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Trade: LDO/USDT/5/VWMA/LINREG/4733

Strategy
LDO/USDT/5/VWMA/LINREG/4733
Pair
LDO_USDT
Interval
5m
Score
349888
Daily Profit
2.428931
Profit Factor
1.866766
Profitability
32.163743
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 17:10
Expiration Time
2025-12-26 16:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 210855.5412 176424.497 34431.0442 143290.705 148645.6129 -5354.9079
Total P&L (%) 210.8555 176.4245 34.431 143.2907 148.6456 -5.3549
Avg Daily Profit (%) 2.4289 2.0323 0.3966 1.0294 1.0548 -0.0634
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78610 -42108 -51605 -60115 -26987 -40204
Profit Factor 1.8668 2.4257 1.2881 1.8462 2.8052 0.9384
Total Trades 171 85 86 171 85 86
Winning Trades 55 24 31 55 24 31
Losing Trades 116 61 55 116 61 55
Profitability (%) 32.1637 28.2353 36.0465 32.1637 28.2353 36.0465
Ratio Avg Win / Avg Loss 3.9372 6.1653 2.2853 3.8937 7.13 1.665
Largest Winning Trade 199870 199870 75441 171354 171354 36866
Largest Losing Trade -12079 -6816 -12079 -10074 -5596 -10074
Avg Bars in Trades 144 140 147 144 140 147
Avg Bars in Winners 241 246 237 241 246 237
Avg Bars in Losers 98 99 97 98 99 97
Bars Traded 24700 11977 12723 24700 11977 12723
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349888 22025 337 304723 17845 -585697
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752778200000,
    "first_datapoint_time": 1752835500000,
    "last_datapoint_time": 1760277900000,
    "evaluation_time": 1760278229404,
    "expiration_time": 1766757900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 148,
            "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": [
        [
            210855.5412354196,
            176424.4970421547,
            34431.044193265,
            143290.7049647988,
            148645.6128850542,
            -5354.9079202553
        ],
        [
            210.855541,
            176.424497,
            34.431044,
            143.290705,
            148.645613,
            -5.354908
        ],
        [
            2.428931,
            2.032306,
            0.396625,
            1.029438,
            1.054779,
            -0.063378
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78610,
            -42108,
            -51605,
            -60115,
            -26987,
            -40204
        ],
        [
            1.866766,
            2.425689,
            1.288077,
            1.846172,
            2.805235,
            0.938448
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            55,
            24,
            31,
            55,
            24,
            31
        ],
        [
            116,
            61,
            55,
            116,
            61,
            55
        ],
        [
            32.163743,
            28.235294,
            36.046512,
            32.163743,
            28.235294,
            36.046512
        ],
        [
            3.937179,
            6.165292,
            2.285299,
            3.893744,
            7.129972,
            1.664989
        ],
        [
            199870,
            199870,
            75441,
            171354,
            171354,
            36866
        ],
        [
            -12079,
            -6816,
            -12079,
            -10074,
            -5596,
            -10074
        ],
        [
            144,
            140,
            147,
            144,
            140,
            147
        ],
        [
            241,
            246,
            237,
            241,
            246,
            237
        ],
        [
            98,
            99,
            97,
            98,
            99,
            97
        ],
        [
            24700,
            11977,
            12723,
            24700,
            11977,
            12723
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349888,
            22025,
            337,
            304723,
            17845,
            -585697
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752778200000,
    "first_datapoint_time": 1752835500000,
    "last_datapoint_time": 1760277900000,
    "evaluation_time": 1760278229404,
    "expiration_time": 1766757900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 148,
            "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)