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Trade: DOGE/USDT/720/VWAP/PWMA/2850

Strategy
DOGE/USDT/720/VWAP/PWMA/2850
Pair
DOGE_USDT
Interval
12h
Score
335902
Daily Profit
0.305967
Profit Factor
1.987719
Profitability
38.636364
Streak
248.802955
Best Strategy
Training Data Length
2269.000000
Evaluation Time
2025-09-20 10:16
Expiration Time
2025-11-27 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -9030729.6343 154673.9193 -9185403.5536 69299615.5583 -33032594.1885 102332209.7467
Total P&L (%) -9030.7296 154.6739 -9185.4036 69299.6156 -33032.5942 102332.2097
Avg Daily Profit (%) -3.98 0.0682 -4.0482 0.2888 0 0.306
Buy And Hold Return (%) 10231.1696 10231.1696 10231.1696 10231.1696 10231.1696 10231.1696
Max Trade Drawdown -9151434 -63837 -9223864 -103033417 -74445469 -83925824
Profit Factor 0.0591 1.9433 0.0263 1.2907 0.7549 1.9877
Total Trades 89 45 44 89 45 44
Winning Trades 64 32 32 36 19 17
Losing Trades 25 13 12 53 26 27
Profitability (%) 71.9101 71.1111 72.7273 40.4494 42.2222 38.6364
Ratio Avg Win / Avg Loss 0.0231 0.7895 0.0099 1.9002 1.033 3.157
Largest Winning Trade 46669 46669 40539 127300756 22082453 127300756
Largest Losing Trade -9151434 -45497 -9151434 -33640033 -33640033 -15841719
Avg Bars in Trades 46 49 43 46 49 43
Avg Bars in Winners 26 30 21 59 62 57
Avg Bars in Losers 98 96 100 37 40 34
Bars Traded 4132 2230 1902 4132 2230 1902
Profit Streak 134.803 134.803 248.803 134.803 134.803 248.803
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576462 -263408 -576802 261618 -581500 335902

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4538,
    "evaluation_days": 2269,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1572825600000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758352575330,
    "expiration_time": 1764207648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 244,
            "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": [
        [
            -9030729.634332864,
            154673.9192705481,
            -9185403.553603413,
            69299615.55826026,
            -33032594.188459344,
            102332209.74671957
        ],
        [
            -9030.729634,
            154.673919,
            -9185.403554,
            69299.615558,
            -33032.594188,
            102332.209747
        ],
        [
            -3.980048,
            0.068168,
            -4.048217,
            0.288758,
            0,
            0.305967
        ],
        [
            10231.169588,
            10231.169588,
            10231.169588,
            10231.169588,
            10231.169588,
            10231.169588
        ],
        [
            -9151434,
            -63837,
            -9223864,
            -103033417,
            -74445469,
            -83925824
        ],
        [
            0.059092,
            1.943289,
            0.026342,
            1.290732,
            0.754875,
            1.987719
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            64,
            32,
            32,
            36,
            19,
            17
        ],
        [
            25,
            13,
            12,
            53,
            26,
            27
        ],
        [
            71.910112,
            71.111111,
            72.727273,
            40.449438,
            42.222222,
            38.636364
        ],
        [
            0.023083,
            0.789461,
            0.009878,
            1.900244,
            1.032987,
            3.156965
        ],
        [
            46669,
            46669,
            40539,
            127300756,
            22082453,
            127300756
        ],
        [
            -9151434,
            -45497,
            -9151434,
            -33640033,
            -33640033,
            -15841719
        ],
        [
            46,
            49,
            43,
            46,
            49,
            43
        ],
        [
            26,
            30,
            21,
            59,
            62,
            57
        ],
        [
            98,
            96,
            100,
            37,
            40,
            34
        ],
        [
            4132,
            2230,
            1902,
            4132,
            2230,
            1902
        ],
        [
            134.802955,
            134.802955,
            248.802955,
            134.802955,
            134.802955,
            248.802955
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576462,
            -263408,
            -576802,
            261618,
            -581500,
            335902
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4538,
    "evaluation_days": 2269,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1572825600000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758352575330,
    "expiration_time": 1764207648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 244,
            "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)