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Trade: LDO/USDT/240/VWMA/ALMA/2906

Strategy
LDO/USDT/240/VWMA/ALMA/2906
Pair
LDO_USDT
Interval
4h
Score
334616
Daily Profit
0.179376
Profit Factor
2.780289
Profitability
58.974359
Streak
0.000000
Best Strategy
Training Data Length
1249.830000
Evaluation Time
2025-10-10 05:24
Expiration Time
2025-11-16 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 165465.0321 224189.2624 -58724.2303 -720799.9843 -522011.093 -198788.8914
Total P&L (%) 165.465 224.1893 -58.7242 -720.8 -522.0111 -198.7889
Avg Daily Profit (%) 0.1324 0.1794 -0.047 0 0 0
Buy And Hold Return (%) 95.916 95.916 95.916 95.916 95.916 95.916
Max Trade Drawdown -219132 -27788 -96127 -1110189 -576790 -534807
Profit Factor 1.3034 2.7803 0.86 0.6254 0.3582 0.8211
Total Trades 78 39 39 78 39 39
Winning Trades 48 23 25 30 17 13
Losing Trades 30 16 14 48 22 26
Profitability (%) 61.5385 58.9744 64.1026 38.4615 43.5897 33.3333
Ratio Avg Win / Avg Loss 0.8146 1.9341 0.4816 1.0007 0.4636 1.6421
Largest Winning Trade 48794 48794 36200 637324 82247 637324
Largest Losing Trade -194108 -22213 -194108 -229642 -164319 -229642
Avg Bars in Trades 92 77 107 92 77 107
Avg Bars in Winners 83 68 97 102 92 115
Avg Bars in Losers 107 89 126 86 64 103
Bars Traded 7219 3009 4210 7219 3009 4210
Profit Streak 20.6 0 22.2667 0 21.4333 0
Trades During Streak 1 0 2 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -63020 334616 -577885 -622376 -582699 -584461
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7499,
    "evaluation_days": 1249.83,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1655164800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760063041029,
    "expiration_time": 1763293968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 168,
            "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": [
        [
            165465.0320695587,
            224189.2623969809,
            -58724.2303274221,
            -720799.9843202212,
            -522011.0929676112,
            -198788.89135261
        ],
        [
            165.465032,
            224.189262,
            -58.72423,
            -720.799984,
            -522.011093,
            -198.788891
        ],
        [
            0.13239,
            0.179376,
            -0.046986,
            0,
            0,
            0
        ],
        [
            95.915966,
            95.915966,
            95.915966,
            95.915966,
            95.915966,
            95.915966
        ],
        [
            -219132,
            -27788,
            -96127,
            -1110189,
            -576790,
            -534807
        ],
        [
            1.303412,
            2.780289,
            0.859987,
            0.625432,
            0.358235,
            0.821065
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            48,
            23,
            25,
            30,
            17,
            13
        ],
        [
            30,
            16,
            14,
            48,
            22,
            26
        ],
        [
            61.538462,
            58.974359,
            64.102564,
            38.461538,
            43.589744,
            33.333333
        ],
        [
            0.814632,
            1.934114,
            0.481593,
            1.000692,
            0.463598,
            1.642129
        ],
        [
            48794,
            48794,
            36200,
            637324,
            82247,
            637324
        ],
        [
            -194108,
            -22213,
            -194108,
            -229642,
            -164319,
            -229642
        ],
        [
            92,
            77,
            107,
            92,
            77,
            107
        ],
        [
            83,
            68,
            97,
            102,
            92,
            115
        ],
        [
            107,
            89,
            126,
            86,
            64,
            103
        ],
        [
            7219,
            3009,
            4210,
            7219,
            3009,
            4210
        ],
        [
            20.600012,
            0,
            22.266679,
            0,
            21.433345,
            0
        ],
        [
            1,
            0,
            2,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -63020,
            334616,
            -577885,
            -622376,
            -582699,
            -584461
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7499,
    "evaluation_days": 1249.83,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1655164800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760063041029,
    "expiration_time": 1763293968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 168,
            "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)