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Trade: LDO/USDT/360/VWMA/SSF/5342

Strategy
LDO/USDT/360/VWMA/SSF/5342
Pair
LDO_USDT
Interval
6h
Score
554103
Daily Profit
0.206542
Profit Factor
2.752748
Profitability
80.000000
Streak
91.258767
Best Strategy
Training Data Length
1249.250000
Evaluation Time
2025-10-09 15:12
Expiration Time
2025-11-15 19:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 228672.4694 258022.8827 -29350.4133 -420846.5868 29325.6018 -450172.1886
Total P&L (%) 228.6725 258.0229 -29.3504 -420.8466 29.3256 -450.1722
Avg Daily Profit (%) 0.183 0.2065 -0.0235 0 0.0206 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168411 -51356 -141822 -666924 -208379 -405570
Profit Factor 1.5081 2.7527 0.9031 0.6523 1.0593 0.3714
Total Trades 69 35 34 69 35 34
Winning Trades 54 28 26 17 9 8
Losing Trades 15 7 8 52 26 26
Profitability (%) 78.2609 80 76.4706 24.6377 25.7143 23.5294
Ratio Avg Win / Avg Loss 0.4189 0.6882 0.2779 1.9952 3.0603 1.2071
Largest Winning Trade 129641 129641 27703 224575 224575 74823
Largest Losing Trade -141822 -51356 -141822 -161138 -55374 -161138
Avg Bars in Trades 69 79 59 69 79 59
Avg Bars in Winners 43 54 31 129 147 108
Avg Bars in Losers 164 181 149 50 56 43
Bars Traded 4810 2799 2011 4810 2799 2011
Profit Streak 40.7588 91.2588 40.7588 0 0 0
Trades During Streak 3 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -93745 554103 -576815 -715689 -349341 -615424
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4997,
    "evaluation_days": 1249.25,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1652378400000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760011957469,
    "expiration_time": 1763227656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 223,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            228672.4693802808,
            258022.8826705606,
            -29350.4132902798,
            -420846.5868039571,
            29325.601836967,
            -450172.1886409241
        ],
        [
            228.672469,
            258.022883,
            -29.350413,
            -420.846587,
            29.325602,
            -450.172189
        ],
        [
            0.183048,
            0.206542,
            -0.023494,
            0,
            0.020588,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168411,
            -51356,
            -141822,
            -666924,
            -208379,
            -405570
        ],
        [
            1.508092,
            2.752748,
            0.903086,
            0.652286,
            1.059343,
            0.371402
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            54,
            28,
            26,
            17,
            9,
            8
        ],
        [
            15,
            7,
            8,
            52,
            26,
            26
        ],
        [
            78.26087,
            80,
            76.470588,
            24.637681,
            25.714286,
            23.529412
        ],
        [
            0.418915,
            0.688187,
            0.277873,
            1.995228,
            3.060324,
            1.207058
        ],
        [
            129641,
            129641,
            27703,
            224575,
            224575,
            74823
        ],
        [
            -141822,
            -51356,
            -141822,
            -161138,
            -55374,
            -161138
        ],
        [
            69,
            79,
            59,
            69,
            79,
            59
        ],
        [
            43,
            54,
            31,
            129,
            147,
            108
        ],
        [
            164,
            181,
            149,
            50,
            56,
            43
        ],
        [
            4810,
            2799,
            2011,
            4810,
            2799,
            2011
        ],
        [
            40.758767,
            91.258767,
            40.758767,
            0,
            0,
            0
        ],
        [
            3,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -93745,
            554103,
            -576815,
            -715689,
            -349341,
            -615424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4997,
    "evaluation_days": 1249.25,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1652378400000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760011957469,
    "expiration_time": 1763227656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 223,
            "offset": 0,
            "poles": 3
        }
    }
}

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)