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Trade: LDO/USDT/240/FWMA/VWMA/4443

Strategy
LDO/USDT/240/FWMA/VWMA/4443
Pair
LDO_USDT
Interval
4h
Score
343116
Daily Profit
0.322860
Profit Factor
2.002793
Profitability
49.557522
Streak
0.000000
Best Strategy
Training Data Length
1239.000000
Evaluation Time
2025-09-29 11:14
Expiration Time
2025-11-05 10:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 395086.7524 400024.002 -4937.2495 47667.4286 253966.8186 -206299.39
Total P&L (%) 395.0868 400.024 -4.9373 47.6674 253.9668 -206.2994
Avg Daily Profit (%) 0.3189 0.3229 -0.004 0.0315 0.1021 0
Buy And Hold Return (%) 109.1493 109.1493 109.1493 109.1493 109.1493 109.1493
Max Trade Drawdown -147281 -83436 -108485 -953533 -508523 -581812
Profit Factor 1.4338 2.0028 0.9904 1.0129 1.1636 0.9032
Total Trades 225 113 112 225 113 112
Winning Trades 113 56 57 113 56 57
Losing Trades 112 57 55 112 57 55
Profitability (%) 50.2222 49.5575 50.8929 50.2222 49.5575 50.8929
Ratio Avg Win / Avg Loss 1.4211 2.0386 0.9556 1.004 1.1843 0.8715
Largest Winning Trade 278241 278241 35604 260829 260829 248494
Largest Losing Trade -44135 -25094 -44135 -269877 -116364 -269877
Avg Bars in Trades 31 38 24 31 38 24
Avg Bars in Winners 33 39 27 33 39 27
Avg Bars in Losers 29 37 21 29 37 21
Bars Traded 7112 4346 2766 7112 4346 2766
Profit Streak 0 0 49.0098 0 0 49.0098
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 294649 343116 -579650 -521720 -102456 -579650
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7434,
    "evaluation_days": 1239,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1655985600000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759133649403,
    "expiration_time": 1762329888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 191,
            "offset": 81
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "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": [
        [
            395086.7524224553,
            400024.001968854,
            -4937.2495463983,
            47667.4285842629,
            253966.8185625662,
            -206299.3899783037
        ],
        [
            395.086752,
            400.024002,
            -4.93725,
            47.667429,
            253.966819,
            -206.29939
        ],
        [
            0.318876,
            0.32286,
            -0.003985,
            0.031465,
            0.102072,
            0
        ],
        [
            109.149338,
            109.149338,
            109.149338,
            109.149338,
            109.149338,
            109.149338
        ],
        [
            -147281,
            -83436,
            -108485,
            -953533,
            -508523,
            -581812
        ],
        [
            1.4338,
            2.002793,
            0.990354,
            1.012937,
            1.163561,
            0.903226
        ],
        [
            225,
            113,
            112,
            225,
            113,
            112
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            112,
            57,
            55,
            112,
            57,
            55
        ],
        [
            50.222222,
            49.557522,
            50.892857,
            50.222222,
            49.557522,
            50.892857
        ],
        [
            1.421111,
            2.038557,
            0.955605,
            1.003973,
            1.184339,
            0.871533
        ],
        [
            278241,
            278241,
            35604,
            260829,
            260829,
            248494
        ],
        [
            -44135,
            -25094,
            -44135,
            -269877,
            -116364,
            -269877
        ],
        [
            31,
            38,
            24,
            31,
            38,
            24
        ],
        [
            33,
            39,
            27,
            33,
            39,
            27
        ],
        [
            29,
            37,
            21,
            29,
            37,
            21
        ],
        [
            7112,
            4346,
            2766,
            7112,
            4346,
            2766
        ],
        [
            0,
            0,
            49.009831,
            0,
            0,
            49.009831
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            294649,
            343116,
            -579650,
            -521720,
            -102456,
            -579650
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7434,
    "evaluation_days": 1239,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1655985600000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759133649403,
    "expiration_time": 1762329888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 191,
            "offset": 81
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "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)