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Trade: LDO/USDT/480/VWAP/VWMA/2956

Strategy
LDO/USDT/480/VWAP/VWMA/2956
Pair
LDO_USDT
Interval
8h
Score
345267
Daily Profit
0.150467
Profit Factor
1.318935
Profitability
81.196581
Streak
0.000000
Best Strategy
Training Data Length
1237.670000
Evaluation Time
2025-09-28 02:33
Expiration Time
2025-11-03 21:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 6060.829 151213.607 -145152.778 542938.7756 237494.696 305444.0796
Total P&L (%) 6.0608 151.2136 -145.1528 542.9388 237.4947 305.4441
Avg Daily Profit (%) 0.0049 0.1222 -0.1173 0.1505 0.0983 0.1132
Buy And Hold Return (%) 110.9496 110.9496 110.9496 110.9496 110.9496 110.9496
Max Trade Drawdown -299777 -53503 -300518 -509357 -521736 -346096
Profit Factor 1.0093 1.898 0.701 1.3189 1.2901 1.3457
Total Trades 117 58 59 117 58 59
Winning Trades 99 48 51 95 47 48
Losing Trades 18 10 8 22 11 11
Profitability (%) 84.6154 82.7586 86.4407 81.1966 81.0345 81.3559
Ratio Avg Win / Avg Loss 0.1835 0.3954 0.11 0.3054 0.3019 0.3084
Largest Winning Trade 21180 19530 21180 290358 88175 290358
Largest Losing Trade -211345 -51326 -211345 -500381 -500381 -250232
Avg Bars in Trades 29 34 24 29 34 24
Avg Bars in Winners 14 16 12 20 23 16
Avg Bars in Losers 112 121 100 70 80 59
Bars Traded 3444 2001 1442 3444 2001 1442
Profit Streak 0 155.9818 0 0 155.9818 0
Trades During Streak 0 5 0 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -558848 -256440 -752665 345267 -243951 -218935
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3713,
    "evaluation_days": 1237.67,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1655740800000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759016027692,
    "expiration_time": 1762196832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 128,
            "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": [
        [
            6060.8289676636,
            151213.6070159859,
            -145152.7780483223,
            542938.7755899077,
            237494.695963213,
            305444.0796266947
        ],
        [
            6.060829,
            151.213607,
            -145.152778,
            542.938776,
            237.494696,
            305.44408
        ],
        [
            0.004897,
            0.122176,
            -0.117279,
            0.150467,
            0.098328,
            0.113165
        ],
        [
            110.949612,
            110.949612,
            110.949612,
            110.949612,
            110.949612,
            110.949612
        ],
        [
            -299777,
            -53503,
            -300518,
            -509357,
            -521736,
            -346096
        ],
        [
            1.009269,
            1.897977,
            0.701026,
            1.318935,
            1.290071,
            1.345679
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            99,
            48,
            51,
            95,
            47,
            48
        ],
        [
            18,
            10,
            8,
            22,
            11,
            11
        ],
        [
            84.615385,
            82.758621,
            86.440678,
            81.196581,
            81.034483,
            81.355932
        ],
        [
            0.183503,
            0.395412,
            0.109965,
            0.305437,
            0.301932,
            0.308385
        ],
        [
            21180,
            19530,
            21180,
            290358,
            88175,
            290358
        ],
        [
            -211345,
            -51326,
            -211345,
            -500381,
            -500381,
            -250232
        ],
        [
            29,
            34,
            24,
            29,
            34,
            24
        ],
        [
            14,
            16,
            12,
            20,
            23,
            16
        ],
        [
            112,
            121,
            100,
            70,
            80,
            59
        ],
        [
            3444,
            2001,
            1442,
            3444,
            2001,
            1442
        ],
        [
            0,
            155.981802,
            0,
            0,
            155.981802,
            0
        ],
        [
            0,
            5,
            0,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -558848,
            -256440,
            -752665,
            345267,
            -243951,
            -218935
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3713,
    "evaluation_days": 1237.67,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1655740800000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759016027692,
    "expiration_time": 1762196832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 128,
            "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)