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Trade: LDO/USDT/15/VWMA/SINWMA/7522

Strategy
LDO/USDT/15/VWMA/SINWMA/7522
Pair
LDO_USDT
Interval
15m
Score
305007
Daily Profit
0.418666
Profit Factor
1.280629
Profitability
45.698925
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 14:04
Expiration Time
2025-12-15 12:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 109029.0294 51412.2301 57616.7993 77598.731 46002.3414 31596.3896
Total P&L (%) 109.029 51.4122 57.6168 77.5987 46.0023 31.5964
Avg Daily Profit (%) 0.4187 0.1974 0.2212 0.2208 0.1454 0.1055
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42966 -44678 -28738 -62864 -48818 -42865
Profit Factor 1.2806 1.2732 1.2876 1.1606 1.196 1.1272
Total Trades 186 93 93 186 93 93
Winning Trades 85 38 47 85 38 47
Losing Trades 101 55 46 101 55 46
Profitability (%) 45.6989 40.8602 50.5376 45.6989 40.8602 50.5376
Ratio Avg Win / Avg Loss 1.5217 1.8428 1.2602 1.3791 1.731 1.1032
Largest Winning Trade 57315 57315 24481 83692 83692 28948
Largest Losing Trade -18470 -16456 -18470 -42865 -15426 -42865
Avg Bars in Trades 132 121 142 132 121 142
Avg Bars in Winners 165 154 174 165 154 174
Avg Bars in Losers 104 99 109 104 99 109
Bars Traded 24570 11317 13253 24570 11317 13253
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305007 76880 192720 -38171 -9704 -137391
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736816400000,
    "first_datapoint_time": 1737024300000,
    "last_datapoint_time": 1759315500000,
    "evaluation_time": 1759316688098,
    "expiration_time": 1765795500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 80,
            "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": [
        [
            109029.0293885134,
            51412.2300705019,
            57616.7993180114,
            77598.7310364446,
            46002.3414362995,
            31596.3896001451
        ],
        [
            109.029029,
            51.41223,
            57.616799,
            77.598731,
            46.002341,
            31.59639
        ],
        [
            0.418666,
            0.19742,
            0.221246,
            0.220793,
            0.14543,
            0.105489
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42966,
            -44678,
            -28738,
            -62864,
            -48818,
            -42865
        ],
        [
            1.280629,
            1.27324,
            1.287567,
            1.160592,
            1.19596,
            1.127174
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            85,
            38,
            47,
            85,
            38,
            47
        ],
        [
            101,
            55,
            46,
            101,
            55,
            46
        ],
        [
            45.698925,
            40.860215,
            50.537634,
            45.698925,
            40.860215,
            50.537634
        ],
        [
            1.521688,
            1.842847,
            1.260172,
            1.379056,
            1.730994,
            1.103192
        ],
        [
            57315,
            57315,
            24481,
            83692,
            83692,
            28948
        ],
        [
            -18470,
            -16456,
            -18470,
            -42865,
            -15426,
            -42865
        ],
        [
            132,
            121,
            142,
            132,
            121,
            142
        ],
        [
            165,
            154,
            174,
            165,
            154,
            174
        ],
        [
            104,
            99,
            109,
            104,
            99,
            109
        ],
        [
            24570,
            11317,
            13253,
            24570,
            11317,
            13253
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305007,
            76880,
            192720,
            -38171,
            -9704,
            -137391
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736816400000,
    "first_datapoint_time": 1737024300000,
    "last_datapoint_time": 1759315500000,
    "evaluation_time": 1759316688098,
    "expiration_time": 1765795500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 80,
            "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)