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Trade: DOGE/USDT/480/SSF/VWAP/7245

Strategy
DOGE/USDT/480/SSF/VWAP/7245
Pair
DOGE_USDT
Interval
8h
Score
318228
Daily Profit
0.298480
Profit Factor
3.322795
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
2260.000000
Evaluation Time
2025-09-11 04:48
Expiration Time
2025-11-17 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2975801.6616 2861660.1248 114141.5368 102126364.6447 84084074.2019 18042290.4428
Total P&L (%) 2975.8017 2861.6601 114.1415 102126.3646 84084.0742 18042.2904
Avg Daily Profit (%) 1.3167 1.2662 0.0505 0.3071 0.2985 0.2304
Buy And Hold Return (%) 6481.2355 6481.2355 6481.2355 6481.2355 6481.2355 6481.2355
Max Trade Drawdown -48602 -65852 -34716 -28328615 -11510451 -24125687
Profit Factor 9.8958 16.6524 1.7525 2.2341 3.3228 1.3876
Total Trades 96 48 48 96 48 48
Winning Trades 34 16 18 34 16 18
Losing Trades 62 32 30 62 32 30
Profitability (%) 35.4167 33.3333 37.5 35.4167 33.3333 37.5
Ratio Avg Win / Avg Loss 18.0454 33.3049 2.9208 4.0739 6.6456 2.3126
Largest Winning Trade 2080384 2080384 54150 60537270 60537270 39676144
Largest Losing Trade -20250 -18947 -20250 -7800908 -6060592 -7800908
Avg Bars in Trades 70 67 72 70 67 72
Avg Bars in Winners 134 139 130 134 139 130
Avg Bars in Losers 34 32 37 34 32 37
Bars Traded 6742 3261 3481 6742 3261 3481
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149050 -150071 -292693 280427 318228 70263

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6780,
    "evaluation_days": 2260,
    "actual_first_datapoint_time": 1562313600000,
    "first_datapoint_time": 1562313600000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757555298209,
    "expiration_time": 1763406720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 234,
            "offset": 0,
            "poles": 3
        }
    },
    "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": [
        [
            2975801.661585383,
            2861660.124809444,
            114141.5367759388,
            102126364.6446785,
            84084074.20185196,
            18042290.44282653
        ],
        [
            2975.801662,
            2861.660125,
            114.141537,
            102126.364645,
            84084.074202,
            18042.290443
        ],
        [
            1.316726,
            1.266221,
            0.050505,
            0.307098,
            0.29848,
            0.23039
        ],
        [
            6481.235453,
            6481.235453,
            6481.235453,
            6481.235453,
            6481.235453,
            6481.235453
        ],
        [
            -48602,
            -65852,
            -34716,
            -28328615,
            -11510451,
            -24125687
        ],
        [
            9.895846,
            16.652433,
            1.752463,
            2.234093,
            3.322795,
            1.38755
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            62,
            32,
            30,
            62,
            32,
            30
        ],
        [
            35.416667,
            33.333333,
            37.5,
            35.416667,
            33.333333,
            37.5
        ],
        [
            18.045366,
            33.304867,
            2.920771,
            4.073934,
            6.64559,
            2.312584
        ],
        [
            2080384,
            2080384,
            54150,
            60537270,
            60537270,
            39676144
        ],
        [
            -20250,
            -18947,
            -20250,
            -7800908,
            -6060592,
            -7800908
        ],
        [
            70,
            67,
            72,
            70,
            67,
            72
        ],
        [
            134,
            139,
            130,
            134,
            139,
            130
        ],
        [
            34,
            32,
            37,
            34,
            32,
            37
        ],
        [
            6742,
            3261,
            3481,
            6742,
            3261,
            3481
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149050,
            -150071,
            -292693,
            280427,
            318228,
            70263
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6780,
    "evaluation_days": 2260,
    "actual_first_datapoint_time": 1562313600000,
    "first_datapoint_time": 1562313600000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757555298209,
    "expiration_time": 1763406720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 234,
            "offset": 0,
            "poles": 3
        }
    },
    "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)