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Trade: DOGE/USDT/720/SSF/VWMA/2698

Strategy
DOGE/USDT/720/SSF/VWMA/2698
Pair
DOGE_USDT
Interval
12h
Score
349540
Daily Profit
0.299156
Profit Factor
1.299836
Profitability
53.846154
Streak
0.000000
Best Strategy
Training Data Length
2271.500000
Evaluation Time
2025-09-22 16:25
Expiration Time
2025-11-29 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2673708.2514 2571457.0569 102251.1945 88363878.9672 59692004.8559 28671874.1113
Total P&L (%) 2673.7083 2571.4571 102.2512 88363.879 59692.0049 28671.8741
Avg Daily Profit (%) 1.1771 1.1321 0.045 0.2992 0.2819 0.2496
Buy And Hold Return (%) 9180.8324 9180.8324 9180.8324 9180.8324 9180.8324 9180.8324
Max Trade Drawdown -94667 -81500 -34108 -128087983 -111541453 -38906352
Profit Factor 5.9962 9.0523 1.4738 1.2998 1.2868 1.3311
Total Trades 91 45 46 91 45 46
Winning Trades 49 24 25 49 24 25
Losing Trades 42 21 21 42 21 21
Profitability (%) 53.8462 53.3333 54.3478 53.8462 53.3333 54.3478
Ratio Avg Win / Avg Loss 5.1396 7.9208 1.238 1.1141 1.126 1.1181
Largest Winning Trade 1676678 1676678 36158 120947028 120947028 28249110
Largest Losing Trade -33518 -33518 -26259 -50956134 -50956134 -20434083
Avg Bars in Trades 48 65 31 48 65 31
Avg Bars in Winners 64 90 39 64 90 39
Avg Bars in Losers 29 37 21 29 37 21
Bars Traded 4395 2947 1447 4395 2947 1447
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 -143017 -143297 -296780 349540 320644 229342

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4543,
    "evaluation_days": 2271.5,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1566345600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758547518632,
    "expiration_time": 1764430128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 76,
            "offset": 32,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "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": [
        [
            2673708.2513666204,
            2571457.0569129484,
            102251.1944536705,
            88363878.96719652,
            59692004.855942704,
            28671874.111253805
        ],
        [
            2673.708251,
            2571.457057,
            102.251194,
            88363.878967,
            59692.004856,
            28671.874111
        ],
        [
            1.177067,
            1.132052,
            0.045015,
            0.299156,
            0.281861,
            0.249573
        ],
        [
            9180.832437,
            9180.832437,
            9180.832437,
            9180.832437,
            9180.832437,
            9180.832437
        ],
        [
            -94667,
            -81500,
            -34108,
            -128087983,
            -111541453,
            -38906352
        ],
        [
            5.996173,
            9.052332,
            1.473806,
            1.299836,
            1.286835,
            1.331076
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            53.846154,
            53.333333,
            54.347826,
            53.846154,
            53.333333,
            54.347826
        ],
        [
            5.139577,
            7.920791,
            1.237997,
            1.114145,
            1.125981,
            1.118104
        ],
        [
            1676678,
            1676678,
            36158,
            120947028,
            120947028,
            28249110
        ],
        [
            -33518,
            -33518,
            -26259,
            -50956134,
            -50956134,
            -20434083
        ],
        [
            48,
            65,
            31,
            48,
            65,
            31
        ],
        [
            64,
            90,
            39,
            64,
            90,
            39
        ],
        [
            29,
            37,
            21,
            29,
            37,
            21
        ],
        [
            4395,
            2947,
            1447,
            4395,
            2947,
            1447
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -143017,
            -143297,
            -296780,
            349540,
            320644,
            229342
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4543,
    "evaluation_days": 2271.5,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1566345600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758547518632,
    "expiration_time": 1764430128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 76,
            "offset": 32,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "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)