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Trade: LDO/USDT/120/LINREG/VWMA/8883

Strategy
LDO/USDT/120/LINREG/VWMA/8883
Pair
LDO_USDT
Interval
2h
Score
432457
Daily Profit
0.212584
Profit Factor
1.788264
Profitability
51.612903
Streak
37.466587
Best Strategy
Training Data Length
1247.080000
Evaluation Time
2025-10-07 14:11
Expiration Time
2025-11-21 09:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 267181.8229 265108.7819 2073.041 46449.0834 91671.5234 -45222.44
Total P&L (%) 267.1818 265.1088 2.073 46.4491 91.6715 -45.2224
Avg Daily Profit (%) 0.2142 0.2126 0.0017 0.0306 0.0522 -0.0483
Buy And Hold Return (%) 25.3933 25.3933 25.3933 25.3933 25.3933 25.3933
Max Trade Drawdown -126074 -51462 -151954 -111353 -37474 -133912
Profit Factor 1.3321 1.7883 1.0044 1.0992 1.497 0.8407
Total Trades 187 93 94 187 93 94
Winning Trades 93 48 45 93 48 45
Losing Trades 94 45 49 94 45 49
Profitability (%) 49.7326 51.6129 47.8723 49.7326 51.6129 47.8723
Ratio Avg Win / Avg Loss 1.3465 1.6765 1.0937 1.111 1.4034 0.9154
Largest Winning Trade 115135 115135 32049 69968 69968 21127
Largest Losing Trade -60228 -37462 -60228 -37562 -32699 -37562
Avg Bars in Trades 77 85 68 77 85 68
Avg Bars in Winners 83 92 74 83 92 74
Avg Bars in Losers 70 78 63 70 78 63
Bars Traded 14429 7962 6467 14429 7962 6467
Profit Streak 37.4666 37.4666 81.7999 37.4666 37.4666 81.7999
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375638 432457 -571696 -269063 -123615 -580450
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14965,
    "evaluation_days": 1247.08,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653566400000,
    "last_datapoint_time": 1759831200000,
    "evaluation_time": 1759835513098,
    "expiration_time": 1763710128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 69,
            "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": [
        [
            267181.8228641224,
            265108.7819138177,
            2073.0409503048,
            46449.0833934361,
            91671.5233546033,
            -45222.4399611671
        ],
        [
            267.181823,
            265.108782,
            2.073041,
            46.449083,
            91.671523,
            -45.22244
        ],
        [
            0.214246,
            0.212584,
            0.001662,
            0.030597,
            0.052185,
            -0.048252
        ],
        [
            25.393258,
            25.393258,
            25.393258,
            25.393258,
            25.393258,
            25.393258
        ],
        [
            -126074,
            -51462,
            -151954,
            -111353,
            -37474,
            -133912
        ],
        [
            1.332133,
            1.788264,
            1.004428,
            1.099173,
            1.496966,
            0.840712
        ],
        [
            187,
            93,
            94,
            187,
            93,
            94
        ],
        [
            93,
            48,
            45,
            93,
            48,
            45
        ],
        [
            94,
            45,
            49,
            94,
            45,
            49
        ],
        [
            49.73262,
            51.612903,
            47.87234,
            49.73262,
            51.612903,
            47.87234
        ],
        [
            1.346457,
            1.676497,
            1.093711,
            1.110992,
            1.403406,
            0.915442
        ],
        [
            115135,
            115135,
            32049,
            69968,
            69968,
            21127
        ],
        [
            -60228,
            -37462,
            -60228,
            -37562,
            -32699,
            -37562
        ],
        [
            77,
            85,
            68,
            77,
            85,
            68
        ],
        [
            83,
            92,
            74,
            83,
            92,
            74
        ],
        [
            70,
            78,
            63,
            70,
            78,
            63
        ],
        [
            14429,
            7962,
            6467,
            14429,
            7962,
            6467
        ],
        [
            37.466587,
            37.466587,
            81.79992,
            37.466587,
            37.466587,
            81.79992
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375638,
            432457,
            -571696,
            -269063,
            -123615,
            -580450
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14965,
    "evaluation_days": 1247.08,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653566400000,
    "last_datapoint_time": 1759831200000,
    "evaluation_time": 1759835513098,
    "expiration_time": 1763710128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 69,
            "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)