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Trade: LDO/USDT/120/HMA/VWMA/5236

Strategy
LDO/USDT/120/HMA/VWMA/5236
Pair
LDO_USDT
Interval
2h
Score
318274
Daily Profit
0.250316
Profit Factor
1.458555
Profitability
41.262136
Streak
29.343106
Best Strategy
Training Data Length
1245.580000
Evaluation Time
2025-10-06 03:14
Expiration Time
2025-11-19 20:11

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 361676.1383 311789.0376 49887.1007 190919.7886 466648.06 -275728.2714
Total P&L (%) 361.6761 311.789 49.8871 190.9198 466.6481 -275.7283
Avg Daily Profit (%) 0.2904 0.2503 0.0401 0.0858 0.1394 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -222624 -86209 -180357 -622343 -290960 -482878
Profit Factor 1.2517 1.4586 1.0659 1.0758 1.4014 0.7965
Total Trades 411 206 205 411 206 205
Winning Trades 168 85 83 168 85 83
Losing Trades 243 121 122 243 121 122
Profitability (%) 40.8759 41.2621 40.4878 40.8759 41.2621 40.4878
Ratio Avg Win / Avg Loss 1.8105 2.0763 1.5667 1.5561 1.9949 1.1707
Largest Winning Trade 97227 97227 45837 263461 263461 108617
Largest Losing Trade -24144 -19642 -24144 -129037 -72617 -129037
Avg Bars in Trades 35 37 33 35 37 33
Avg Bars in Winners 52 54 50 52 54 50
Avg Bars in Losers 24 26 22 24 26 22
Bars Traded 14765 7813 6952 14765 7813 6952
Profit Streak 4.4264 29.3431 0 4.4264 29.3431 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 290560 318274 -290867 -215657 -6559 -582292
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14947,
    "evaluation_days": 1245.58,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653069600000,
    "last_datapoint_time": 1759701600000,
    "evaluation_time": 1759709644398,
    "expiration_time": 1763575862400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 14,
            "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": [
        [
            361676.1382586022,
            311789.0375594071,
            49887.1006991953,
            190919.7885781868,
            466648.0599602235,
            -275728.2713820365
        ],
        [
            361.676138,
            311.789038,
            49.887101,
            190.919789,
            466.64806,
            -275.728271
        ],
        [
            0.290368,
            0.250316,
            0.040051,
            0.08577,
            0.139355,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -222624,
            -86209,
            -180357,
            -622343,
            -290960,
            -482878
        ],
        [
            1.251678,
            1.458555,
            1.06589,
            1.075843,
            1.401404,
            0.796474
        ],
        [
            411,
            206,
            205,
            411,
            206,
            205
        ],
        [
            168,
            85,
            83,
            168,
            85,
            83
        ],
        [
            243,
            121,
            122,
            243,
            121,
            122
        ],
        [
            40.875912,
            41.262136,
            40.487805,
            40.875912,
            41.262136,
            40.487805
        ],
        [
            1.810462,
            2.076295,
            1.56673,
            1.55613,
            1.99494,
            1.170721
        ],
        [
            97227,
            97227,
            45837,
            263461,
            263461,
            108617
        ],
        [
            -24144,
            -19642,
            -24144,
            -129037,
            -72617,
            -129037
        ],
        [
            35,
            37,
            33,
            35,
            37,
            33
        ],
        [
            52,
            54,
            50,
            52,
            54,
            50
        ],
        [
            24,
            26,
            22,
            24,
            26,
            22
        ],
        [
            14765,
            7813,
            6952,
            14765,
            7813,
            6952
        ],
        [
            4.42644,
            29.343106,
            0,
            4.42644,
            29.343106,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            290560,
            318274,
            -290867,
            -215657,
            -6559,
            -582292
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14947,
    "evaluation_days": 1245.58,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653069600000,
    "last_datapoint_time": 1759701600000,
    "evaluation_time": 1759709644398,
    "expiration_time": 1763575862400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 14,
            "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)