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Trade: LDO/USDT/120/VWMA/SMA/4820

Strategy
LDO/USDT/120/VWMA/SMA/4820
Pair
LDO_USDT
Interval
2h
Score
401496
Daily Profit
0.168638
Profit Factor
1.417671
Profitability
56.565657
Streak
28.843190
Best Strategy
Training Data Length
1239.750000
Evaluation Time
2025-09-30 07:14
Expiration Time
2025-11-13 19:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -209119.303 96552.8295 -305672.1325 707626.0807 204280.9044 503345.1763
Total P&L (%) -209.1193 96.5528 -305.6721 707.6261 204.2809 503.3452
Avg Daily Profit (%) -0.1687 0.0779 -0.2466 0.1686 0.0898 0.1451
Buy And Hold Return (%) 14.5419 14.5419 14.5419 14.5419 14.5419 14.5419
Max Trade Drawdown -579123 -63845 -512322 -638690 -155166 -584848
Profit Factor 0.7738 1.4102 0.5565 1.4177 1.3349 1.4642
Total Trades 99 49 50 99 49 50
Winning Trades 58 30 28 56 29 27
Losing Trades 41 19 22 43 20 23
Profitability (%) 58.5859 61.2245 56 56.5657 59.1837 54
Ratio Avg Win / Avg Loss 0.547 0.8931 0.4372 1.0886 0.9206 1.2473
Largest Winning Trade 38696 38696 36924 720190 208831 720190
Largest Losing Trade -377047 -35956 -377047 -364960 -135441 -364960
Avg Bars in Trades 145 131 159 145 131 159
Avg Bars in Winners 101 102 99 112 106 119
Avg Bars in Losers 209 177 236 189 168 206
Bars Traded 14448 6451 7995 14448 6451 7995
Profit Streak 28.8432 28.8432 32.9265 28.8432 28.8432 32.9265
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577936 -88023 -759059 401496 -72616 -176404
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14877,
    "evaluation_days": 1239.75,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653724800000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759205651641,
    "expiration_time": 1763053718400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 228,
            "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": [
        [
            -209119.3030284627,
            96552.8295128936,
            -305672.1325413563,
            707626.0807153867,
            204280.9044231139,
            503345.176292273
        ],
        [
            -209.119303,
            96.55283,
            -305.672133,
            707.626081,
            204.280904,
            503.345176
        ],
        [
            -0.168679,
            0.077881,
            -0.246559,
            0.168638,
            0.089799,
            0.145079
        ],
        [
            14.541948,
            14.541948,
            14.541948,
            14.541948,
            14.541948,
            14.541948
        ],
        [
            -579123,
            -63845,
            -512322,
            -638690,
            -155166,
            -584848
        ],
        [
            0.773825,
            1.410174,
            0.55648,
            1.417671,
            1.33493,
            1.464213
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            58,
            30,
            28,
            56,
            29,
            27
        ],
        [
            41,
            19,
            22,
            43,
            20,
            23
        ],
        [
            58.585859,
            61.22449,
            56,
            56.565657,
            59.183673,
            54
        ],
        [
            0.547014,
            0.89311,
            0.437234,
            1.088569,
            0.920641,
            1.247293
        ],
        [
            38696,
            38696,
            36924,
            720190,
            208831,
            720190
        ],
        [
            -377047,
            -35956,
            -377047,
            -364960,
            -135441,
            -364960
        ],
        [
            145,
            131,
            159,
            145,
            131,
            159
        ],
        [
            101,
            102,
            99,
            112,
            106,
            119
        ],
        [
            209,
            177,
            236,
            189,
            168,
            206
        ],
        [
            14448,
            6451,
            7995,
            14448,
            6451,
            7995
        ],
        [
            28.84319,
            28.84319,
            32.926524,
            28.84319,
            28.84319,
            32.926524
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577936,
            -88023,
            -759059,
            401496,
            -72616,
            -176404
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14877,
    "evaluation_days": 1239.75,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653724800000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759205651641,
    "expiration_time": 1763053718400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 228,
            "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)