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Trade: LDO/USDT/60/SWMA/VWMA/1930

Strategy
LDO/USDT/60/SWMA/VWMA/1930
Pair
LDO_USDT
Interval
1h
Score
407522
Daily Profit
0.186518
Profit Factor
1.636143
Profitability
60.000000
Streak
15.745191
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 05:53
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 240807.617 194280.5133 46527.1038 90402 111185.2507 -20783.2506
Total P&L (%) 240.8076 194.2805 46.5271 90.402 111.1853 -20.7833
Avg Daily Profit (%) 0.2312 0.1865 0.0447 0.0618 0.0718 -0.0224
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141407 -110385 -72127 -206076 -176532 -136750
Profit Factor 1.36 1.6361 1.128 1.0822 1.2152 0.9644
Total Trades 171 85 86 171 85 86
Winning Trades 103 51 52 103 51 52
Losing Trades 68 34 34 68 34 34
Profitability (%) 60.2339 60 60.4651 60.2339 60 60.4651
Ratio Avg Win / Avg Loss 0.8978 1.0908 0.7375 0.7144 0.8101 0.6306
Largest Winning Trade 31989 31989 30643 46969 46969 38688
Largest Losing Trade -64294 -47661 -64294 -105476 -102329 -105476
Avg Bars in Trades 144 161 127 144 161 127
Avg Bars in Winners 126 140 112 126 140 112
Avg Bars in Losers 170 192 148 170 192 148
Bars Traded 24632 13707 10925 24632 13707 10925
Profit Streak 9.2452 15.7452 9.2452 9.2452 15.7452 9.2452
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360215 407522 -214337 -238818 -97353 -578800

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669622400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758855184538,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 249,
            "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": [
        [
            240807.6170037399,
            194280.5132534649,
            46527.1037502752,
            90402.0000345933,
            111185.2506667381,
            -20783.2506321449
        ],
        [
            240.807617,
            194.280513,
            46.527104,
            90.402,
            111.185251,
            -20.783251
        ],
        [
            0.231186,
            0.186518,
            0.044668,
            0.061843,
            0.071795,
            -0.022365
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141407,
            -110385,
            -72127,
            -206076,
            -176532,
            -136750
        ],
        [
            1.359965,
            1.636143,
            1.127973,
            1.082172,
            1.215179,
            0.964378
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            60.233918,
            60,
            60.465116,
            60.233918,
            60,
            60.465116
        ],
        [
            0.897841,
            1.090762,
            0.737521,
            0.714444,
            0.810119,
            0.630555
        ],
        [
            31989,
            31989,
            30643,
            46969,
            46969,
            38688
        ],
        [
            -64294,
            -47661,
            -64294,
            -105476,
            -102329,
            -105476
        ],
        [
            144,
            161,
            127,
            144,
            161,
            127
        ],
        [
            126,
            140,
            112,
            126,
            140,
            112
        ],
        [
            170,
            192,
            148,
            170,
            192,
            148
        ],
        [
            24632,
            13707,
            10925,
            24632,
            13707,
            10925
        ],
        [
            9.245191,
            15.745191,
            9.245191,
            9.245191,
            15.745191,
            9.245191
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360215,
            407522,
            -214337,
            -238818,
            -97353,
            -578800
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669622400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758855184538,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 249,
            "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)