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Trade: LDO/USDT/480/VWAP/WMA/9672

Strategy
LDO/USDT/480/VWAP/WMA/9672
Pair
LDO_USDT
Interval
8h
Score
485742
Daily Profit
0.185497
Profit Factor
2.123103
Profitability
80.898876
Streak
26.211676
Best Strategy
Training Data Length
1247.000000
Evaluation Time
2025-10-07 08:04
Expiration Time
2025-11-13 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 126329.7774 231314.6899 -104984.9125 402578.5562 352721.9072 49856.649
Total P&L (%) 126.3298 231.3147 -104.9849 402.5786 352.7219 49.8566
Avg Daily Profit (%) 0.1013 0.1855 -0.0842 0.1296 0.1212 0.0324
Buy And Hold Return (%) 42.2998 42.2998 42.2998 42.2998 42.2998 42.2998
Max Trade Drawdown -324718 -52785 -320669 -462118 -116925 -460503
Profit Factor 1.165 2.1231 0.8124 1.3563 2.0157 1.0637
Total Trades 178 89 89 178 89 89
Winning Trades 146 72 74 136 68 68
Losing Trades 32 17 15 42 21 21
Profitability (%) 82.0225 80.8989 83.1461 76.4045 76.4045 76.4045
Ratio Avg Win / Avg Loss 0.2553 0.5013 0.1647 0.4188 0.6225 0.3285
Largest Winning Trade 21180 20095 21180 306601 79264 306601
Largest Losing Trade -263937 -38268 -263937 -324866 -92809 -324866
Avg Bars in Trades 20 22 17 20 22 17
Avg Bars in Winners 10 11 9 13 15 11
Avg Bars in Losers 64 67 60 42 45 39
Bars Traded 3568 1987 1581 3568 1987 1581
Profit Streak 26.2117 26.2117 42.2117 26.2117 26.2117 42.2117
Trades During Streak 10 5 5 10 5 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -94291 485742 -574803 -14965 -24986 -406670
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3741,
    "evaluation_days": 1247,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1654934400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759813488805,
    "expiration_time": 1763027424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 100,
            "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": [
        [
            126329.7773798567,
            231314.6899225119,
            -104984.9125426555,
            402578.55619513,
            352721.907175115,
            49856.6490200149
        ],
        [
            126.329777,
            231.31469,
            -104.984913,
            402.578556,
            352.721907,
            49.856649
        ],
        [
            0.101307,
            0.185497,
            -0.08419,
            0.129561,
            0.121173,
            0.032444
        ],
        [
            42.299771,
            42.299771,
            42.299771,
            42.299771,
            42.299771,
            42.299771
        ],
        [
            -324718,
            -52785,
            -320669,
            -462118,
            -116925,
            -460503
        ],
        [
            1.164985,
            2.123103,
            0.812441,
            1.356271,
            2.015732,
            1.063697
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            146,
            72,
            74,
            136,
            68,
            68
        ],
        [
            32,
            17,
            15,
            42,
            21,
            21
        ],
        [
            82.022472,
            80.898876,
            83.146067,
            76.404494,
            76.404494,
            76.404494
        ],
        [
            0.255339,
            0.501288,
            0.164684,
            0.418848,
            0.622505,
            0.328495
        ],
        [
            21180,
            20095,
            21180,
            306601,
            79264,
            306601
        ],
        [
            -263937,
            -38268,
            -263937,
            -324866,
            -92809,
            -324866
        ],
        [
            20,
            22,
            17,
            20,
            22,
            17
        ],
        [
            10,
            11,
            9,
            13,
            15,
            11
        ],
        [
            64,
            67,
            60,
            42,
            45,
            39
        ],
        [
            3568,
            1987,
            1581,
            3568,
            1987,
            1581
        ],
        [
            26.211676,
            26.211676,
            42.211676,
            26.211676,
            26.211676,
            42.211676
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94291,
            485742,
            -574803,
            -14965,
            -24986,
            -406670
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3741,
    "evaluation_days": 1247,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1654934400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759813488805,
    "expiration_time": 1763027424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 100,
            "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)