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Trade: LDO/USDT/120/SUPERTREND/VWMA/9598

Strategy
LDO/USDT/120/SUPERTREND/VWMA/9598
Pair
LDO_USDT
Interval
2h
Score
313582
Daily Profit
0.160979
Profit Factor
1.307160
Profitability
56.016598
Streak
4.032254
Best Strategy
Training Data Length
1249.080000
Evaluation Time
2025-10-09 13:46
Expiration Time
2025-11-23 11:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 184275.6952 201075.3165 -16799.6213 -78054.4719 -14952.9946 -63101.4773
Total P&L (%) 184.2757 201.0753 -16.7996 -78.0545 -14.953 -63.1015
Avg Daily Profit (%) 0.1475 0.161 -0.0135 -0.1213 -0.013 -0.0798
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176865 -96284 -148240 -260544 -194560 -127203
Profit Factor 1.13 1.3072 0.978 0.9394 0.9767 0.9023
Total Trades 483 241 242 483 241 242
Winning Trades 284 135 149 284 135 149
Losing Trades 199 106 93 199 106 93
Profitability (%) 58.7992 56.0166 61.5702 58.7992 56.0166 61.5702
Ratio Avg Win / Avg Loss 0.7918 1.0264 0.6104 0.6582 0.7669 0.5632
Largest Winning Trade 33771 33771 19620 38583 38583 34409
Largest Losing Trade -80508 -27616 -80508 -78355 -50189 -78355
Avg Bars in Trades 30 31 29 30 31 29
Avg Bars in Winners 22 22 22 22 22 22
Avg Bars in Losers 42 44 40 42 44 40
Bars Traded 14764 7670 7094 14764 7670 7094
Profit Streak 3.1156 4.0323 3.1156 3.1156 4.0323 3.1156
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -72182 313582 -579328 -577692 -579482 -579328
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14989,
    "evaluation_days": 1249.08,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653170400000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760006786733,
    "expiration_time": 1763889148800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 157,
            "offset": 0,
            "multiplier": 1.64732
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 83,
            "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": [
        [
            184275.6951932871,
            201075.3164521532,
            -16799.6212588662,
            -78054.4718817978,
            -14952.9945668024,
            -63101.4773149952
        ],
        [
            184.275695,
            201.075316,
            -16.799621,
            -78.054472,
            -14.952995,
            -63.101477
        ],
        [
            0.147529,
            0.160979,
            -0.01345,
            -0.121344,
            -0.012966,
            -0.079787
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176865,
            -96284,
            -148240,
            -260544,
            -194560,
            -127203
        ],
        [
            1.130025,
            1.30716,
            0.977971,
            0.939366,
            0.976695,
            0.90227
        ],
        [
            483,
            241,
            242,
            483,
            241,
            242
        ],
        [
            284,
            135,
            149,
            284,
            135,
            149
        ],
        [
            199,
            106,
            93,
            199,
            106,
            93
        ],
        [
            58.799172,
            56.016598,
            61.570248,
            58.799172,
            56.016598,
            61.570248
        ],
        [
            0.791813,
            1.026363,
            0.610411,
            0.658218,
            0.766887,
            0.563162
        ],
        [
            33771,
            33771,
            19620,
            38583,
            38583,
            34409
        ],
        [
            -80508,
            -27616,
            -80508,
            -78355,
            -50189,
            -78355
        ],
        [
            30,
            31,
            29,
            30,
            31,
            29
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            42,
            44,
            40,
            42,
            44,
            40
        ],
        [
            14764,
            7670,
            7094,
            14764,
            7670,
            7094
        ],
        [
            3.115587,
            4.032254,
            3.115587,
            3.115587,
            4.032254,
            3.115587
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -72182,
            313582,
            -579328,
            -577692,
            -579482,
            -579328
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14989,
    "evaluation_days": 1249.08,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653170400000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760006786733,
    "expiration_time": 1763889148800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 157,
            "offset": 0,
            "multiplier": 1.64732
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 83,
            "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)