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Trade: DOGE/USDT/5/VWAP/ZLMA/7807

Strategy
DOGE/USDT/5/VWAP/ZLMA/7807
Pair
DOGE_USDT
Interval
5m
Score
443270
Daily Profit
0.952156
Profit Factor
1.343642
Profitability
46.610169
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 05:06
Expiration Time
2025-12-25 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 82656.6539 59234.6728 23421.9811 57698.6958 51585.4607 6113.2351
Total P&L (%) 82.6567 59.2347 23.422 57.6987 51.5855 6.1132
Avg Daily Profit (%) 0.9522 0.6823 0.2698 0.5261 0.4803 0.0684
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60008 -33124 -37372 -43970 -22873 -27088
Profit Factor 1.3436 1.5096 1.1884 1.3333 1.6276 1.0672
Total Trades 236 118 118 236 118 118
Winning Trades 110 57 53 110 57 53
Losing Trades 126 61 65 126 61 65
Profitability (%) 46.6102 48.3051 44.9153 46.6102 48.3051 44.9153
Ratio Avg Win / Avg Loss 1.5391 1.6155 1.4575 1.5272 1.7419 1.3089
Largest Winning Trade 72989 72989 51741 67030 67030 31314
Largest Losing Trade -11695 -6826 -11695 -10458 -5753 -10458
Avg Bars in Trades 103 106 101 103 106 101
Avg Bars in Winners 117 127 106 117 127 106
Avg Bars in Losers 91 86 96 91 86 96
Bars Traded 24492 12558 11934 24492 12558 11934
Profit Streak 0 0 0.6918 0 0 0.6918
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443270 383594 -16685 322440 324888 -421045
Evaluation Data
{
    "trading_pair": "DOGE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752648300000,
    "first_datapoint_time": 1752704100000,
    "last_datapoint_time": 1760148000000,
    "evaluation_time": 1760148368520,
    "expiration_time": 1766628000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "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": [
        [
            82656.6539066826,
            59234.672793889,
            23421.9811127936,
            57698.6957788944,
            51585.4606937488,
            6113.2350851458
        ],
        [
            82.656654,
            59.234673,
            23.421981,
            57.698696,
            51.585461,
            6.113235
        ],
        [
            0.952156,
            0.682348,
            0.269807,
            0.526107,
            0.480334,
            0.068376
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60008,
            -33124,
            -37372,
            -43970,
            -22873,
            -27088
        ],
        [
            1.343642,
            1.509591,
            1.188444,
            1.333292,
            1.627633,
            1.067232
        ],
        [
            236,
            118,
            118,
            236,
            118,
            118
        ],
        [
            110,
            57,
            53,
            110,
            57,
            53
        ],
        [
            126,
            61,
            65,
            126,
            61,
            65
        ],
        [
            46.610169,
            48.305085,
            44.915254,
            46.610169,
            48.305085,
            44.915254
        ],
        [
            1.539081,
            1.615527,
            1.457526,
            1.527226,
            1.741853,
            1.30887
        ],
        [
            72989,
            72989,
            51741,
            67030,
            67030,
            31314
        ],
        [
            -11695,
            -6826,
            -11695,
            -10458,
            -5753,
            -10458
        ],
        [
            103,
            106,
            101,
            103,
            106,
            101
        ],
        [
            117,
            127,
            106,
            117,
            127,
            106
        ],
        [
            91,
            86,
            96,
            91,
            86,
            96
        ],
        [
            24492,
            12558,
            11934,
            24492,
            12558,
            11934
        ],
        [
            0,
            0,
            0.691765,
            0,
            0,
            0.691765
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443270,
            383594,
            -16685,
            322440,
            324888,
            -421045
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752648300000,
    "first_datapoint_time": 1752704100000,
    "last_datapoint_time": 1760148000000,
    "evaluation_time": 1760148368520,
    "expiration_time": 1766628000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "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)