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Trade: DOGE/USDT/15/DCM/VWMA/2822

Strategy
DOGE/USDT/15/DCM/VWMA/2822
Pair
DOGE_USDT
Interval
15m
Score
304327
Daily Profit
0.444478
Profit Factor
1.277881
Profitability
40.181269
Streak
6.307522
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-17 02:07
Expiration Time
2025-12-01 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 115751.0662 64947.9848 50803.0814 132384.6446 92898.5167 39486.1279
Total P&L (%) 115.7511 64.948 50.8031 132.3846 92.8985 39.4861
Avg Daily Profit (%) 0.4445 0.2494 0.1951 0.3243 0.2526 0.1279
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43013 -47410 -32639 -63193 -52679 -47496
Profit Factor 1.2779 1.2944 1.2593 1.2403 1.324 1.1495
Total Trades 331 165 166 331 165 166
Winning Trades 133 67 66 133 67 66
Losing Trades 198 98 100 198 98 100
Profitability (%) 40.1813 40.6061 39.759 40.1813 40.6061 39.759
Ratio Avg Win / Avg Loss 1.9024 1.8933 1.908 1.8464 1.9365 1.7416
Largest Winning Trade 29993 29993 21268 39428 39428 17776
Largest Losing Trade -7065 -7065 -6798 -12691 -10791 -12691
Avg Bars in Trades 74 77 72 74 77 72
Avg Bars in Winners 117 124 110 117 124 110
Avg Bars in Losers 46 45 46 46 45 46
Bars Traded 24805 12847 11958 24805 12847 11958
Profit Streak 6.3075 10.5888 6.3075 6.3075 10.5888 6.3075
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304327 188089 103476 259082 207707 -83960
Evaluation Data
{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735564500000,
    "first_datapoint_time": 1735662600000,
    "last_datapoint_time": 1758063600000,
    "evaluation_time": 1758064069890,
    "expiration_time": 1764543600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    }
}
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": [
        [
            115751.0662135153,
            64947.9848335948,
            50803.0813799206,
            132384.6445913361,
            92898.5167014511,
            39486.1278898848
        ],
        [
            115.751066,
            64.947985,
            50.803081,
            132.384645,
            92.898517,
            39.486128
        ],
        [
            0.444478,
            0.249397,
            0.195081,
            0.324319,
            0.252601,
            0.127873
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43013,
            -47410,
            -32639,
            -63193,
            -52679,
            -47496
        ],
        [
            1.277881,
            1.294372,
            1.259309,
            1.240279,
            1.323952,
            1.149458
        ],
        [
            331,
            165,
            166,
            331,
            165,
            166
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            198,
            98,
            100,
            198,
            98,
            100
        ],
        [
            40.181269,
            40.606061,
            39.759036,
            40.181269,
            40.606061,
            39.759036
        ],
        [
            1.902409,
            1.893261,
            1.908044,
            1.846431,
            1.936527,
            1.741604
        ],
        [
            29993,
            29993,
            21268,
            39428,
            39428,
            17776
        ],
        [
            -7065,
            -7065,
            -6798,
            -12691,
            -10791,
            -12691
        ],
        [
            74,
            77,
            72,
            74,
            77,
            72
        ],
        [
            117,
            124,
            110,
            117,
            124,
            110
        ],
        [
            46,
            45,
            46,
            46,
            45,
            46
        ],
        [
            24805,
            12847,
            11958,
            24805,
            12847,
            11958
        ],
        [
            6.307522,
            10.588772,
            6.307522,
            6.307522,
            10.588772,
            6.307522
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304327,
            188089,
            103476,
            259082,
            207707,
            -83960
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOGE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735564500000,
    "first_datapoint_time": 1735662600000,
    "last_datapoint_time": 1758063600000,
    "evaluation_time": 1758064069890,
    "expiration_time": 1764543600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    }
}

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)