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Trade: LDO/USDT/5/VWMA/JMA/3195

Strategy
LDO/USDT/5/VWMA/JMA/3195
Pair
LDO_USDT
Interval
5m
Score
300605
Daily Profit
2.316957
Profit Factor
1.789725
Profitability
37.244898
Streak
0.344762
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 03:21
Expiration Time
2025-12-25 02:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 201135.0328 168139.6112 32995.4215 159067.6632 159922.856 -855.1928
Total P&L (%) 201.135 168.1396 32.9954 159.0677 159.9229 -0.8552
Avg Daily Profit (%) 2.317 1.9369 0.3801 1.1026 1.1064 -0.0099
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70035 -41643 -49516 -52387 -28158 -42677
Profit Factor 1.7897 2.4242 1.2415 1.9027 3.0772 0.9914
Total Trades 196 98 98 196 98 98
Winning Trades 73 36 37 73 36 37
Losing Trades 123 62 61 123 62 61
Profitability (%) 37.2449 36.7347 37.7551 37.2449 36.7347 37.7551
Ratio Avg Win / Avg Loss 3.0156 4.1749 2.0468 3.2059 5.2996 1.6344
Largest Winning Trade 175905 175905 75594 165170 165170 40423
Largest Losing Trade -10971 -5371 -10971 -10621 -4388 -10621
Avg Bars in Trades 125 124 127 125 124 127
Avg Bars in Winners 203 188 218 203 188 218
Avg Bars in Losers 79 86 72 79 86 72
Bars Traded 24695 12164 12531 24695 12164 12531
Profit Streak 0.3448 0.3448 3.4385 0.3448 0.3448 3.4385
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300605 264842 10802 270503 294261 -584853
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752642000000,
    "first_datapoint_time": 1752698700000,
    "last_datapoint_time": 1760141700000,
    "evaluation_time": 1760142087457,
    "expiration_time": 1766621700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 113,
            "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": [
        [
            201135.0327504117,
            168139.6112107176,
            32995.421539694,
            159067.6632126474,
            159922.8560085092,
            -855.1927958618
        ],
        [
            201.135033,
            168.139611,
            32.995422,
            159.067663,
            159.922856,
            -0.855193
        ],
        [
            2.316957,
            1.936869,
            0.380088,
            1.102589,
            1.106427,
            -0.009893
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70035,
            -41643,
            -49516,
            -52387,
            -28158,
            -42677
        ],
        [
            1.789725,
            2.424154,
            1.241499,
            1.902669,
            3.077211,
            0.991382
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            37.244898,
            36.734694,
            37.755102,
            37.244898,
            36.734694,
            37.755102
        ],
        [
            3.015563,
            4.174932,
            2.046796,
            3.205867,
            5.299641,
            1.63444
        ],
        [
            175905,
            175905,
            75594,
            165170,
            165170,
            40423
        ],
        [
            -10971,
            -5371,
            -10971,
            -10621,
            -4388,
            -10621
        ],
        [
            125,
            124,
            127,
            125,
            124,
            127
        ],
        [
            203,
            188,
            218,
            203,
            188,
            218
        ],
        [
            79,
            86,
            72,
            79,
            86,
            72
        ],
        [
            24695,
            12164,
            12531,
            24695,
            12164,
            12531
        ],
        [
            0.344762,
            0.344762,
            3.438512,
            0.344762,
            0.344762,
            3.438512
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300605,
            264842,
            10802,
            270503,
            294261,
            -584853
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752642000000,
    "first_datapoint_time": 1752698700000,
    "last_datapoint_time": 1760141700000,
    "evaluation_time": 1760142087457,
    "expiration_time": 1766621700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 113,
            "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)