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Trade: DOGE/USDT/720/BBM/VWAP/3428

Strategy
DOGE/USDT/720/BBM/VWAP/3428
Pair
DOGE_USDT
Interval
12h
Score
474638
Daily Profit
0.338392
Profit Factor
1.984339
Profitability
51.219512
Streak
0.000000
Best Strategy
Training Data Length
2273.000000
Evaluation Time
2025-09-24 10:33
Expiration Time
2025-12-01 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2002732.5434 309767.6947 -2312500.2381 -139456349.4159 216072990.1566 -355529339.5725
Total P&L (%) -2002.7325 309.7677 -2312.5002 -139456.3494 216072.9902 -355529.3396
Avg Daily Profit (%) -0.8811 0.1363 -1.0174 0 0.3384 0
Buy And Hold Return (%) 9715.212 9715.212 9715.212 9715.212 9715.212 9715.212
Max Trade Drawdown -2309216 -67901 -2400692 -636154163 -70838967 -663115066
Profit Factor 0.2864 2.7123 0.1192 0.8473 1.9843 0.4875
Total Trades 82 41 41 82 41 41
Winning Trades 46 23 23 43 21 22
Losing Trades 36 18 18 39 20 19
Profitability (%) 56.0976 56.0976 56.0976 52.439 51.2195 53.6585
Ratio Avg Win / Avg Loss 0.2241 2.1227 0.0933 0.7685 1.8898 0.4211
Largest Winning Trade 101330 101330 43472 90456536 90456536 83024456
Largest Losing Trade -2002729 -54676 -2002729 -315639188 -50246742 -315639188
Avg Bars in Trades 52 54 50 52 54 50
Avg Bars in Winners 46 49 42 51 61 41
Avg Bars in Losers 60 60 61 54 46 61
Bars Traded 4313 2225 2088 4313 2225 2088
Profit Streak 143.8146 143.8146 261.3146 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -587382 -169913 -578981 -589239 474638 -580268

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4546,
    "evaluation_days": 2273,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1567080000000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758699181901,
    "expiration_time": 1764563616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 22,
            "offset": 0,
            "std": 3.07866
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 110
        }
    }
}
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": [
        [
            -2002732.543405321,
            309767.6947193132,
            -2312500.2381246346,
            -139456349.41586867,
            216072990.15662482,
            -355529339.57249355
        ],
        [
            -2002.732543,
            309.767695,
            -2312.500238,
            -139456.349416,
            216072.990157,
            -355529.339572
        ],
        [
            -0.881097,
            0.136281,
            -1.017378,
            0,
            0.338392,
            0
        ],
        [
            9715.212011,
            9715.212011,
            9715.212011,
            9715.212011,
            9715.212011,
            9715.212011
        ],
        [
            -2309216,
            -67901,
            -2400692,
            -636154163,
            -70838967,
            -663115066
        ],
        [
            0.286358,
            2.712301,
            0.119198,
            0.847303,
            1.984339,
            0.487547
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            46,
            23,
            23,
            43,
            21,
            22
        ],
        [
            36,
            18,
            18,
            39,
            20,
            19
        ],
        [
            56.097561,
            56.097561,
            56.097561,
            52.439024,
            51.219512,
            53.658537
        ],
        [
            0.224106,
            2.12267,
            0.093285,
            0.768484,
            1.889847,
            0.421064
        ],
        [
            101330,
            101330,
            43472,
            90456536,
            90456536,
            83024456
        ],
        [
            -2002729,
            -54676,
            -2002729,
            -315639188,
            -50246742,
            -315639188
        ],
        [
            52,
            54,
            50,
            52,
            54,
            50
        ],
        [
            46,
            49,
            42,
            51,
            61,
            41
        ],
        [
            60,
            60,
            61,
            54,
            46,
            61
        ],
        [
            4313,
            2225,
            2088,
            4313,
            2225,
            2088
        ],
        [
            143.814605,
            143.814605,
            261.314605,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -587382,
            -169913,
            -578981,
            -589239,
            474638,
            -580268
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4546,
    "evaluation_days": 2273,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1567080000000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758699181901,
    "expiration_time": 1764563616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 22,
            "offset": 0,
            "std": 3.07866
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 110
        }
    }
}

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)