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Trade: LDO/USDT/60/SWMA/VWMA/2680

Strategy
LDO/USDT/60/SWMA/VWMA/2680
Pair
LDO_USDT
Interval
1h
Score
374563
Daily Profit
0.237419
Profit Factor
1.288486
Profitability
60.079051
Streak
15.442897
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-25 12:37
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 247300.7914 199058.5697 48242.2217 94368.5803 98112.1443 -3743.564
Total P&L (%) 247.3008 199.0586 48.2422 94.3686 98.1121 -3.7436
Avg Daily Profit (%) 0.2374 0.1911 0.0463 0.0638 0.0657 -0.0037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129397 -99255 -65604 -431775 -332328 -272451
Profit Factor 1.2885 1.4816 1.1087 1.04 1.0824 0.9968
Total Trades 253 126 127 253 126 127
Winning Trades 152 74 78 152 74 78
Losing Trades 101 52 49 101 52 49
Profitability (%) 60.0791 58.7302 61.4173 60.0791 58.7302 61.4173
Ratio Avg Win / Avg Loss 0.8562 1.0411 0.6965 0.691 0.7606 0.6262
Largest Winning Trade 30970 30970 18533 89280 89280 75244
Largest Losing Trade -57884 -40317 -57884 -167383 -167383 -156966
Avg Bars in Trades 97 108 87 97 108 87
Avg Bars in Winners 90 95 85 90 95 85
Avg Bars in Losers 109 126 90 109 126 90
Bars Traded 24789 13698 11091 24789 13698 11091
Profit Streak 15.4429 15.4429 19.2762 15.4429 15.4429 19.2762
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374563 368381 -232854 -281806 -235272 -578449

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": 1669287600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758793066292,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 156,
            "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": [
        [
            247300.7913949882,
            199058.5696523164,
            48242.2217426719,
            94368.5802808603,
            98112.1443077161,
            -3743.5640268557
        ],
        [
            247.300791,
            199.05857,
            48.242222,
            94.36858,
            98.112144,
            -3.743564
        ],
        [
            0.237419,
            0.191105,
            0.046315,
            0.063823,
            0.065656,
            -0.003663
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129397,
            -99255,
            -65604,
            -431775,
            -332328,
            -272451
        ],
        [
            1.288486,
            1.481555,
            1.108685,
            1.039981,
            1.082447,
            0.996801
        ],
        [
            253,
            126,
            127,
            253,
            126,
            127
        ],
        [
            152,
            74,
            78,
            152,
            74,
            78
        ],
        [
            101,
            52,
            49,
            101,
            52,
            49
        ],
        [
            60.079051,
            58.730159,
            61.417323,
            60.079051,
            58.730159,
            61.417323
        ],
        [
            0.856165,
            1.041092,
            0.696482,
            0.69104,
            0.760638,
            0.626196
        ],
        [
            30970,
            30970,
            18533,
            89280,
            89280,
            75244
        ],
        [
            -57884,
            -40317,
            -57884,
            -167383,
            -167383,
            -156966
        ],
        [
            97,
            108,
            87,
            97,
            108,
            87
        ],
        [
            90,
            95,
            85,
            90,
            95,
            85
        ],
        [
            109,
            126,
            90,
            109,
            126,
            90
        ],
        [
            24789,
            13698,
            11091,
            24789,
            13698,
            11091
        ],
        [
            15.442897,
            15.442897,
            19.27623,
            15.442897,
            15.442897,
            19.27623
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374563,
            368381,
            -232854,
            -281806,
            -235272,
            -578449
        ]
    ]
}
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": 1669287600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758793066292,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 156,
            "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)