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Trade: LDO/USDT/120/TEMA/VWMA/4456

Strategy
LDO/USDT/120/TEMA/VWMA/4456
Pair
LDO_USDT
Interval
2h
Score
439591
Daily Profit
0.278249
Profit Factor
1.370035
Profitability
68.817204
Streak
5.466613
Best Strategy
Training Data Length
1247.080000
Evaluation Time
2025-10-07 14:11
Expiration Time
2025-11-21 09:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 346999.1064 262933.3354 84065.7709 176874.4722 85778.405 91096.0672
Total P&L (%) 346.9991 262.9333 84.0658 176.8745 85.7784 91.0961
Avg Daily Profit (%) 0.2782 0.2108 0.0674 0.0817 0.0497 0.0519
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81074 -73265 -92073 -331576 -282223 -207661
Profit Factor 1.37 1.5618 1.179 1.0843 1.0744 1.0963
Total Trades 279 140 139 279 140 139
Winning Trades 192 92 100 192 92 100
Losing Trades 87 48 39 87 48 39
Profitability (%) 68.8172 65.7143 71.9424 68.8172 65.7143 71.9424
Ratio Avg Win / Avg Loss 0.6208 0.8149 0.4598 0.4913 0.5606 0.4276
Largest Winning Trade 60991 60991 18203 75589 73841 75589
Largest Losing Trade -64428 -39094 -64428 -207661 -161926 -207661
Avg Bars in Trades 53 61 44 53 61 44
Avg Bars in Winners 33 38 28 33 38 28
Avg Bars in Losers 96 105 86 96 105 86
Bars Traded 14840 8590 6250 14840 8590 6250
Profit Streak 5.4666 5.4666 50.0499 5.4666 5.4666 50.0499
Trades During Streak 2 1 5 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439591 370503 -124044 -208275 -264338 -235576
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14965,
    "evaluation_days": 1247.08,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1652709600000,
    "last_datapoint_time": 1759831200000,
    "evaluation_time": 1759835515438,
    "expiration_time": 1763710128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 49,
            "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": [
        [
            346999.106363619,
            262933.3354443624,
            84065.7709192563,
            176874.4721975871,
            85778.4049707298,
            91096.0672268574
        ],
        [
            346.999106,
            262.933335,
            84.065771,
            176.874472,
            85.778405,
            91.096067
        ],
        [
            0.278249,
            0.210839,
            0.06741,
            0.081696,
            0.049679,
            0.051943
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81074,
            -73265,
            -92073,
            -331576,
            -282223,
            -207661
        ],
        [
            1.370035,
            1.561796,
            1.178969,
            1.084292,
            1.07442,
            1.096324
        ],
        [
            279,
            140,
            139,
            279,
            140,
            139
        ],
        [
            192,
            92,
            100,
            192,
            92,
            100
        ],
        [
            87,
            48,
            39,
            87,
            48,
            39
        ],
        [
            68.817204,
            65.714286,
            71.942446,
            68.817204,
            65.714286,
            71.942446
        ],
        [
            0.620797,
            0.81485,
            0.459798,
            0.49132,
            0.560567,
            0.427566
        ],
        [
            60991,
            60991,
            18203,
            75589,
            73841,
            75589
        ],
        [
            -64428,
            -39094,
            -64428,
            -207661,
            -161926,
            -207661
        ],
        [
            53,
            61,
            44,
            53,
            61,
            44
        ],
        [
            33,
            38,
            28,
            33,
            38,
            28
        ],
        [
            96,
            105,
            86,
            96,
            105,
            86
        ],
        [
            14840,
            8590,
            6250,
            14840,
            8590,
            6250
        ],
        [
            5.466613,
            5.466614,
            50.049947,
            5.466614,
            5.466614,
            50.049947
        ],
        [
            2,
            1,
            5,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439591,
            370503,
            -124044,
            -208275,
            -264338,
            -235576
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14965,
    "evaluation_days": 1247.08,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1652709600000,
    "last_datapoint_time": 1759831200000,
    "evaluation_time": 1759835515438,
    "expiration_time": 1763710128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 49,
            "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)