← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: DOGE/USDT/720/VWAP/SSF/5107

Strategy
DOGE/USDT/720/VWAP/SSF/5107
Pair
DOGE_USDT
Interval
12h
Score
507366
Daily Profit
0.312276
Profit Factor
2.208310
Profitability
78.048780
Streak
0.000000
Best Strategy
Training Data Length
2270.500000
Evaluation Time
2025-09-21 20:58
Expiration Time
2025-11-28 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2188300.6742 217774.5701 -2406075.2443 -92813929.2472 118598262.4415 -211412191.6887
Total P&L (%) -2188.3007 217.7746 -2406.0752 -92813.9292 118598.2624 -211412.1917
Avg Daily Profit (%) -0.9638 0.0959 -1.0597 0 0.3123 0
Buy And Hold Return (%) 10035.369 10035.369 10035.369 10035.369 10035.369 10035.369
Max Trade Drawdown -2442022 -53910 -2460341 -338801166 -50831795 -322494823
Profit Factor 0.2327 2.509 0.1114 0.7981 2.2083 0.4153
Total Trades 82 41 41 82 41 41
Winning Trades 68 34 34 65 32 33
Losing Trades 14 7 7 17 9 8
Profitability (%) 82.9268 82.9268 82.9268 79.2683 78.0488 80.4878
Ratio Avg Win / Avg Loss 0.0479 0.5166 0.0229 0.2087 0.6211 0.1007
Largest Winning Trade 46402 46402 29719 70966807 70966807 24367932
Largest Losing Trade -2095982 -53910 -2095982 -203034258 -27760976 -203034258
Avg Bars in Trades 52 55 48 52 55 48
Avg Bars in Winners 30 35 24 34 42 26
Avg Bars in Losers 159 153 165 119 103 137
Bars Traded 4274 2289 1985 4274 2289 1985
Profit Streak 136.7489 136.7489 255.2489 0 0 0
Trades During Streak 2 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -584143 -223913 -575597 -585483 507366 -576805

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4541,
    "evaluation_days": 2270.5,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1566432000000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758477507597,
    "expiration_time": 1764341136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 79,
            "offset": 95,
            "poles": 2
        }
    }
}
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": [
        [
            -2188300.6742218556,
            217774.5701146058,
            -2406075.244336462,
            -92813929.24723986,
            118598262.4414548,
            -211412191.6886947
        ],
        [
            -2188.300674,
            217.77457,
            -2406.075244,
            -92813.929247,
            118598.262441,
            -211412.191689
        ],
        [
            -0.963797,
            0.095915,
            -1.059712,
            0,
            0.312276,
            0
        ],
        [
            10035.368996,
            10035.368996,
            10035.368996,
            10035.368996,
            10035.368996,
            10035.368996
        ],
        [
            -2442022,
            -53910,
            -2460341,
            -338801166,
            -50831795,
            -322494823
        ],
        [
            0.232721,
            2.509019,
            0.111399,
            0.798109,
            2.20831,
            0.415294
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            68,
            34,
            34,
            65,
            32,
            33
        ],
        [
            14,
            7,
            7,
            17,
            9,
            8
        ],
        [
            82.926829,
            82.926829,
            82.926829,
            79.268293,
            78.04878,
            80.487805
        ],
        [
            0.047913,
            0.516563,
            0.022935,
            0.208736,
            0.621087,
            0.100677
        ],
        [
            46402,
            46402,
            29719,
            70966807,
            70966807,
            24367932
        ],
        [
            -2095982,
            -53910,
            -2095982,
            -203034258,
            -27760976,
            -203034258
        ],
        [
            52,
            55,
            48,
            52,
            55,
            48
        ],
        [
            30,
            35,
            24,
            34,
            42,
            26
        ],
        [
            159,
            153,
            165,
            119,
            103,
            137
        ],
        [
            4274,
            2289,
            1985,
            4274,
            2289,
            1985
        ],
        [
            136.74893,
            136.74893,
            255.24893,
            0,
            0,
            0
        ],
        [
            2,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -584143,
            -223913,
            -575597,
            -585483,
            507366,
            -576805
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4541,
    "evaluation_days": 2270.5,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1566432000000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758477507597,
    "expiration_time": 1764341136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 79,
            "offset": 95,
            "poles": 2
        }
    }
}

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)