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Trade: DOGE/USDT/720/VWAP/ALMA/2305

Strategy
DOGE/USDT/720/VWAP/ALMA/2305
Pair
DOGE_USDT
Interval
12h
Score
376435
Daily Profit
0.374179
Profit Factor
2.990052
Profitability
34.042553
Streak
342.444922
Best Strategy
Training Data Length
2266.000000
Evaluation Time
2025-09-17 13:40
Expiration Time
2025-11-24 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -8159091.4053 186681.9043 -8345773.3096 268200831.5362 -205358416.2876 473559247.8238
Total P&L (%) -8159.0914 186.6819 -8345.7733 268200.8315 -205358.4163 473559.2478
Avg Daily Profit (%) -3.6007 0.0824 -3.683 0.349 0 0.3742
Buy And Hold Return (%) 9715.658 9715.658 9715.658 9715.658 9715.658 9715.658
Max Trade Drawdown -8352381 -56593 -8416722 -332438213 -284684424 -174433849
Profit Factor 0.0715 2.3553 0.0352 1.4581 0.409 2.9901
Total Trades 95 48 47 95 48 47
Winning Trades 75 36 39 35 19 16
Losing Trades 20 12 8 60 29 31
Profitability (%) 78.9474 75 82.9787 36.8421 39.5833 34.0426
Ratio Avg Win / Avg Loss 0.0191 0.7851 0.0072 2.4997 0.6242 5.7932
Largest Winning Trade 44657 44657 39744 473363316 61287864 473363316
Largest Losing Trade -8345227 -41661 -8345227 -110355587 -110355587 -30017623
Avg Bars in Trades 45 49 41 45 49 41
Avg Bars in Winners 24 29 19 65 67 63
Avg Bars in Losers 124 108 148 33 37 29
Bars Traded 4291 2360 1931 4291 2360 1931
Profit Streak 131.4449 131.4449 239.9449 131.4449 131.4449 342.4449
Trades During Streak 4 2 2 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575110 -242741 -575546 287750 -583780 376435

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4532,
    "evaluation_days": 2266,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1568808000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758105641290,
    "expiration_time": 1763940672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 151,
            "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": [
        [
            -8159091.405295179,
            186681.9042764939,
            -8345773.309571671,
            268200831.53623575,
            -205358416.28760013,
            473559247.8238359
        ],
        [
            -8159.091405,
            186.681904,
            -8345.77331,
            268200.831536,
            -205358.416288,
            473559.247824
        ],
        [
            -3.600658,
            0.082384,
            -3.683042,
            0.349005,
            0,
            0.374179
        ],
        [
            9715.657968,
            9715.657968,
            9715.657968,
            9715.657968,
            9715.657968,
            9715.657968
        ],
        [
            -8352381,
            -56593,
            -8416722,
            -332438213,
            -284684424,
            -174433849
        ],
        [
            0.071521,
            2.355312,
            0.035154,
            1.45814,
            0.408953,
            2.990052
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            75,
            36,
            39,
            35,
            19,
            16
        ],
        [
            20,
            12,
            8,
            60,
            29,
            31
        ],
        [
            78.947368,
            75,
            82.978723,
            36.842105,
            39.583333,
            34.042553
        ],
        [
            0.019072,
            0.785104,
            0.007211,
            2.499669,
            0.624192,
            5.793227
        ],
        [
            44657,
            44657,
            39744,
            473363316,
            61287864,
            473363316
        ],
        [
            -8345227,
            -41661,
            -8345227,
            -110355587,
            -110355587,
            -30017623
        ],
        [
            45,
            49,
            41,
            45,
            49,
            41
        ],
        [
            24,
            29,
            19,
            65,
            67,
            63
        ],
        [
            124,
            108,
            148,
            33,
            37,
            29
        ],
        [
            4291,
            2360,
            1931,
            4291,
            2360,
            1931
        ],
        [
            131.444922,
            131.444922,
            239.944922,
            131.444922,
            131.444922,
            342.444922
        ],
        [
            4,
            2,
            2,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575110,
            -242741,
            -575546,
            287750,
            -583780,
            376435
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4532,
    "evaluation_days": 2266,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1568808000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758105641290,
    "expiration_time": 1763940672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 151,
            "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)