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Trade: LDO/USDT/360/VWAP/HWMA/4396

Strategy
LDO/USDT/360/VWAP/HWMA/4396
Pair
LDO_USDT
Interval
6h
Score
319314
Daily Profit
0.197917
Profit Factor
1.299531
Profitability
47.355164
Streak
0.000000
Best Strategy
Training Data Length
1250.750000
Evaluation Time
2025-10-11 03:39
Expiration Time
2025-11-17 08:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 257784.2088 243668.7808 14115.428 -23599.4285 1085796.601 -1109396.0295
Total P&L (%) 257.7842 243.6688 14.1154 -23.5994 1085.7966 -1109.396
Avg Daily Profit (%) 0.2061 0.1948 0.0113 -0.0215 0.1979 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -261910 -114509 -198677 -1551870 -579329 -1404730
Profit Factor 1.1163 1.2404 1.0117 0.9972 1.2995 0.7753
Total Trades 794 397 397 794 397 397
Winning Trades 386 188 198 386 188 198
Losing Trades 408 209 199 408 209 199
Profitability (%) 48.6146 47.3552 49.8741 48.6146 47.3552 49.8741
Ratio Avg Win / Avg Loss 1.1799 1.3789 1.0168 1.0541 1.4447 0.7793
Largest Winning Trade 47378 47378 36587 465640 465640 305737
Largest Losing Trade -46674 -23643 -46674 -498028 -179540 -498028
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 7 6 7 7 6 7
Avg Bars in Losers 5 5 5 5 5 5
Bars Traded 4998 2388 2610 4998 2388 2610
Profit Streak 2.5271 0 4.2771 2.5271 0 4.2771
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -82664 290343 -421339 -576815 319314 -578991
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 1250.75,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1652076000000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760143143900,
    "expiration_time": 1763361144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.76899,
            "nc": 0.1
        }
    }
}
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": [
        [
            257784.2088204048,
            243668.7808353473,
            14115.4279850578,
            -23599.4285166598,
            1085796.6010006908,
            -1109396.0295173507
        ],
        [
            257.784209,
            243.668781,
            14.115428,
            -23.599429,
            1085.796601,
            -1109.39603
        ],
        [
            0.206104,
            0.194818,
            0.011286,
            -0.021519,
            0.197917,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -261910,
            -114509,
            -198677,
            -1551870,
            -579329,
            -1404730
        ],
        [
            1.116267,
            1.240363,
            1.011729,
            0.997244,
            1.299531,
            0.775342
        ],
        [
            794,
            397,
            397,
            794,
            397,
            397
        ],
        [
            386,
            188,
            198,
            386,
            188,
            198
        ],
        [
            408,
            209,
            199,
            408,
            209,
            199
        ],
        [
            48.61461,
            47.355164,
            49.874055,
            48.61461,
            47.355164,
            49.874055
        ],
        [
            1.179888,
            1.378914,
            1.016839,
            1.054082,
            1.444691,
            0.779257
        ],
        [
            47378,
            47378,
            36587,
            465640,
            465640,
            305737
        ],
        [
            -46674,
            -23643,
            -46674,
            -498028,
            -179540,
            -498028
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            7,
            6,
            7,
            7,
            6,
            7
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            4998,
            2388,
            2610,
            4998,
            2388,
            2610
        ],
        [
            2.527128,
            0,
            4.277128,
            2.527128,
            0,
            4.277128
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -82664,
            290343,
            -421339,
            -576815,
            319314,
            -578991
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 1250.75,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1652076000000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760143143900,
    "expiration_time": 1763361144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.76899,
            "nc": 0.1
        }
    }
}

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)