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Trade: LDO/USDT/240/SWMA/VWMA/7498

Strategy
LDO/USDT/240/SWMA/VWMA/7498
Pair
LDO_USDT
Interval
4h
Score
516121
Daily Profit
0.333091
Profit Factor
2.824469
Profitability
51.282051
Streak
0.000000
Best Strategy
Training Data Length
1245.500000
Evaluation Time
2025-10-05 19:34
Expiration Time
2025-11-12 02:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 513434.2025 414864.9347 98569.2678 1464871.8809 1016962.6881 447909.1927
Total P&L (%) 513.4342 414.8649 98.5693 1464.8719 1016.9627 447.9092
Avg Daily Profit (%) 0.4122 0.3331 0.0791 0.2211 0.1939 0.1367
Buy And Hold Return (%) 14.9126 14.9126 14.9126 14.9126 14.9126 14.9126
Max Trade Drawdown -119375 -82442 -65499 -2116889 -1410189 -706699
Profit Factor 2.1774 2.8245 1.4724 1.3058 1.3697 1.2196
Total Trades 79 39 40 79 39 40
Winning Trades 43 20 23 43 20 23
Losing Trades 36 19 17 36 19 17
Profitability (%) 54.4304 51.2821 57.5 54.4304 51.2821 57.5
Ratio Avg Win / Avg Loss 1.823 2.6832 1.0883 1.0932 1.3013 0.9014
Largest Winning Trade 211996 211996 34841 934236 934236 293467
Largest Losing Trade -36100 -36100 -26754 -522529 -522529 -493324
Avg Bars in Trades 90 115 67 90 115 67
Avg Bars in Winners 88 113 67 88 113 67
Avg Bars in Losers 92 116 66 92 116 66
Bars Traded 7171 4486 2685 7171 4486 2685
Profit Streak 16.357 0 80.357 16.357 0 80.357
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -16133 516121 -84041 -21790 312580 -10299
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7473,
    "evaluation_days": 1245.5,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1654214400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759682045671,
    "expiration_time": 1762908336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 149,
            "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": [
        [
            513434.2024931705,
            414864.9346502924,
            98569.2678428779,
            1464871.8808609575,
            1016962.6881133711,
            447909.1927475869
        ],
        [
            513.434202,
            414.864935,
            98.569268,
            1464.871881,
            1016.962688,
            447.909193
        ],
        [
            0.412231,
            0.333091,
            0.07914,
            0.22107,
            0.193941,
            0.13666
        ],
        [
            14.912621,
            14.912621,
            14.912621,
            14.912621,
            14.912621,
            14.912621
        ],
        [
            -119375,
            -82442,
            -65499,
            -2116889,
            -1410189,
            -706699
        ],
        [
            2.177447,
            2.824469,
            1.472374,
            1.305794,
            1.369739,
            1.219575
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            54.43038,
            51.282051,
            57.5,
            54.43038,
            51.282051,
            57.5
        ],
        [
            1.822979,
            2.683246,
            1.088277,
            1.093223,
            1.301252,
            0.901425
        ],
        [
            211996,
            211996,
            34841,
            934236,
            934236,
            293467
        ],
        [
            -36100,
            -36100,
            -26754,
            -522529,
            -522529,
            -493324
        ],
        [
            90,
            115,
            67,
            90,
            115,
            67
        ],
        [
            88,
            113,
            67,
            88,
            113,
            67
        ],
        [
            92,
            116,
            66,
            92,
            116,
            66
        ],
        [
            7171,
            4486,
            2685,
            7171,
            4486,
            2685
        ],
        [
            16.35701,
            0,
            80.35701,
            16.35701,
            0,
            80.35701
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -16133,
            516121,
            -84041,
            -21790,
            312580,
            -10299
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7473,
    "evaluation_days": 1245.5,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1654214400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759682045671,
    "expiration_time": 1762908336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 149,
            "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)