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Trade: LDO/USDT/480/VWAP/WMA/8011

Strategy
LDO/USDT/480/VWAP/WMA/8011
Pair
LDO_USDT
Interval
8h
Score
607114
Daily Profit
0.314114
Profit Factor
1.951465
Profitability
87.857143
Streak
41.539857
Best Strategy
Training Data Length
1252.330000
Evaluation Time
2025-10-12 15:57
Expiration Time
2025-11-18 23:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393373.8594 239894.4362 153479.4232 -1298697.9682 -558972.3338 -739725.6345
Total P&L (%) 393.3739 239.8944 153.4794 -1298.698 -558.9723 -739.7256
Avg Daily Profit (%) 0.3141 0.1916 0.1226 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142192 -50527 -118795 -1421540 -603517 -818022
Profit Factor 1.9515 2.4345 1.6234 0.4646 0.5222 0.4109
Total Trades 140 70 70 140 70 70
Winning Trades 123 61 62 23 11 12
Losing Trades 17 9 8 117 59 58
Profitability (%) 87.8571 87.1429 88.5714 16.4286 15.7143 17.1429
Ratio Avg Win / Avg Loss 0.2697 0.3592 0.2095 2.3633 2.8008 1.9861
Largest Winning Trade 20095 20095 15929 348546 348546 185440
Largest Losing Trade -118795 -50527 -118795 -202789 -121014 -202789
Avg Bars in Trades 24 28 20 24 28 20
Avg Bars in Winners 11 12 11 68 87 50
Avg Bars in Losers 116 136 93 15 17 14
Bars Traded 3432 1969 1463 3432 1969 1463
Profit Streak 41.5399 94.5399 41.5399 0 0 0
Trades During Streak 14 10 7 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 607114 -78273 -116687 -644944 -742921 -736625
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3757,
    "evaluation_days": 1252.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1657785600000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760273843616,
    "expiration_time": 1763502048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 199,
            "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": [
        [
            393373.8594250197,
            239894.4361858659,
            153479.4232391542,
            -1298697.9682300934,
            -558972.3337652624,
            -739725.6344648313
        ],
        [
            393.373859,
            239.894436,
            153.479423,
            -1298.697968,
            -558.972334,
            -739.725634
        ],
        [
            0.314114,
            0.191558,
            0.122555,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142192,
            -50527,
            -118795,
            -1421540,
            -603517,
            -818022
        ],
        [
            1.951465,
            2.434538,
            1.623361,
            0.464581,
            0.522184,
            0.410917
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            123,
            61,
            62,
            23,
            11,
            12
        ],
        [
            17,
            9,
            8,
            117,
            59,
            58
        ],
        [
            87.857143,
            87.142857,
            88.571429,
            16.428571,
            15.714286,
            17.142857
        ],
        [
            0.269715,
            0.359194,
            0.209466,
            2.363302,
            2.800803,
            1.9861
        ],
        [
            20095,
            20095,
            15929,
            348546,
            348546,
            185440
        ],
        [
            -118795,
            -50527,
            -118795,
            -202789,
            -121014,
            -202789
        ],
        [
            24,
            28,
            20,
            24,
            28,
            20
        ],
        [
            11,
            12,
            11,
            68,
            87,
            50
        ],
        [
            116,
            136,
            93,
            15,
            17,
            14
        ],
        [
            3432,
            1969,
            1463,
            3432,
            1969,
            1463
        ],
        [
            41.539857,
            94.539857,
            41.539857,
            0,
            0,
            0
        ],
        [
            14,
            10,
            7,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            607114,
            -78273,
            -116687,
            -644944,
            -742921,
            -736625
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3757,
    "evaluation_days": 1252.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1657785600000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760273843616,
    "expiration_time": 1763502048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 199,
            "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)