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Trade: LDO/USDT/240/SMA/VWMA/2423

Strategy
LDO/USDT/240/SMA/VWMA/2423
Pair
LDO_USDT
Interval
4h
Score
310666
Daily Profit
0.175528
Profit Factor
1.998558
Profitability
40.000000
Streak
99.508081
Best Strategy
Training Data Length
1242.330000
Evaluation Time
2025-10-02 19:11
Expiration Time
2025-11-08 20:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 171251.8899 218063.506 -46811.616 -24525.5428 116977.4502 -141502.993
Total P&L (%) 171.2519 218.0635 -46.8116 -24.5255 116.9775 -141.503
Avg Daily Profit (%) 0.1378 0.1755 -0.0377 -0.0226 0.0624 0
Buy And Hold Return (%) 17.1845 17.1845 17.1845 17.1845 17.1845 17.1845
Max Trade Drawdown -105369 -64971 -90484 -210397 -104604 -150855
Profit Factor 1.3883 1.9986 0.7897 0.9586 1.3832 0.5066
Total Trades 60 30 30 60 30 30
Winning Trades 24 12 12 24 12 12
Losing Trades 36 18 18 36 18 18
Profitability (%) 40 40 40 40 40 40
Ratio Avg Win / Avg Loss 2.0825 2.9978 1.1846 1.4379 2.0748 0.7599
Largest Winning Trade 163814 163814 53824 163814 163814 30273
Largest Losing Trade -36886 -36886 -25199 -70322 -70322 -41387
Avg Bars in Trades 117 137 97 117 137 97
Avg Bars in Winners 182 206 158 182 206 158
Avg Bars in Losers 74 90 57 74 90 57
Bars Traded 7045 4119 2926 7045 4119 2926
Profit Streak 19.0081 99.5081 19.0081 19.0081 99.5081 19.0081
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -183876 310666 -582488 -755712 -110648 -584154
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7454,
    "evaluation_days": 1242.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1654819200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759421498184,
    "expiration_time": 1762626528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 191,
            "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": [
        [
            171251.8899356084,
            218063.5059831161,
            -46811.6160475077,
            -24525.542790174,
            116977.4501723569,
            -141502.9929625309
        ],
        [
            171.25189,
            218.063506,
            -46.811616,
            -24.525543,
            116.97745,
            -141.502993
        ],
        [
            0.137847,
            0.175528,
            -0.037681,
            -0.022646,
            0.062372,
            0
        ],
        [
            17.184466,
            17.184466,
            17.184466,
            17.184466,
            17.184466,
            17.184466
        ],
        [
            -105369,
            -64971,
            -90484,
            -210397,
            -104604,
            -150855
        ],
        [
            1.388349,
            1.998558,
            0.789701,
            0.958578,
            1.383178,
            0.506631
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            40,
            40,
            40,
            40,
            40,
            40
        ],
        [
            2.082524,
            2.997837,
            1.184551,
            1.437867,
            2.074766,
            0.759946
        ],
        [
            163814,
            163814,
            53824,
            163814,
            163814,
            30273
        ],
        [
            -36886,
            -36886,
            -25199,
            -70322,
            -70322,
            -41387
        ],
        [
            117,
            137,
            97,
            117,
            137,
            97
        ],
        [
            182,
            206,
            158,
            182,
            206,
            158
        ],
        [
            74,
            90,
            57,
            74,
            90,
            57
        ],
        [
            7045,
            4119,
            2926,
            7045,
            4119,
            2926
        ],
        [
            19.008081,
            99.508081,
            19.008081,
            19.008081,
            99.508081,
            19.008081
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -183876,
            310666,
            -582488,
            -755712,
            -110648,
            -584154
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7454,
    "evaluation_days": 1242.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1654819200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759421498184,
    "expiration_time": 1762626528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 191,
            "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)