5345 218.0185
Avg Daily Profit (%) 0.5719 0.4166 0.1552 0.4288 0.3772 0.2224
Buy And Hold Return (%) 68.8841 68.8841 68.8841 68.8841 68.8841 68.8841
Max Trade Drawdown -45408 -52762 -46563 -150906 -152144 -179519
Profit Factor 1.5251 1.776 1.2812 1.4638 1.7051 1.2368
Total Trades 376 188 188 376 188 188
Winning Trades 140 72 68 140 72 68
Losing Trades 236 116 120 236 116 120
Profitability (%) 37.234 38.2979 36.1702 37.234 38.2979 36.1702
Ratio Avg Win / Avg Loss 2.5709 2.8613 2.2609 2.4675 2.7472 2.1826
Largest Winning Trade 74372 74372 19161 145375 145375 118202
Largest Losing Trade -11884 -10236 -11884 -99365 -50526 -99365
Avg Bars in Trades 65 70 60 65 70 60
Avg Bars in Winners 109 109 110 109 109 110
Avg Bars in Losers 39 45 32 39 45 32
Bars Traded 24587 13180 11406 24587 13180 11406
Profit Streak 9.0876 9.4834 9.0876 9.0876 9.4834 9.0876
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340536 226140 -107855 367649 331272 45106

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713421800000,
    "first_datapoint_time": 1713803400000,
    "last_datapoint_time": 1758420000000,
    "evaluation_time": 1758420367728,
    "expiration_time": 1764900000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "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": [
        [
            297845.2851862017,
            217003.0909656072,
            80842.1942205944,
            828553.0012757214,
            610534.4823934037,
            218018.5188823178
        ],
        [
            297.845285,
            217.003091,
            80.842194,
            828.553001,
            610.534482,
            218.018519
        ],
        [
            0.571867,
            0.416649,
            0.155218,
            0.428783,
            0.377195,
            0.222381
        ],
        [
            68.884134,
            68.884134,
            68.884134,
            68.884134,
            68.884134,
            68.884134
        ],
        [
            -45408,
            -52762,
            -46563,
            -150906,
            -152144,
            -179519
        ],
        [
            1.525123,
            1.775958,
            1.281158,
            1.463769,
            1.705128,
            1.236793
        ],
        [
            376,
            188,
            188,
            376,
            188,
            188
        ],
        [
            140,
            72,
            68,
            140,
            72,
            68
        ],
        [
            236,
            116,
            120,
            236,
            116,
            120
        ],
        [
            37.234043,
            38.297872,
            36.170213,
            37.234043,
            38.297872,
            36.170213
        ],
        [
            2.570922,
            2.861265,
            2.260867,
            2.467497,
            2.747151,
            2.182576
        ],
        [
            74372,
            74372,
            19161,
            145375,
            145375,
            118202
        ],
        [
            -11884,
            -10236,
            -11884,
            -99365,
            -50526,
            -99365
        ],
        [
            65,
            70,
            60,
            65,
            70,
            60
        ],
        [
            109,
            109,
            110,
            109,
            109,
            110
        ],
        [
            39,
            45,
            32,
            39,
            45,
            32
        ],
        [
            24587,
            13180,
            11406,
            24587,
            13180,
            11406
        ],
        [
            9.087589,
            9.483423,
            9.087589,
            9.087589,
            9.483423,
            9.087589
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340536,
            226140,
            -107855,
            367649,
            331272,
            45106
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713421800000,
    "first_datapoint_time": 1713803400000,
    "last_datapoint_time": 1758420000000,
    "evaluation_time": 1758420367728,
    "expiration_time": 1764900000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "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)