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Trade: DOGE/USDT/360/MIDPRICE/VWMA/1645

Strategy
DOGE/USDT/360/MIDPRICE/VWMA/1645
Pair
DOGE_USDT
Interval
6h
Score
412684
Daily Profit
0.280114
Profit Factor
1.500244
Profitability
49.645390
Streak
9.596308
Best Strategy
Training Data Length
2270.250000
Evaluation Time
2025-09-21 17:18
Expiration Time
2025-11-28 16:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1380730.312 1311010.3497 69719.9623 57171891.6188 53116663.8085 4055227.8103
Total P&L (%) 1380.7303 1311.0104 69.72 57171.8916 53116.6638 4055.2278
Avg Daily Profit (%) 0.6082 0.5775 0.0307 0.2801 0.2769 0.1643
Buy And Hold Return (%) 9322.7037 9322.7037 9322.7037 9322.7037 9322.7037 9322.7037
Max Trade Drawdown -110635 -72474 -79626 -29762020 -19506735 -24252142
Profit Factor 3.4647 6.6918 1.2114 1.5002 1.9831 1.0673
Total Trades 141 71 70 141 71 70
Winning Trades 70 39 31 70 39 31
Losing Trades 71 32 39 71 32 39
Profitability (%) 49.6454 54.9296 44.2857 49.6454 54.9296 44.2857
Ratio Avg Win / Avg Loss 3.5142 5.4907 1.524 1.5217 1.6271 1.3427
Largest Winning Trade 422784 422784 39561 23087104 23087104 13290458
Largest Losing Trade -41113 -30153 -41113 -8231249 -8231249 -7330374
Avg Bars in Trades 61 57 66 61 57 66
Avg Bars in Winners 68 57 83 68 57 83
Avg Bars in Losers 54 57 53 54 57 53
Bars Traded 8719 4060 4659 8719 4060 4659
Profit Streak 9.5963 235.5963 0 9.5963 235.5963 0
Trades During Streak 1 5 0 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146723 -230624 -413664 412684 -73045 -401222

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9081,
    "evaluation_days": 2270.25,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1565719200000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758464320972,
    "expiration_time": 1764340488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 146,
            "offset": 12
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 112,
            "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": [
        [
            1380730.311975821,
            1311010.3497258096,
            69719.9622500113,
            57171891.61876403,
            53116663.808506094,
            4055227.810257939
        ],
        [
            1380.730312,
            1311.01035,
            69.719962,
            57171.891619,
            53116.663809,
            4055.22781
        ],
        [
            0.608184,
            0.577474,
            0.03071,
            0.280114,
            0.27687,
            0.1643
        ],
        [
            9322.703695,
            9322.703695,
            9322.703695,
            9322.703695,
            9322.703695,
            9322.703695
        ],
        [
            -110635,
            -72474,
            -79626,
            -29762020,
            -19506735,
            -24252142
        ],
        [
            3.464689,
            6.691805,
            1.211355,
            1.500244,
            1.983055,
            1.0673
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            70,
            39,
            31,
            70,
            39,
            31
        ],
        [
            71,
            32,
            39,
            71,
            32,
            39
        ],
        [
            49.64539,
            54.929577,
            44.285714,
            49.64539,
            54.929577,
            44.285714
        ],
        [
            3.514184,
            5.490712,
            1.523962,
            1.521676,
            1.627122,
            1.342733
        ],
        [
            422784,
            422784,
            39561,
            23087104,
            23087104,
            13290458
        ],
        [
            -41113,
            -30153,
            -41113,
            -8231249,
            -8231249,
            -7330374
        ],
        [
            61,
            57,
            66,
            61,
            57,
            66
        ],
        [
            68,
            57,
            83,
            68,
            57,
            83
        ],
        [
            54,
            57,
            53,
            54,
            57,
            53
        ],
        [
            8719,
            4060,
            4659,
            8719,
            4060,
            4659
        ],
        [
            9.596307,
            235.596307,
            0,
            9.596308,
            235.596308,
            0
        ],
        [
            1,
            5,
            0,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146723,
            -230624,
            -413664,
            412684,
            -73045,
            -401222
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9081,
    "evaluation_days": 2270.25,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1565719200000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758464320972,
    "expiration_time": 1764340488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 146,
            "offset": 12
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 112,
            "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)