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Trade: LDO/USDT/15/MIDPOINT/VWMA/5414

Strategy
LDO/USDT/15/MIDPOINT/VWMA/5414
Pair
LDO_USDT
Interval
15m
Score
339939
Daily Profit
0.420355
Profit Factor
1.265430
Profitability
50.980392
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 21:35
Expiration Time
2025-12-26 20:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 109468.9215 32396.6883 77072.2332 87321.0969 2783.2384 84537.8585
Total P&L (%) 109.4689 32.3967 77.0722 87.3211 2.7832 84.5379
Avg Daily Profit (%) 0.4204 0.1244 0.296 0.2413 0.0105 0.2355
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48227 -47640 -26131 -92491 -108585 -39488
Profit Factor 1.2654 1.1512 1.389 1.1356 1.008 1.2848
Total Trades 255 128 127 255 128 127
Winning Trades 130 64 66 130 64 66
Losing Trades 125 64 61 125 64 61
Profitability (%) 50.9804 50 51.9685 50.9804 50 51.9685
Ratio Avg Win / Avg Loss 1.2168 1.1512 1.2837 1.092 1.008 1.1875
Largest Winning Trade 46624 46624 22757 83622 83622 25884
Largest Losing Trade -25729 -25729 -13321 -64894 -64894 -32690
Avg Bars in Trades 95 91 99 95 91 99
Avg Bars in Winners 107 102 111 107 102 111
Avg Bars in Losers 83 79 86 83 79 86
Bars Traded 24361 11690 12671 24361 11690 12671
Profit Streak 0 0 6.0666 0 0 6.0666
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339939 -85661 319689 -63294 -557842 278189
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737794700000,
    "first_datapoint_time": 1737986400000,
    "last_datapoint_time": 1760293800000,
    "evaluation_time": 1760294157769,
    "expiration_time": 1766773800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 102,
            "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": [
        [
            109468.9214788429,
            32396.6882668676,
            77072.2332119751,
            87321.0968930398,
            2783.2384377039,
            84537.8584553358
        ],
        [
            109.468921,
            32.396688,
            77.072233,
            87.321097,
            2.783238,
            84.537858
        ],
        [
            0.420355,
            0.124402,
            0.295954,
            0.241307,
            0.010542,
            0.235545
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48227,
            -47640,
            -26131,
            -92491,
            -108585,
            -39488
        ],
        [
            1.26543,
            1.151192,
            1.388968,
            1.13563,
            1.008021,
            1.284818
        ],
        [
            255,
            128,
            127,
            255,
            128,
            127
        ],
        [
            130,
            64,
            66,
            130,
            64,
            66
        ],
        [
            125,
            64,
            61,
            125,
            64,
            61
        ],
        [
            50.980392,
            50,
            51.968504,
            50.980392,
            50,
            51.968504
        ],
        [
            1.21676,
            1.151192,
            1.283743,
            1.091952,
            1.008021,
            1.187484
        ],
        [
            46624,
            46624,
            22757,
            83622,
            83622,
            25884
        ],
        [
            -25729,
            -25729,
            -13321,
            -64894,
            -64894,
            -32690
        ],
        [
            95,
            91,
            99,
            95,
            91,
            99
        ],
        [
            107,
            102,
            111,
            107,
            102,
            111
        ],
        [
            83,
            79,
            86,
            83,
            79,
            86
        ],
        [
            24361,
            11690,
            12671,
            24361,
            11690,
            12671
        ],
        [
            0,
            0,
            6.066641,
            0,
            0,
            6.066641
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339939,
            -85661,
            319689,
            -63294,
            -557842,
            278189
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737794700000,
    "first_datapoint_time": 1737986400000,
    "last_datapoint_time": 1760293800000,
    "evaluation_time": 1760294157769,
    "expiration_time": 1766773800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 102,
            "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)