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Trade: LDO/USDT/120/HILO/VWMA/8266

Strategy
LDO/USDT/120/HILO/VWMA/8266
Pair
LDO_USDT
Interval
2h
Score
479095
Daily Profit
0.379918
Profit Factor
1.514256
Profitability
60.701754
Streak
15.283643
Best Strategy
Training Data Length
1234.250000
Evaluation Time
2025-09-25 21:48
Expiration Time
2025-11-08 02:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 468913.7168 341441.3766 127472.3402 736710.625 348151.7429 388558.8821
Total P&L (%) 468.9137 341.4414 127.4723 736.7106 348.1517 388.5589
Avg Daily Profit (%) 0.3799 0.2766 0.1033 0.1723 0.1216 0.1286
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96810 -76232 -102101 -407256 -427357 -305871
Profit Factor 1.5143 1.7238 1.2896 1.267 1.2264 1.3179
Total Trades 285 142 143 285 142 143
Winning Trades 173 84 89 173 84 89
Losing Trades 112 58 54 112 58 54
Profitability (%) 60.7018 59.1549 62.2378 60.7018 59.1549 62.2378
Ratio Avg Win / Avg Loss 0.9803 1.1903 0.7825 0.8202 0.8468 0.7996
Largest Winning Trade 54748 54748 27061 116869 90294 116869
Largest Losing Trade -66700 -50814 -66700 -314129 -314129 -255587
Avg Bars in Trades 50 59 42 50 59 42
Avg Bars in Winners 36 41 32 36 41 32
Avg Bars in Losers 72 86 58 72 86 58
Bars Traded 14519 8472 6047 14519 8472 6047
Profit Streak 15.2836 16.2003 15.2836 15.2836 16.2003 15.2836
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 479095 450374 -54264 375796 -30624 -20323

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14811,
    "evaluation_days": 1234.25,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653184800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758826106762,
    "expiration_time": 1762561411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 153,
            "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": [
        [
            468913.7168351678,
            341441.3766181984,
            127472.3402169695,
            736710.6249772308,
            348151.7428501332,
            388558.8821270979
        ],
        [
            468.913717,
            341.441377,
            127.47234,
            736.710625,
            348.151743,
            388.558882
        ],
        [
            0.379918,
            0.276639,
            0.103279,
            0.172261,
            0.121602,
            0.128605
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96810,
            -76232,
            -102101,
            -407256,
            -427357,
            -305871
        ],
        [
            1.514256,
            1.723828,
            1.289635,
            1.266959,
            1.226437,
            1.317939
        ],
        [
            285,
            142,
            143,
            285,
            142,
            143
        ],
        [
            173,
            84,
            89,
            173,
            84,
            89
        ],
        [
            112,
            58,
            54,
            112,
            58,
            54
        ],
        [
            60.701754,
            59.15493,
            62.237762,
            60.701754,
            59.15493,
            62.237762
        ],
        [
            0.980327,
            1.190262,
            0.782475,
            0.820228,
            0.846826,
            0.799648
        ],
        [
            54748,
            54748,
            27061,
            116869,
            90294,
            116869
        ],
        [
            -66700,
            -50814,
            -66700,
            -314129,
            -314129,
            -255587
        ],
        [
            50,
            59,
            42,
            50,
            59,
            42
        ],
        [
            36,
            41,
            32,
            36,
            41,
            32
        ],
        [
            72,
            86,
            58,
            72,
            86,
            58
        ],
        [
            14519,
            8472,
            6047,
            14519,
            8472,
            6047
        ],
        [
            15.283643,
            16.20031,
            15.283643,
            15.283643,
            16.20031,
            15.283643
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479095,
            450374,
            -54264,
            375796,
            -30624,
            -20323
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14811,
    "evaluation_days": 1234.25,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653184800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758826106762,
    "expiration_time": 1762561411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 153,
            "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)