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Trade: LDO/USDT/720/OHLC4/VWMA/7569

Strategy
LDO/USDT/720/OHLC4/VWMA/7569
Pair
LDO_USDT
Interval
12h
Score
300449
Daily Profit
0.238936
Profit Factor
1.595646
Profitability
86.086957
Streak
38.792377
Best Strategy
Training Data Length
1250.000000
Evaluation Time
2025-10-09 22:01
Expiration Time
2025-11-16 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 298669.5205 265894.272 32775.2485 255264.3108 186686.9884 68577.3224
Total P&L (%) 298.6695 265.8943 32.7752 255.2643 186.687 68.5773
Avg Daily Profit (%) 0.2389 0.2127 0.0262 0.1015 0.0843 0.0418
Buy And Hold Return (%) 147.6906 147.6906 147.6906 147.6906 147.6906 147.6906
Max Trade Drawdown -210145 -51098 -209166 -169734 -169734 -158810
Profit Factor 1.5956 2.6025 1.0977 1.5144 1.8275 1.2534
Total Trades 115 57 58 115 57 58
Winning Trades 99 50 49 97 49 48
Losing Trades 16 7 9 18 8 10
Profitability (%) 86.087 87.7193 84.4828 84.3478 85.9649 82.7586
Ratio Avg Win / Avg Loss 0.2579 0.3644 0.2016 0.281 0.2984 0.2611
Largest Winning Trade 26674 26674 21180 36364 31722 36364
Largest Losing Trade -122903 -51098 -122903 -169734 -169734 -148455
Avg Bars in Trades 20 24 16 20 24 16
Avg Bars in Winners 10 12 7 13 16 10
Avg Bars in Losers 84 113 61 55 72 41
Bars Traded 2338 1401 937 2338 1401 937
Profit Streak 38.7924 89.7924 38.7924 38.7924 89.7924 38.7924
Trades During Streak 6 6 3 6 6 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300449 -171953 -612379 -59749 -337176 -478925
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2500,
    "evaluation_days": 1250,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1656720000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760036461390,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "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": [
        [
            298669.5204733241,
            265894.2719946845,
            32775.2484786397,
            255264.3107547552,
            186686.9883984768,
            68577.3223562784
        ],
        [
            298.66952,
            265.894272,
            32.775248,
            255.264311,
            186.686988,
            68.577322
        ],
        [
            0.238936,
            0.212715,
            0.02622,
            0.101467,
            0.084293,
            0.041787
        ],
        [
            147.690632,
            147.690632,
            147.690632,
            147.690632,
            147.690632,
            147.690632
        ],
        [
            -210145,
            -51098,
            -209166,
            -169734,
            -169734,
            -158810
        ],
        [
            1.595646,
            2.602501,
            1.097692,
            1.514432,
            1.827507,
            1.253423
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            99,
            50,
            49,
            97,
            49,
            48
        ],
        [
            16,
            7,
            9,
            18,
            8,
            10
        ],
        [
            86.086957,
            87.719298,
            84.482759,
            84.347826,
            85.964912,
            82.758621
        ],
        [
            0.257882,
            0.36435,
            0.201617,
            0.281029,
            0.298368,
            0.26113
        ],
        [
            26674,
            26674,
            21180,
            36364,
            31722,
            36364
        ],
        [
            -122903,
            -51098,
            -122903,
            -169734,
            -169734,
            -148455
        ],
        [
            20,
            24,
            16,
            20,
            24,
            16
        ],
        [
            10,
            12,
            7,
            13,
            16,
            10
        ],
        [
            84,
            113,
            61,
            55,
            72,
            41
        ],
        [
            2338,
            1401,
            937,
            2338,
            1401,
            937
        ],
        [
            38.792377,
            89.792377,
            38.792377,
            38.792377,
            89.792377,
            38.792377
        ],
        [
            6,
            6,
            3,
            6,
            6,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300449,
            -171953,
            -612379,
            -59749,
            -337176,
            -478925
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2500,
    "evaluation_days": 1250,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1656720000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760036461390,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "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)