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Trade: LDO/USDT/480/VWAP/EMA/9097

Strategy
LDO/USDT/480/VWAP/EMA/9097
Pair
LDO_USDT
Interval
8h
Score
569924
Daily Profit
0.263013
Profit Factor
1.967331
Profitability
83.620690
Streak
20.288118
Best Strategy
Training Data Length
1252.000000
Evaluation Time
2025-10-12 09:54
Expiration Time
2025-11-18 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 329292.3773 188218.354 141074.0232 330730.6638 207236.5322 123494.1316
Total P&L (%) 329.2924 188.2184 141.074 330.7307 207.2365 123.4941
Avg Daily Profit (%) 0.263 0.1503 0.1127 0.1167 0.0897 0.0643
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106458 -35767 -86560 -247892 -115749 -192616
Profit Factor 1.9673 2.4016 1.6844 1.4589 1.733 1.282
Total Trades 116 58 58 116 58 58
Winning Trades 97 47 50 97 47 50
Losing Trades 19 11 8 19 11 8
Profitability (%) 83.6207 81.0345 86.2069 83.6207 81.0345 86.2069
Ratio Avg Win / Avg Loss 0.3854 0.5621 0.2695 0.2858 0.4056 0.2051
Largest Winning Trade 21180 19530 21180 34240 34118 34240
Largest Losing Trade -86560 -35767 -86560 -192616 -115749 -192616
Avg Bars in Trades 29 34 24 29 34 24
Avg Bars in Winners 12 12 11 12 12 11
Avg Bars in Losers 117 124 108 117 124 108
Bars Traded 3421 1981 1439 3421 1981 1439
Profit Streak 20.2881 93.2881 20.2881 20.2881 93.2881 20.2881
Trades During Streak 6 6 3 6 6 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 569924 -165587 -215970 -31097 -247289 -282641
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1252,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1658102400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760252093429,
    "expiration_time": 1763472384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "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": [
        [
            329292.3772627088,
            188218.3540243011,
            141074.0232384077,
            330730.6638102034,
            207236.5321782852,
            123494.1316319181
        ],
        [
            329.292377,
            188.218354,
            141.074023,
            330.730664,
            207.236532,
            123.494132
        ],
        [
            0.263013,
            0.150334,
            0.112679,
            0.116706,
            0.089693,
            0.064255
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106458,
            -35767,
            -86560,
            -247892,
            -115749,
            -192616
        ],
        [
            1.967331,
            2.401648,
            1.684394,
            1.458937,
            1.732986,
            1.282004
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            97,
            47,
            50,
            97,
            47,
            50
        ],
        [
            19,
            11,
            8,
            19,
            11,
            8
        ],
        [
            83.62069,
            81.034483,
            86.206897,
            83.62069,
            81.034483,
            86.206897
        ],
        [
            0.385353,
            0.562088,
            0.269503,
            0.285771,
            0.405592,
            0.205121
        ],
        [
            21180,
            19530,
            21180,
            34240,
            34118,
            34240
        ],
        [
            -86560,
            -35767,
            -86560,
            -192616,
            -115749,
            -192616
        ],
        [
            29,
            34,
            24,
            29,
            34,
            24
        ],
        [
            12,
            12,
            11,
            12,
            12,
            11
        ],
        [
            117,
            124,
            108,
            117,
            124,
            108
        ],
        [
            3421,
            1981,
            1439,
            3421,
            1981,
            1439
        ],
        [
            20.288118,
            93.288118,
            20.288118,
            20.288118,
            93.288118,
            20.288118
        ],
        [
            6,
            6,
            3,
            6,
            6,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            569924,
            -165587,
            -215970,
            -31097,
            -247289,
            -282641
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1252,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1658102400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760252093429,
    "expiration_time": 1763472384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "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)