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Trade: LDO/USDT/60/BBM/VWMA/5778

Strategy
LDO/USDT/60/BBM/VWMA/5778
Pair
LDO_USDT
Interval
1h
Score
461199
Daily Profit
0.281519
Profit Factor
1.451168
Profitability
56.218905
Streak
47.597168
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 12:19
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 293236.1006 212334.8297 80901.2709 379577.468 213108.1425 166469.3256
Total P&L (%) 293.2361 212.3348 80.9013 379.5775 213.1081 166.4693
Avg Daily Profit (%) 0.2815 0.2039 0.0777 0.1506 0.1096 0.0941
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88835 -78702 -61142 -228629 -263418 -122849
Profit Factor 1.4512 1.6467 1.2515 1.3281 1.3468 1.307
Total Trades 201 100 101 201 100 101
Winning Trades 113 59 54 113 59 54
Losing Trades 88 41 47 88 41 47
Profitability (%) 56.2189 59 53.4653 56.2189 59 53.4653
Ratio Avg Win / Avg Loss 1.1301 1.1443 1.0893 1.0343 0.9359 1.1376
Largest Winning Trade 41749 41749 26761 56775 56775 43838
Largest Losing Trade -44376 -40590 -44376 -147584 -147584 -93515
Avg Bars in Trades 122 144 101 122 144 101
Avg Bars in Winners 119 134 103 119 134 103
Avg Bars in Losers 126 157 98 126 157 98
Bars Traded 24613 14401 10212 24613 14401 10212
Profit Streak 47.5972 89.9305 47.5972 47.5972 89.9305 47.5972
Trades During Streak 8 8 4 8 8 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461199 436161 -87807 393859 -45466 -65511

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669496400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758878395310,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 181,
            "offset": 0,
            "std": 1.24043
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 214,
            "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": [
        [
            293236.1006370782,
            212334.8297240741,
            80901.2709130041,
            379577.4680368868,
            213108.1424667568,
            166469.32557013
        ],
        [
            293.236101,
            212.33483,
            80.901271,
            379.577468,
            213.108142,
            166.469326
        ],
        [
            0.281519,
            0.203851,
            0.077669,
            0.150623,
            0.109637,
            0.094137
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88835,
            -78702,
            -61142,
            -228629,
            -263418,
            -122849
        ],
        [
            1.451168,
            1.64673,
            1.251537,
            1.328145,
            1.346786,
            1.307017
        ],
        [
            201,
            100,
            101,
            201,
            100,
            101
        ],
        [
            113,
            59,
            54,
            113,
            59,
            54
        ],
        [
            88,
            41,
            47,
            88,
            41,
            47
        ],
        [
            56.218905,
            59,
            53.465347,
            56.218905,
            59,
            53.465347
        ],
        [
            1.130113,
            1.144338,
            1.089301,
            1.034307,
            0.935902,
            1.137589
        ],
        [
            41749,
            41749,
            26761,
            56775,
            56775,
            43838
        ],
        [
            -44376,
            -40590,
            -44376,
            -147584,
            -147584,
            -93515
        ],
        [
            122,
            144,
            101,
            122,
            144,
            101
        ],
        [
            119,
            134,
            103,
            119,
            134,
            103
        ],
        [
            126,
            157,
            98,
            126,
            157,
            98
        ],
        [
            24613,
            14401,
            10212,
            24613,
            14401,
            10212
        ],
        [
            47.597168,
            89.930501,
            47.597168,
            47.597168,
            89.930501,
            47.597168
        ],
        [
            8,
            8,
            4,
            8,
            8,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461199,
            436161,
            -87807,
            393859,
            -45466,
            -65511
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669496400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758878395310,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 181,
            "offset": 0,
            "std": 1.24043
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 214,
            "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)