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Trade: LDO/USDT/240/WMA/VWMA/9281

Strategy
LDO/USDT/240/WMA/VWMA/9281
Pair
LDO_USDT
Interval
4h
Score
566169
Daily Profit
0.405435
Profit Factor
3.413419
Profitability
70.588235
Streak
82.848230
Best Strategy
Training Data Length
1244.000000
Evaluation Time
2025-10-04 11:21
Expiration Time
2025-11-10 13:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 661523.3164 504361.4733 157161.8431 2781333.6185 2556080.5127 225253.1058
Total P&L (%) 661.5233 504.3615 157.1618 2781.3336 2556.0805 225.2531
Avg Daily Profit (%) 0.5318 0.4054 0.1263 0.2705 0.264 0.0949
Buy And Hold Return (%) 145.3333 145.3333 145.3333 145.3333 145.3333 145.3333
Max Trade Drawdown -142843 -87825 -78835 -15645396 -10544414 -6421832
Profit Factor 2.8909 3.4134 2.1157 1.1179 1.1963 1.0213
Total Trades 68 34 34 68 34 34
Winning Trades 49 24 25 49 24 25
Losing Trades 19 10 9 19 10 9
Profitability (%) 72.0588 70.5882 73.5294 72.0588 70.5882 73.5294
Ratio Avg Win / Avg Loss 1.121 1.4223 0.7616 0.4335 0.4985 0.3677
Largest Winning Trade 219628 219628 33330 6226022 6226022 2024404
Largest Losing Trade -56079 -42231 -56079 -5786648 -5786648 -5656395
Avg Bars in Trades 103 158 48 103 158 48
Avg Bars in Winners 99 150 50 99 150 50
Avg Bars in Losers 113 175 44 113 175 44
Bars Traded 7038 5376 1662 7038 5376 1662
Profit Streak 78.6816 82.8482 78.6816 78.6816 82.8482 78.6816
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -96126 566169 -159978 -193580 198490 -271396
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7464,
    "evaluation_days": 1244,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1655625600000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759566087072,
    "expiration_time": 1762774848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 186,
            "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": [
        [
            661523.3164183327,
            504361.4733052041,
            157161.8431131287,
            2781333.6185100623,
            2556080.51274898,
            225253.105761086
        ],
        [
            661.523316,
            504.361473,
            157.161843,
            2781.333619,
            2556.080513,
            225.253106
        ],
        [
            0.531771,
            0.405435,
            0.126336,
            0.270529,
            0.263968,
            0.094855
        ],
        [
            145.333333,
            145.333333,
            145.333333,
            145.333333,
            145.333333,
            145.333333
        ],
        [
            -142843,
            -87825,
            -78835,
            -15645396,
            -10544414,
            -6421832
        ],
        [
            2.890893,
            3.413419,
            2.115692,
            1.117863,
            1.196285,
            1.021299
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            19,
            10,
            9,
            19,
            10,
            9
        ],
        [
            72.058824,
            70.588235,
            73.529412,
            72.058824,
            70.588235,
            73.529412
        ],
        [
            1.120959,
            1.422258,
            0.761649,
            0.433457,
            0.498452,
            0.367668
        ],
        [
            219628,
            219628,
            33330,
            6226022,
            6226022,
            2024404
        ],
        [
            -56079,
            -42231,
            -56079,
            -5786648,
            -5786648,
            -5656395
        ],
        [
            103,
            158,
            48,
            103,
            158,
            48
        ],
        [
            99,
            150,
            50,
            99,
            150,
            50
        ],
        [
            113,
            175,
            44,
            113,
            175,
            44
        ],
        [
            7038,
            5376,
            1662,
            7038,
            5376,
            1662
        ],
        [
            78.681563,
            82.84823,
            78.681563,
            78.681563,
            82.84823,
            78.681563
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96126,
            566169,
            -159978,
            -193580,
            198490,
            -271396
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7464,
    "evaluation_days": 1244,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1655625600000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759566087072,
    "expiration_time": 1762774848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 186,
            "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)