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Trade: LDO/USDT/120/VWMA/BBM/3874

Strategy
LDO/USDT/120/VWMA/BBM/3874
Pair
LDO_USDT
Interval
2h
Score
348541
Daily Profit
0.153759
Profit Factor
1.472612
Profitability
68.888889
Streak
16.950315
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 146972.8431 189776.5376 -42803.6945 -106760.6238 -33708.0197 -73052.6041
Total P&L (%) 146.9728 189.7765 -42.8037 -106.7606 -33.708 -73.0526
Avg Daily Profit (%) 0.1191 0.1538 -0.0347 0 -0.0333 -0.1062
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111789 -80656 -154668 -133591 -12268 -110656
Profit Factor 1.1616 1.4726 0.9157 0.5431 0.6422 0.4762
Total Trades 181 90 91 181 90 91
Winning Trades 125 62 63 59 29 30
Losing Trades 56 28 28 122 61 61
Profitability (%) 69.0608 68.8889 69.2308 32.5967 32.2222 32.967
Ratio Avg Win / Avg Loss 0.5204 0.6651 0.407 1.123 1.3508 0.9682
Largest Winning Trade 37197 37197 20766 20670 17264 20670
Largest Losing Trade -111789 -47897 -111789 -101470 -52863 -101470
Avg Bars in Trades 80 84 76 80 84 76
Avg Bars in Winners 47 47 47 139 153 126
Avg Bars in Losers 152 164 141 51 51 51
Bars Traded 14517 7562 6955 14517 7562 6955
Profit Streak 16.9503 16.9503 38.617 0 0 0
Trades During Streak 3 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -73549 348541 -576887 -584931 -586338 -587713

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": 1652940000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758826107183,
    "expiration_time": 1762561411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 165,
            "offset": 0,
            "std": 1.89977
        }
    }
}
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": [
        [
            146972.8431070157,
            189776.5375846298,
            -42803.6944776142,
            -106760.623842205,
            -33708.0197330564,
            -73052.6041091486
        ],
        [
            146.972843,
            189.776538,
            -42.803694,
            -106.760624,
            -33.70802,
            -73.052604
        ],
        [
            0.119079,
            0.153759,
            -0.03468,
            0,
            -0.033302,
            -0.106185
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111789,
            -80656,
            -154668,
            -133591,
            -12268,
            -110656
        ],
        [
            1.161619,
            1.472612,
            0.915713,
            0.543091,
            0.642172,
            0.476163
        ],
        [
            181,
            90,
            91,
            181,
            90,
            91
        ],
        [
            125,
            62,
            63,
            59,
            29,
            30
        ],
        [
            56,
            28,
            28,
            122,
            61,
            61
        ],
        [
            69.060773,
            68.888889,
            69.230769,
            32.596685,
            32.222222,
            32.967033
        ],
        [
            0.520405,
            0.665051,
            0.406983,
            1.123002,
            1.350775,
            0.968198
        ],
        [
            37197,
            37197,
            20766,
            20670,
            17264,
            20670
        ],
        [
            -111789,
            -47897,
            -111789,
            -101470,
            -52863,
            -101470
        ],
        [
            80,
            84,
            76,
            80,
            84,
            76
        ],
        [
            47,
            47,
            47,
            139,
            153,
            126
        ],
        [
            152,
            164,
            141,
            51,
            51,
            51
        ],
        [
            14517,
            7562,
            6955,
            14517,
            7562,
            6955
        ],
        [
            16.950315,
            16.950315,
            38.616981,
            0,
            0,
            0
        ],
        [
            3,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -73549,
            348541,
            -576887,
            -584931,
            -586338,
            -587713
        ]
    ]
}
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": 1652940000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758826107183,
    "expiration_time": 1762561411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 165,
            "offset": 0,
            "std": 1.89977
        }
    }
}

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)