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Trade: LDO/USDT/480/VWAP/WMA/7981

Strategy
LDO/USDT/480/VWAP/WMA/7981
Pair
LDO_USDT
Interval
8h
Score
572816
Daily Profit
0.258112
Profit Factor
1.777283
Profitability
87.596899
Streak
27.797213
Best Strategy
Training Data Length
1247.670000
Evaluation Time
2025-10-07 22:07
Expiration Time
2025-11-14 04:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 322038.3308 208567.6662 113470.6646 -516547.9637 -180603.4133 -335944.5505
Total P&L (%) 322.0383 208.5677 113.4707 -516.548 -180.6034 -335.9446
Avg Daily Profit (%) 0.2581 0.1672 0.0909 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137326 -53275 -113829 -647275 -245105 -415220
Profit Factor 1.7773 2.1609 1.4836 0.557 0.6743 0.4505
Total Trades 129 65 64 129 65 64
Winning Trades 113 56 57 26 13 13
Losing Trades 16 9 7 103 52 51
Profitability (%) 87.5969 86.1538 89.0625 20.155 20 20.3125
Ratio Avg Win / Avg Loss 0.2517 0.3473 0.1822 2.2064 2.6973 1.7673
Largest Winning Trade 20095 20095 16816 171457 171457 62930
Largest Losing Trade -113829 -51098 -113829 -200922 -54214 -200922
Avg Bars in Trades 26 30 22 26 30 22
Avg Bars in Winners 13 13 13 56 71 42
Avg Bars in Losers 117 131 99 18 19 17
Bars Traded 3410 1958 1452 3410 1958 1452
Profit Streak 27.7972 158.4639 27.7972 0 0 0
Trades During Streak 9 13 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 572816 -116888 -204636 -628549 -761810 -767655
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1247.67,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1658304000000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759864079218,
    "expiration_time": 1763086752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 217,
            "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": [
        [
            322038.3308495052,
            208567.6662139042,
            113470.6646356012,
            -516547.9637403919,
            -180603.4132748682,
            -335944.5504655237
        ],
        [
            322.038331,
            208.567666,
            113.470665,
            -516.547964,
            -180.603413,
            -335.94455
        ],
        [
            0.258112,
            0.167166,
            0.090946,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137326,
            -53275,
            -113829,
            -647275,
            -245105,
            -415220
        ],
        [
            1.777283,
            2.160936,
            1.483558,
            0.556953,
            0.674321,
            0.450493
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            113,
            56,
            57,
            26,
            13,
            13
        ],
        [
            16,
            9,
            7,
            103,
            52,
            51
        ],
        [
            87.596899,
            86.153846,
            89.0625,
            20.155039,
            20,
            20.3125
        ],
        [
            0.251651,
            0.347293,
            0.182191,
            2.206392,
            2.697283,
            1.767318
        ],
        [
            20095,
            20095,
            16816,
            171457,
            171457,
            62930
        ],
        [
            -113829,
            -51098,
            -113829,
            -200922,
            -54214,
            -200922
        ],
        [
            26,
            30,
            22,
            26,
            30,
            22
        ],
        [
            13,
            13,
            13,
            56,
            71,
            42
        ],
        [
            117,
            131,
            99,
            18,
            19,
            17
        ],
        [
            3410,
            1958,
            1452,
            3410,
            1958,
            1452
        ],
        [
            27.797213,
            158.46388,
            27.797213,
            0,
            0,
            0
        ],
        [
            9,
            13,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            572816,
            -116888,
            -204636,
            -628549,
            -761810,
            -767655
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1247.67,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1658304000000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759864079218,
    "expiration_time": 1763086752000,
    "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": 217,
            "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)