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Trade: DOGE/USDT/480/KCL/VWAP/4648

Strategy
DOGE/USDT/480/KCL/VWAP/4648
Pair
DOGE_USDT
Interval
8h
Score
412539
Daily Profit
0.301402
Profit Factor
1.506950
Profitability
51.111111
Streak
32.552221
Best Strategy
Training Data Length
2258.330000
Evaluation Time
2025-09-09 16:15
Expiration Time
2025-11-16 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1719959.9541 302647.2778 -2022607.2319 -65790526.5621 89362630.6156 -155153157.1777
Total P&L (%) -1719.96 302.6473 -2022.6072 -65790.5266 89362.6306 -155153.1572
Avg Daily Profit (%) -0.7616 0.134 -0.8956 0 0.3014 0
Buy And Hold Return (%) 10277.9924 10277.9924 10277.9924 10277.9924 10277.9924 10277.9924
Max Trade Drawdown -2075341 -111120 -2125069 -288684867 -68539914 -245108243
Profit Factor 0.3223 2.2592 0.1197 0.861 1.507 0.4774
Total Trades 90 45 45 90 45 45
Winning Trades 46 21 25 47 23 24
Losing Trades 44 24 20 43 22 21
Profitability (%) 51.1111 46.6667 55.5556 52.2222 51.1111 53.3333
Ratio Avg Win / Avg Loss 0.3083 2.5819 0.0958 0.7877 1.4414 0.4177
Largest Winning Trade 109168 109168 47320 90746345 90746345 48302390
Largest Losing Trade -1672353 -45336 -1672353 -213031730 -68539914 -213031730
Avg Bars in Trades 70 86 54 70 86 54
Avg Bars in Winners 69 86 54 70 89 52
Avg Bars in Losers 71 85 53 69 82 56
Bars Traded 6308 3871 2437 6308 3871 2437
Profit Streak 0 0 29.5522 21.5522 32.5522 0
Trades During Streak 0 0 1 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -580393 -176828 -579451 -579699 412539 -580279

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6775,
    "evaluation_days": 2258.33,
    "actual_first_datapoint_time": 1562313600000,
    "first_datapoint_time": 1568275200000,
    "last_datapoint_time": 1757404800000,
    "evaluation_time": 1757423711913,
    "expiration_time": 1763258400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 104,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 207
        }
    }
}
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": [
        [
            -1719959.9540786655,
            302647.2778210088,
            -2022607.2318996743,
            -65790526.562101856,
            89362630.61563013,
            -155153157.17773196
        ],
        [
            -1719.959954,
            302.647278,
            -2022.607232,
            -65790.526562,
            89362.630616,
            -155153.157178
        ],
        [
            -0.761607,
            0.134014,
            -0.895621,
            0,
            0.301402,
            0
        ],
        [
            10277.99244,
            10277.99244,
            10277.99244,
            10277.99244,
            10277.99244,
            10277.99244
        ],
        [
            -2075341,
            -111120,
            -2125069,
            -288684867,
            -68539914,
            -245108243
        ],
        [
            0.322339,
            2.259171,
            0.119736,
            0.860955,
            1.50695,
            0.477394
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            46,
            21,
            25,
            47,
            23,
            24
        ],
        [
            44,
            24,
            20,
            43,
            22,
            21
        ],
        [
            51.111111,
            46.666667,
            55.555556,
            52.222222,
            51.111111,
            53.333333
        ],
        [
            0.308324,
            2.581909,
            0.095789,
            0.787682,
            1.44143,
            0.41772
        ],
        [
            109168,
            109168,
            47320,
            90746345,
            90746345,
            48302390
        ],
        [
            -1672353,
            -45336,
            -1672353,
            -213031730,
            -68539914,
            -213031730
        ],
        [
            70,
            86,
            54,
            70,
            86,
            54
        ],
        [
            69,
            86,
            54,
            70,
            89,
            52
        ],
        [
            71,
            85,
            53,
            69,
            82,
            56
        ],
        [
            6308,
            3871,
            2437,
            6308,
            3871,
            2437
        ],
        [
            0,
            0,
            29.552221,
            21.552221,
            32.552221,
            0
        ],
        [
            0,
            0,
            1,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -580393,
            -176828,
            -579451,
            -579699,
            412539,
            -580279
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6775,
    "evaluation_days": 2258.33,
    "actual_first_datapoint_time": 1562313600000,
    "first_datapoint_time": 1568275200000,
    "last_datapoint_time": 1757404800000,
    "evaluation_time": 1757423711913,
    "expiration_time": 1763258400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 104,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 207
        }
    }
}

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)