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Trade: DOGE/USDT/480/VWAP/SSF/2938

Strategy
DOGE/USDT/480/VWAP/SSF/2938
Pair
DOGE_USDT
Interval
8h
Score
363458
Daily Profit
0.383253
Profit Factor
2.609343
Profitability
34.883721
Streak
345.084374
Best Strategy
Training Data Length
2260.670000
Evaluation Time
2025-09-11 21:01
Expiration Time
2025-11-18 13:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -9915271.4635 211298.7827 -10126570.2462 314693629.5225 -254813526.8882 569507156.4106
Total P&L (%) -9915.2715 211.2988 -10126.5702 314693.6295 -254813.5269 569507.1564
Avg Daily Profit (%) -4.386 0.0935 -4.4795 0.3569 0 0.3833
Buy And Hold Return (%) 9111.2832 9111.2832 9111.2832 9111.2832 9111.2832 9111.2832
Max Trade Drawdown -10142326 -52326 -10171421 -423274937 -368991473 -263844322
Profit Factor 0.0627 2.4473 0.0293 1.3552 0.5211 2.6093
Total Trades 86 43 43 86 43 43
Winning Trades 68 33 35 26 11 15
Losing Trades 18 10 8 60 32 28
Profitability (%) 79.0698 76.7442 81.3953 30.2326 25.5814 34.8837
Ratio Avg Win / Avg Loss 0.0166 0.7416 0.0067 3.1274 1.516 4.8708
Largest Winning Trade 46881 46881 31247 593068263 100475970 593068263
Largest Losing Trade -10142109 -52326 -10142109 -206207339 -206207339 -47958672
Avg Bars in Trades 74 79 68 74 79 68
Avg Bars in Winners 41 43 38 127 146 113
Avg Bars in Losers 200 199 201 51 56 45
Bars Traded 6392 3430 2962 6392 3430 2962
Profit Streak 126.4177 126.4177 242.4177 126.4177 126.4177 345.0844
Trades During Streak 2 1 2 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575543 -227991 -575730 158854 -604635 363458

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6782,
    "evaluation_days": 2260.67,
    "actual_first_datapoint_time": 1562313600000,
    "first_datapoint_time": 1566316800000,
    "last_datapoint_time": 1757606400000,
    "evaluation_time": 1757613689918,
    "expiration_time": 1763466048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 111,
            "offset": 139,
            "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": [
        [
            -9915271.463461544,
            211298.782733609,
            -10126570.246195158,
            314693629.52247477,
            -254813526.88816655,
            569507156.4106411
        ],
        [
            -9915.271463,
            211.298783,
            -10126.570246,
            314693.629522,
            -254813.526888,
            569507.156411
        ],
        [
            -4.385988,
            0.093467,
            -4.479455,
            0.356924,
            0,
            0.383253
        ],
        [
            9111.283186,
            9111.283186,
            9111.283186,
            9111.283186,
            9111.283186,
            9111.283186
        ],
        [
            -10142326,
            -52326,
            -10171421,
            -423274937,
            -368991473,
            -263844322
        ],
        [
            0.062657,
            2.447282,
            0.029284,
            1.355196,
            0.521114,
            2.609343
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            68,
            33,
            35,
            26,
            11,
            15
        ],
        [
            18,
            10,
            8,
            60,
            32,
            28
        ],
        [
            79.069767,
            76.744186,
            81.395349,
            30.232558,
            25.581395,
            34.883721
        ],
        [
            0.016586,
            0.741601,
            0.006694,
            3.127375,
            1.515967,
            4.870773
        ],
        [
            46881,
            46881,
            31247,
            593068263,
            100475970,
            593068263
        ],
        [
            -10142109,
            -52326,
            -10142109,
            -206207339,
            -206207339,
            -47958672
        ],
        [
            74,
            79,
            68,
            74,
            79,
            68
        ],
        [
            41,
            43,
            38,
            127,
            146,
            113
        ],
        [
            200,
            199,
            201,
            51,
            56,
            45
        ],
        [
            6392,
            3430,
            2962,
            6392,
            3430,
            2962
        ],
        [
            126.417707,
            126.417707,
            242.417707,
            126.417707,
            126.417707,
            345.084374
        ],
        [
            2,
            1,
            2,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575543,
            -227991,
            -575730,
            158854,
            -604635,
            363458
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6782,
    "evaluation_days": 2260.67,
    "actual_first_datapoint_time": 1562313600000,
    "first_datapoint_time": 1566316800000,
    "last_datapoint_time": 1757606400000,
    "evaluation_time": 1757613689918,
    "expiration_time": 1763466048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 111,
            "offset": 139,
            "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)