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Trade: DOGE/USDT/240/VWAP/KCL/8172

Strategy
DOGE/USDT/240/VWAP/KCL/8172
Pair
DOGE_USDT
Interval
4h
Score
405593
Daily Profit
0.287187
Profit Factor
1.951549
Profitability
42.718447
Streak
101.197208
Best Strategy
Training Data Length
2263.500000
Evaluation Time
2025-09-15 07:43
Expiration Time
2025-11-22 03:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -8176079.6042 104396.8005 -8280476.4047 65828207.1373 8729883.6078 57098323.5295
Total P&L (%) -8176.0796 104.3968 -8280.4764 65828.2071 8729.8836 57098.3235
Avg Daily Profit (%) -3.6121 0.0461 -3.6583 0.2872 0.1982 0.2809
Buy And Hold Return (%) 9447.7164 9447.7164 9447.7164 9447.7164 9447.7164 9447.7164
Max Trade Drawdown -8341686 -27512 -8401379 -27191274 -7290705 -23691642
Profit Factor 0.0656 2.6789 0.0469 1.9515 1.5446 2.0743
Total Trades 103 52 51 103 52 51
Winning Trades 78 40 38 44 24 20
Losing Trades 25 12 13 59 28 31
Profitability (%) 75.7282 76.9231 74.5098 42.7184 46.1538 39.2157
Ratio Avg Win / Avg Loss 0.021 0.8037 0.016 2.6168 1.8021 3.2151
Largest Winning Trade 28095 20011 28095 38757186 5575435 38757186
Largest Losing Trade -8230164 -17644 -8230164 -13276153 -1338341 -13276153
Avg Bars in Trades 124 8 243 124 8 243
Avg Bars in Winners 56 5 109 150 8 319
Avg Bars in Losers 337 16 635 105 7 193
Bars Traded 12830 427 12402 12830 427 12402
Profit Streak 101.1972 198.1972 101.1972 101.1972 198.1972 101.1972
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575534 -469630 -757095 405593 -334926 -171653
Evaluation Data
{
    "trading_pair": "DOGE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13581,
    "evaluation_days": 2263.5,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1564041600000,
    "last_datapoint_time": 1757908800000,
    "evaluation_time": 1757911438788,
    "expiration_time": 1763775792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -8176079.604235704,
            104396.80046855,
            -8280476.404704254,
            65828207.13728476,
            8729883.607776642,
            57098323.52950812
        ],
        [
            -8176.079604,
            104.3968,
            -8280.476405,
            65828.207137,
            8729.883608,
            57098.32353
        ],
        [
            -3.61214,
            0.046122,
            -3.658262,
            0.287187,
            0.198152,
            0.280893
        ],
        [
            9447.716428,
            9447.716428,
            9447.716428,
            9447.716428,
            9447.716428,
            9447.716428
        ],
        [
            -8341686,
            -27512,
            -8401379,
            -27191274,
            -7290705,
            -23691642
        ],
        [
            0.065613,
            2.678932,
            0.046909,
            1.951549,
            1.544634,
            2.074263
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            78,
            40,
            38,
            44,
            24,
            20
        ],
        [
            25,
            12,
            13,
            59,
            28,
            31
        ],
        [
            75.728155,
            76.923077,
            74.509804,
            42.718447,
            46.153846,
            39.215686
        ],
        [
            0.02103,
            0.80368,
            0.016048,
            2.616849,
            1.802073,
            3.215107
        ],
        [
            28095,
            20011,
            28095,
            38757186,
            5575435,
            38757186
        ],
        [
            -8230164,
            -17644,
            -8230164,
            -13276153,
            -1338341,
            -13276153
        ],
        [
            124,
            8,
            243,
            124,
            8,
            243
        ],
        [
            56,
            5,
            109,
            150,
            8,
            319
        ],
        [
            337,
            16,
            635,
            105,
            7,
            193
        ],
        [
            12830,
            427,
            12402,
            12830,
            427,
            12402
        ],
        [
            101.197208,
            198.197208,
            101.197208,
            101.197208,
            198.197208,
            101.197208
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575534,
            -469630,
            -757095,
            405593,
            -334926,
            -171653
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13581,
    "evaluation_days": 2263.5,
    "actual_first_datapoint_time": 1562328000000,
    "first_datapoint_time": 1564041600000,
    "last_datapoint_time": 1757908800000,
    "evaluation_time": 1757911438788,
    "expiration_time": 1763775792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)