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Trade: LDO/USDT/120/WMA/VWMA/6322

Strategy
LDO/USDT/120/WMA/VWMA/6322
Pair
LDO_USDT
Interval
2h
Score
553361
Daily Profit
0.318369
Profit Factor
2.837320
Profitability
59.574468
Streak
0.000000
Best Strategy
Training Data Length
1242.580000
Evaluation Time
2025-10-03 01:11
Expiration Time
2025-11-16 17:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 514158.6649 395599.2244 118559.4406 1964083.5966 876235.5357 1087848.0609
Total P&L (%) 514.1587 395.5992 118.5594 1964.0836 876.2355 1087.8481
Avg Daily Profit (%) 0.4138 0.3184 0.0954 0.2439 0.1835 0.1994
Buy And Hold Return (%) 29.3127 29.3127 29.3127 29.3127 29.3127 29.3127
Max Trade Drawdown -87339 -44636 -60965 -1358434 -817658 -830247
Profit Factor 2.2056 2.8373 1.5614 1.5744 1.4762 1.6886
Total Trades 95 47 48 95 47 48
Winning Trades 57 28 29 57 28 29
Losing Trades 38 19 19 38 19 19
Profitability (%) 60 59.5745 60.4167 60 59.5745 60.4167
Ratio Avg Win / Avg Loss 1.4704 1.9253 1.023 1.0496 1.0017 1.1064
Largest Winning Trade 174543 174543 24996 462428 462428 400903
Largest Losing Trade -41168 -36604 -41168 -664955 -419690 -664955
Avg Bars in Trades 151 193 109 151 193 109
Avg Bars in Winners 136 170 103 136 170 103
Avg Bars in Losers 173 226 120 173 226 120
Bars Traded 14345 9075 5271 14345 9075 5271
Profit Streak 19.5077 0 77.2577 19.5077 0 77.2577
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 542081 553361 -63231 442105 373685 467202
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14911,
    "evaluation_days": 1242.58,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653595200000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759443065973,
    "expiration_time": 1763307331200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 210,
            "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": [
        [
            514158.6649463302,
            395599.2243912144,
            118559.4405551157,
            1964083.5966393033,
            876235.5357399567,
            1087848.0608993464
        ],
        [
            514.158665,
            395.599224,
            118.559441,
            1964.083597,
            876.235536,
            1087.848061
        ],
        [
            0.413783,
            0.318369,
            0.095414,
            0.243925,
            0.183539,
            0.199359
        ],
        [
            29.312749,
            29.312749,
            29.312749,
            29.312749,
            29.312749,
            29.312749
        ],
        [
            -87339,
            -44636,
            -60965,
            -1358434,
            -817658,
            -830247
        ],
        [
            2.20556,
            2.83732,
            1.561424,
            1.574356,
            1.476234,
            1.688643
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            60,
            59.574468,
            60.416667,
            60,
            59.574468,
            60.416667
        ],
        [
            1.470373,
            1.925324,
            1.023002,
            1.049571,
            1.00173,
            1.106352
        ],
        [
            174543,
            174543,
            24996,
            462428,
            462428,
            400903
        ],
        [
            -41168,
            -36604,
            -41168,
            -664955,
            -419690,
            -664955
        ],
        [
            151,
            193,
            109,
            151,
            193,
            109
        ],
        [
            136,
            170,
            103,
            136,
            170,
            103
        ],
        [
            173,
            226,
            120,
            173,
            226,
            120
        ],
        [
            14345,
            9075,
            5271,
            14345,
            9075,
            5271
        ],
        [
            19.507708,
            0,
            77.257708,
            19.507708,
            0,
            77.257708
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            542081,
            553361,
            -63231,
            442105,
            373685,
            467202
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14911,
    "evaluation_days": 1242.58,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653595200000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759443065973,
    "expiration_time": 1763307331200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 210,
            "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)