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Trade: DOGE/USDT/720/ZLMA/VWMA/3662

Strategy
DOGE/USDT/720/ZLMA/VWMA/3662
Pair
DOGE_USDT
Interval
12h
Score
368866
Daily Profit
0.283521
Profit Factor
2.067917
Profitability
41.935484
Streak
353.484621
Best Strategy
Training Data Length
2269.000000
Evaluation Time
2025-09-20 14:37
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 -10707891.1927 117692.7315 -10825583.9242 47365124.3809 -14180930.4217 61546054.8026
Total P&L (%) -10707.8912 117.6927 -10825.5839 47365.1244 -14180.9304 61546.0548
Avg Daily Profit (%) -4.7192 0.0519 -4.7711 0.272 0 0.2835
Buy And Hold Return (%) 10147.5555 10147.5555 10147.5555 10147.5555 10147.5555 10147.5555
Max Trade Drawdown -10855498 -58809 -10897589 -55007739 -39545453 -43255266
Profit Factor 0.0508 1.6704 0.0252 1.3921 0.7755 2.0679
Total Trades 62 31 31 62 31 31
Winning Trades 46 21 25 26 13 13
Losing Trades 16 10 6 36 18 18
Profitability (%) 74.1935 67.7419 80.6452 41.9355 41.9355 41.9355
Ratio Avg Win / Avg Loss 0.0177 0.7954 0.0061 1.9275 1.0738 2.8633
Largest Winning Trade 39754 39754 30164 64124598 12901424 64124598
Largest Losing Trade -10774420 -46364 -10774420 -17032316 -17032316 -10341402
Avg Bars in Trades 68 77 58 68 77 58
Avg Bars in Winners 35 41 30 91 110 73
Avg Bars in Losers 162 154 177 51 54 48
Bars Traded 4235 2414 1821 4235 2414 1821
Profit Streak 133.9846 133.9846 253.4846 133.9846 133.9846 353.4846
Trades During Streak 4 2 3 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -734757 -285817 -575514 -151748 -581327 368866

Evaluation Data

{
    "trading_pair": "DOGE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4538,
    "evaluation_days": 2269,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1569067200000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758368271299,
    "expiration_time": 1764207648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 83,
            "offset": 74
        }
    }
}
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": [
        [
            -10707891.192737425,
            117692.731468214,
            -10825583.92420564,
            47365124.3809257,
            -14180930.421653297,
            61546054.80257901
        ],
        [
            -10707.891193,
            117.692731,
            -10825.583924,
            47365.124381,
            -14180.930422,
            61546.054803
        ],
        [
            -4.719212,
            0.05187,
            -4.771082,
            0.271968,
            0,
            0.283521
        ],
        [
            10147.555487,
            10147.555487,
            10147.555487,
            10147.555487,
            10147.555487,
            10147.555487
        ],
        [
            -10855498,
            -58809,
            -10897589,
            -55007739,
            -39545453,
            -43255266
        ],
        [
            0.050816,
            1.670418,
            0.025214,
            1.392061,
            0.775543,
            2.067917
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            46,
            21,
            25,
            26,
            13,
            13
        ],
        [
            16,
            10,
            6,
            36,
            18,
            18
        ],
        [
            74.193548,
            67.741935,
            80.645161,
            41.935484,
            41.935484,
            41.935484
        ],
        [
            0.017675,
            0.795437,
            0.006051,
            1.927468,
            1.073829,
            2.86327
        ],
        [
            39754,
            39754,
            30164,
            64124598,
            12901424,
            64124598
        ],
        [
            -10774420,
            -46364,
            -10774420,
            -17032316,
            -17032316,
            -10341402
        ],
        [
            68,
            77,
            58,
            68,
            77,
            58
        ],
        [
            35,
            41,
            30,
            91,
            110,
            73
        ],
        [
            162,
            154,
            177,
            51,
            54,
            48
        ],
        [
            4235,
            2414,
            1821,
            4235,
            2414,
            1821
        ],
        [
            133.984621,
            133.984621,
            253.484621,
            133.984621,
            133.984622,
            353.484621
        ],
        [
            4,
            2,
            3,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -734757,
            -285817,
            -575514,
            -151748,
            -581327,
            368866
        ]
    ]
}
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": 1569067200000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758368271299,
    "expiration_time": 1764207648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 83,
            "offset": 74
        }
    }
}

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)