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Trade: DOGE/USDT/720/VWMA/SSF/7813

Strategy
DOGE/USDT/720/VWMA/SSF/7813
Pair
DOGE_USDT
Interval
12h
Score
467572
Daily Profit
0.278009
Profit Factor
2.645091
Profitability
52.941176
Streak
0.000000
Best Strategy
Training Data Length
2265.000000
Evaluation Time
2025-09-16 03:40
Expiration Time
2025-11-23 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2234194.9363 185073.9338 -2419268.8701 -16439197.3682 53716557.1682 -70155754.5364
Total P&L (%) -2234.1949 185.0739 -2419.2689 -16439.1974 53716.5572 -70155.7545
Avg Daily Profit (%) -0.9864 0.0817 -1.0681 0 0.278 0
Buy And Hold Return (%) 10915.0965 10915.0965 10915.0965 10915.0965 10915.0965 10915.0965
Max Trade Drawdown -2454307 -51821 -2525583 -158021046 -12763437 -155067862
Profit Factor 0.2252 2.7024 0.1282 0.9243 2.6451 0.6196
Total Trades 68 34 34 68 34 34
Winning Trades 39 21 18 36 18 18
Losing Trades 29 13 16 32 16 16
Profitability (%) 57.3529 61.7647 52.9412 52.9412 52.9412 52.9412
Ratio Avg Win / Avg Loss 0.1675 1.6729 0.1139 0.8216 2.3512 0.5508
Largest Winning Trade 57738 38172 57738 24261970 22194937 24261970
Largest Losing Trade -2131300 -26908 -2131300 -67247061 -7232660 -67247061
Avg Bars in Trades 60 29 91 60 29 91
Avg Bars in Winners 58 29 92 67 34 100
Avg Bars in Losers 62 29 89 52 23 81
Bars Traded 4097 997 3100 4097 997 3100
Profit Streak 205.0281 205.0281 231.5281 0 0 0
Trades During Streak 6 3 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -691888 -241335 -579058 -693896 467572 -580413

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4530,
    "evaluation_days": 2265,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1567080000000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757983227296,
    "expiration_time": 1763851680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 248,
            "offset": 0,
            "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": [
        [
            -2234194.93626779,
            185073.9338107586,
            -2419268.8700785493,
            -16439197.368243875,
            53716557.168199986,
            -70155754.53644387
        ],
        [
            -2234.194936,
            185.073934,
            -2419.26887,
            -16439.197368,
            53716.557168,
            -70155.754536
        ],
        [
            -0.9864,
            0.08171,
            -1.06811,
            0,
            0.278009,
            0
        ],
        [
            10915.096519,
            10915.096519,
            10915.096519,
            10915.096519,
            10915.096519,
            10915.096519
        ],
        [
            -2454307,
            -51821,
            -2525583,
            -158021046,
            -12763437,
            -155067862
        ],
        [
            0.22521,
            2.702434,
            0.128161,
            0.924275,
            2.645091,
            0.619627
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            39,
            21,
            18,
            36,
            18,
            18
        ],
        [
            29,
            13,
            16,
            32,
            16,
            16
        ],
        [
            57.352941,
            61.764706,
            52.941176,
            52.941176,
            52.941176,
            52.941176
        ],
        [
            0.167464,
            1.672935,
            0.11392,
            0.821578,
            2.351192,
            0.55078
        ],
        [
            57738,
            38172,
            57738,
            24261970,
            22194937,
            24261970
        ],
        [
            -2131300,
            -26908,
            -2131300,
            -67247061,
            -7232660,
            -67247061
        ],
        [
            60,
            29,
            91,
            60,
            29,
            91
        ],
        [
            58,
            29,
            92,
            67,
            34,
            100
        ],
        [
            62,
            29,
            89,
            52,
            23,
            81
        ],
        [
            4097,
            997,
            3100,
            4097,
            997,
            3100
        ],
        [
            205.028094,
            205.028094,
            231.528094,
            0,
            0,
            0
        ],
        [
            6,
            3,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -691888,
            -241335,
            -579058,
            -693896,
            467572,
            -580413
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4530,
    "evaluation_days": 2265,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1567080000000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757983227296,
    "expiration_time": 1763851680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 248,
            "offset": 0,
            "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)