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Trade: LDO/USDT/720/HLC3/VWMA/2286

Strategy
LDO/USDT/720/HLC3/VWMA/2286
Pair
LDO_USDT
Interval
12h
Score
545021
Daily Profit
0.223700
Profit Factor
1.592372
Profitability
84.251969
Streak
42.346753
Best Strategy
Training Data Length
1250.000000
Evaluation Time
2025-10-09 23:19
Expiration Time
2025-11-16 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 164626.7935 230481.4269 -65854.6335 1533192.3495 737991.7807 795200.5688
Total P&L (%) 164.6268 230.4814 -65.8546 1533.1923 737.9918 795.2006
Avg Daily Profit (%) 0.1317 0.1844 -0.0527 0.2237 0.1702 0.1755
Buy And Hold Return (%) 129.6768 129.6768 129.6768 129.6768 129.6768 129.6768
Max Trade Drawdown -305961 -52239 -294170 -1062323 -1062323 -695398
Profit Factor 1.263 2.2582 0.8513 1.5924 1.5258 1.6712
Total Trades 127 63 64 127 63 64
Winning Trades 109 54 55 107 54 53
Losing Trades 18 9 9 20 9 11
Profitability (%) 85.8268 85.7143 85.9375 84.252 85.7143 82.8125
Ratio Avg Win / Avg Loss 0.2086 0.3764 0.1393 0.2976 0.2543 0.3469
Largest Winning Trade 26674 26674 21180 267461 254307 267461
Largest Losing Trade -192845 -52239 -192845 -1062323 -1062323 -487648
Avg Bars in Trades 18 22 15 18 22 15
Avg Bars in Winners 8 10 7 12 14 9
Avg Bars in Losers 77 95 60 54 70 40
Bars Traded 2377 1409 968 2377 1409 968
Profit Streak 42.3468 91.3468 42.3468 42.3468 91.3468 42.3468
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -94093 -139962 -714227 545021 -133890 -126115
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2500,
    "evaluation_days": 1250,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1655596800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760041159432,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 83,
            "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": [
        [
            164626.7934710981,
            230481.4269442899,
            -65854.6334731921,
            1533192.3494778988,
            737991.7807093987,
            795200.5687685001
        ],
        [
            164.626793,
            230.481427,
            -65.854633,
            1533.192349,
            737.991781,
            795.200569
        ],
        [
            0.131701,
            0.184385,
            -0.052684,
            0.2237,
            0.170212,
            0.175504
        ],
        [
            129.676768,
            129.676768,
            129.676768,
            129.676768,
            129.676768,
            129.676768
        ],
        [
            -305961,
            -52239,
            -294170,
            -1062323,
            -1062323,
            -695398
        ],
        [
            1.263016,
            2.258236,
            0.851257,
            1.592372,
            1.525825,
            1.671207
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            109,
            54,
            55,
            107,
            54,
            53
        ],
        [
            18,
            9,
            9,
            20,
            9,
            11
        ],
        [
            85.826772,
            85.714286,
            85.9375,
            84.251969,
            85.714286,
            82.8125
        ],
        [
            0.208571,
            0.376373,
            0.139297,
            0.29764,
            0.254304,
            0.346854
        ],
        [
            26674,
            26674,
            21180,
            267461,
            254307,
            267461
        ],
        [
            -192845,
            -52239,
            -192845,
            -1062323,
            -1062323,
            -487648
        ],
        [
            18,
            22,
            15,
            18,
            22,
            15
        ],
        [
            8,
            10,
            7,
            12,
            14,
            9
        ],
        [
            77,
            95,
            60,
            54,
            70,
            40
        ],
        [
            2377,
            1409,
            968,
            2377,
            1409,
            968
        ],
        [
            42.346753,
            91.346753,
            42.346753,
            42.346753,
            91.346753,
            42.346753
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94093,
            -139962,
            -714227,
            545021,
            -133890,
            -126115
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2500,
    "evaluation_days": 1250,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1655596800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760041159432,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 83,
            "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)