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Trade: LDO/USDT/120/BBL/VWMA/8496

Strategy
LDO/USDT/120/BBL/VWMA/8496
Pair
LDO_USDT
Interval
2h
Score
305715
Daily Profit
0.199422
Profit Factor
1.354759
Profitability
55.284553
Streak
0.000000
Best Strategy
Training Data Length
1252.000000
Evaluation Time
2025-10-12 11:28
Expiration Time
2025-11-26 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 228284.2233 249675.9857 -21391.7624 -33204.1759 30376.8597 -63581.0356
Total P&L (%) 228.2842 249.676 -21.3918 -33.2042 30.3769 -63.581
Avg Daily Profit (%) 0.1823 0.1994 -0.0171 -0.0322 0.0212 -0.0806
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172779 -123127 -85808 -450812 -311447 -163306
Profit Factor 1.2364 1.3548 0.9183 0.9819 1.0226 0.8706
Total Trades 247 123 124 247 123 124
Winning Trades 137 68 69 137 68 69
Losing Trades 110 55 55 110 55 55
Profitability (%) 55.4656 55.2846 55.6452 55.4656 55.2846 55.6452
Ratio Avg Win / Avg Loss 0.9928 1.0958 0.732 0.7884 0.8271 0.6939
Largest Winning Trade 159641 159641 17277 149832 149832 48446
Largest Losing Trade -46605 -46605 -16299 -125974 -125974 -48142
Avg Bars in Trades 59 109 9 59 109 9
Avg Bars in Winners 46 85 8 46 85 8
Avg Bars in Losers 74 140 9 74 140 9
Bars Traded 14663 13526 1137 14663 13526 1137
Profit Streak 8.3533 0 29.6033 8.3533 0 29.6033
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 294187 305715 -578527 -578104 -364561 -578527
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 15024,
    "evaluation_days": 1252,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1652450400000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760257723431,
    "expiration_time": 1764150220800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 19,
            "offset": 0,
            "std": 2.00878
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "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": [
        [
            228284.2232701412,
            249675.9856502643,
            -21391.7623801229,
            -33204.1759312189,
            30376.859711512,
            -63581.0356427311
        ],
        [
            228.284223,
            249.675986,
            -21.391762,
            -33.204176,
            30.37686,
            -63.581036
        ],
        [
            0.182336,
            0.199422,
            -0.017086,
            -0.032226,
            0.021189,
            -0.080645
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172779,
            -123127,
            -85808,
            -450812,
            -311447,
            -163306
        ],
        [
            1.236428,
            1.354759,
            0.918278,
            0.981936,
            1.022552,
            0.870554
        ],
        [
            247,
            123,
            124,
            247,
            123,
            124
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            55.465587,
            55.284553,
            55.645161,
            55.465587,
            55.284553,
            55.645161
        ],
        [
            0.992753,
            1.095761,
            0.731961,
            0.788416,
            0.827064,
            0.69392
        ],
        [
            159641,
            159641,
            17277,
            149832,
            149832,
            48446
        ],
        [
            -46605,
            -46605,
            -16299,
            -125974,
            -125974,
            -48142
        ],
        [
            59,
            109,
            9,
            59,
            109,
            9
        ],
        [
            46,
            85,
            8,
            46,
            85,
            8
        ],
        [
            74,
            140,
            9,
            74,
            140,
            9
        ],
        [
            14663,
            13526,
            1137,
            14663,
            13526,
            1137
        ],
        [
            8.35328,
            0,
            29.60328,
            8.35328,
            0,
            29.60328
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            294187,
            305715,
            -578527,
            -578104,
            -364561,
            -578527
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 15024,
    "evaluation_days": 1252,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1652450400000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760257723431,
    "expiration_time": 1764150220800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 19,
            "offset": 0,
            "std": 2.00878
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "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)