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Trade: DOGE/USDT/720/VWMA/SSF/3564

Strategy
DOGE/USDT/720/VWMA/SSF/3564
Pair
DOGE_USDT
Interval
12h
Score
350135
Daily Profit
0.315034
Profit Factor
2.041946
Profitability
41.935484
Streak
0.000000
Best Strategy
Training Data Length
2269.000000
Evaluation Time
2025-09-20 07:17
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 -5539072.6139 277116.199 -5816188.8129 40681859.4821 -84967960.3701 125649819.8522
Total P&L (%) -5539.0726 277.1162 -5816.1888 40681.8595 -84967.9604 125649.8199
Avg Daily Profit (%) -2.4412 0.1221 -2.5633 0.2653 0 0.315
Buy And Hold Return (%) 9984.9039 9984.9039 9984.9039 9984.9039 9984.9039 9984.9039
Max Trade Drawdown -5855747 -58971 -5892250 -196244533 -140373130 -91913216
Profit Factor 0.1115 2.6493 0.0412 1.1191 0.6154 2.0419
Total Trades 63 32 31 63 32 31
Winning Trades 35 16 19 33 20 13
Losing Trades 28 16 12 30 12 18
Profitability (%) 55.5556 50 61.2903 52.381 62.5 41.9355
Ratio Avg Win / Avg Loss 0.0892 2.6493 0.026 1.0174 0.3692 2.8273
Largest Winning Trade 103989 103989 37044 163582401 37353104 163582401
Largest Losing Trade -5855747 -38501 -5855747 -95056709 -95056709 -23905650
Avg Bars in Trades 67 41 93 67 41 93
Avg Bars in Winners 52 39 62 58 44 79
Avg Bars in Losers 85 43 142 77 37 103
Bars Traded 4224 1329 2895 4224 1329 2895
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 -731057 -190721 -579354 -233742 -579190 350135

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4538,
    "evaluation_days": 2269,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1572264000000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758341850300,
    "expiration_time": 1764207648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 42,
            "offset": 144,
            "poles": 3
        }
    }
}
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": [
        [
            -5539072.613865089,
            277116.199006048,
            -5816188.812871138,
            40681859.48214317,
            -84967960.37009558,
            125649819.85223877
        ],
        [
            -5539.072614,
            277.116199,
            -5816.188813,
            40681.859482,
            -84967.96037,
            125649.819852
        ],
        [
            -2.441196,
            0.122131,
            -2.563327,
            0.265262,
            0,
            0.315034
        ],
        [
            9984.903864,
            9984.903864,
            9984.903864,
            9984.903864,
            9984.903864,
            9984.903864
        ],
        [
            -5855747,
            -58971,
            -5892250,
            -196244533,
            -140373130,
            -91913216
        ],
        [
            0.111518,
            2.649269,
            0.041228,
            1.119124,
            0.615384,
            2.041946
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            35,
            16,
            19,
            33,
            20,
            13
        ],
        [
            28,
            16,
            12,
            30,
            12,
            18
        ],
        [
            55.555556,
            50,
            61.290323,
            52.380952,
            62.5,
            41.935484
        ],
        [
            0.089215,
            2.649269,
            0.026039,
            1.017386,
            0.36923,
            2.827309
        ],
        [
            103989,
            103989,
            37044,
            163582401,
            37353104,
            163582401
        ],
        [
            -5855747,
            -38501,
            -5855747,
            -95056709,
            -95056709,
            -23905650
        ],
        [
            67,
            41,
            93,
            67,
            41,
            93
        ],
        [
            52,
            39,
            62,
            58,
            44,
            79
        ],
        [
            85,
            43,
            142,
            77,
            37,
            103
        ],
        [
            4224,
            1329,
            2895,
            4224,
            1329,
            2895
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -731057,
            -190721,
            -579354,
            -233742,
            -579190,
            350135
        ]
    ]
}
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": 1572264000000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758341850300,
    "expiration_time": 1764207648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 42,
            "offset": 144,
            "poles": 3
        }
    }
}

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)