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Trade: LDO/USDT/15/VWMA/JMA/5860

Strategy
LDO/USDT/15/VWMA/JMA/5860
Pair
LDO_USDT
Interval
15m
Score
303580
Daily Profit
0.497042
Profit Factor
1.380219
Profitability
38.815789
Streak
16.376930
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 03:17
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 129439.7695 71448.5693 57991.2002 123498.5945 56691.8278 66806.7667
Total P&L (%) 129.4398 71.4486 57.9912 123.4986 56.6918 66.8068
Avg Daily Profit (%) 0.497 0.2744 0.2227 0.3093 0.1726 0.1967
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78396 -55823 -44282 -90913 -68342 -54870
Profit Factor 1.3802 1.421 1.3397 1.2822 1.2574 1.3074
Total Trades 152 76 76 152 76 76
Winning Trades 59 27 32 59 27 32
Losing Trades 93 49 44 93 49 44
Profitability (%) 38.8158 35.5263 42.1053 38.8158 35.5263 42.1053
Ratio Avg Win / Avg Loss 2.1756 2.5789 1.842 2.0212 2.282 1.7977
Largest Winning Trade 57087 57087 23367 70629 70629 26617
Largest Losing Trade -12306 -12306 -11183 -13059 -12763 -13059
Avg Bars in Trades 162 152 172 162 152 172
Avg Bars in Winners 275 261 287 275 261 287
Avg Bars in Losers 90 91 88 90 91 88
Bars Traded 24675 11555 13120 24675 11555 13120
Profit Streak 16.3769 17.304 16.3769 16.3769 17.304 16.3769
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303580 -45223 -44403 224258 -47980 -44234

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736429400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758932266729,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 121,
            "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": [
        [
            129439.7695043601,
            71448.5693057263,
            57991.2001986338,
            123498.5944804896,
            56691.8277983759,
            66806.7666821136
        ],
        [
            129.43977,
            71.448569,
            57.9912,
            123.498594,
            56.691828,
            66.806767
        ],
        [
            0.497042,
            0.274359,
            0.222683,
            0.3093,
            0.172605,
            0.19667
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78396,
            -55823,
            -44282,
            -90913,
            -68342,
            -54870
        ],
        [
            1.380219,
            1.421012,
            1.339671,
            1.282243,
            1.257421,
            1.307396
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            59,
            27,
            32,
            59,
            27,
            32
        ],
        [
            93,
            49,
            44,
            93,
            49,
            44
        ],
        [
            38.815789,
            35.526316,
            42.105263,
            38.815789,
            35.526316,
            42.105263
        ],
        [
            2.1756,
            2.578873,
            1.842048,
            2.021162,
            2.281985,
            1.797669
        ],
        [
            57087,
            57087,
            23367,
            70629,
            70629,
            26617
        ],
        [
            -12306,
            -12306,
            -11183,
            -13059,
            -12763,
            -13059
        ],
        [
            162,
            152,
            172,
            162,
            152,
            172
        ],
        [
            275,
            261,
            287,
            275,
            261,
            287
        ],
        [
            90,
            91,
            88,
            90,
            91,
            88
        ],
        [
            24675,
            11555,
            13120,
            24675,
            11555,
            13120
        ],
        [
            16.37693,
            17.304013,
            16.37693,
            16.37693,
            17.304013,
            16.37693
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303580,
            -45223,
            -44403,
            224258,
            -47980,
            -44234
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736429400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758932266729,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 121,
            "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)