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Trade: LDO/USDT/120/MIDPOINT/VWMA/3768

Strategy
LDO/USDT/120/MIDPOINT/VWMA/3768
Pair
LDO_USDT
Interval
2h
Score
412898
Daily Profit
0.282675
Profit Factor
1.418132
Profitability
66.367713
Streak
5.160650
Best Strategy
Training Data Length
1234.250000
Evaluation Time
2025-09-26 04:51
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 348891.532 273285.1752 75606.3568 71040.8008 96732.5993 -25691.7985
Total P&L (%) 348.8915 273.2852 75.6064 71.0408 96.7326 -25.6918
Avg Daily Profit (%) 0.2827 0.2214 0.0613 0.0435 0.0548 -0.0241
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115669 -73781 -84592 -421544 -306586 -200750
Profit Factor 1.4181 1.7268 1.1649 1.036 1.1042 0.9754
Total Trades 223 111 112 223 111 112
Winning Trades 148 71 77 148 71 77
Losing Trades 75 40 35 75 40 35
Profitability (%) 66.3677 63.964 68.75 66.3677 63.964 68.75
Ratio Avg Win / Avg Loss 0.7186 0.9728 0.5295 0.525 0.6221 0.4434
Largest Winning Trade 39676 39676 21947 89661 64833 89661
Largest Losing Trade -84592 -46599 -84592 -219997 -219997 -193278
Avg Bars in Trades 65 69 60 65 69 60
Avg Bars in Winners 44 44 45 44 44 45
Avg Bars in Losers 105 114 94 105 114 94
Bars Traded 14529 7769 6760 14529 7769 6760
Profit Streak 5.1607 0 39.744 5.1607 0 39.744
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412898 354622 -148181 -313406 -225716 -577065

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": 1652896800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758851480212,
    "expiration_time": 1762561411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "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": [
        [
            348891.5319730605,
            273285.1751667967,
            75606.3568062639,
            71040.8007794331,
            96732.5992975837,
            -25691.7985181507
        ],
        [
            348.891532,
            273.285175,
            75.606357,
            71.040801,
            96.732599,
            -25.691799
        ],
        [
            0.282675,
            0.221418,
            0.061257,
            0.043496,
            0.05484,
            -0.024056
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115669,
            -73781,
            -84592,
            -421544,
            -306586,
            -200750
        ],
        [
            1.418132,
            1.7268,
            1.164937,
            1.035997,
            1.104193,
            0.975418
        ],
        [
            223,
            111,
            112,
            223,
            111,
            112
        ],
        [
            148,
            71,
            77,
            148,
            71,
            77
        ],
        [
            75,
            40,
            35,
            75,
            40,
            35
        ],
        [
            66.367713,
            63.963964,
            68.75,
            66.367713,
            63.963964,
            68.75
        ],
        [
            0.718648,
            0.972845,
            0.529517,
            0.524998,
            0.622081,
            0.443372
        ],
        [
            39676,
            39676,
            21947,
            89661,
            64833,
            89661
        ],
        [
            -84592,
            -46599,
            -84592,
            -219997,
            -219997,
            -193278
        ],
        [
            65,
            69,
            60,
            65,
            69,
            60
        ],
        [
            44,
            44,
            45,
            44,
            44,
            45
        ],
        [
            105,
            114,
            94,
            105,
            114,
            94
        ],
        [
            14529,
            7769,
            6760,
            14529,
            7769,
            6760
        ],
        [
            5.16065,
            0,
            39.743984,
            5.160651,
            0,
            39.743984
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412898,
            354622,
            -148181,
            -313406,
            -225716,
            -577065
        ]
    ]
}
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": 1652896800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758851480212,
    "expiration_time": 1762561411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "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)