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Trade: LDO/USDT/720/VWAP/TEMA/3553

Strategy
LDO/USDT/720/VWAP/TEMA/3553
Pair
LDO_USDT
Interval
12h
Score
384582
Daily Profit
0.200296
Profit Factor
1.709355
Profitability
69.672131
Streak
0.000000
Best Strategy
Training Data Length
1250.500000
Evaluation Time
2025-10-10 08:51
Expiration Time
2025-11-16 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 158159.8352 250470.5294 -92310.6942 493508.9446 385009.1243 108499.8203
Total P&L (%) 158.1598 250.4705 -92.3107 493.5089 385.0091 108.4998
Avg Daily Profit (%) 0.1265 0.2003 -0.0738 0.1425 0.1263 0.0588
Buy And Hold Return (%) 16.0861 16.0861 16.0861 16.0861 16.0861 16.0861
Max Trade Drawdown -211535 -51596 -225531 -1443328 -827790 -1082370
Profit Factor 1.154 1.7094 0.863 1.0634 1.1167 1.0242
Total Trades 245 122 123 245 122 123
Winning Trades 178 85 93 148 70 78
Losing Trades 67 37 30 97 52 45
Profitability (%) 72.6531 69.6721 75.6098 60.4082 57.377 63.4146
Ratio Avg Win / Avg Loss 0.4344 0.7441 0.2784 0.697 0.8296 0.5909
Largest Winning Trade 29816 29816 21180 635860 206299 635860
Largest Losing Trade -206208 -30538 -206208 -861991 -398822 -861991
Avg Bars in Trades 9 9 10 9 9 10
Avg Bars in Winners 6 5 6 6 6 7
Avg Bars in Losers 19 18 21 14 13 16
Bars Traded 2422 1131 1291 2422 1131 1291
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 -72418 384582 -577130 -152296 -117122 -308385
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2501,
    "evaluation_days": 1250.5,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1654344000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760075485731,
    "expiration_time": 1763295696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 54,
            "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": [
        [
            158159.8351736189,
            250470.5294154366,
            -92310.694241818,
            493508.9445847542,
            385009.1242695199,
            108499.8203152341
        ],
        [
            158.159835,
            250.470529,
            -92.310694,
            493.508945,
            385.009124,
            108.49982
        ],
        [
            0.126477,
            0.200296,
            -0.073819,
            0.142515,
            0.126349,
            0.058775
        ],
        [
            16.086106,
            16.086106,
            16.086106,
            16.086106,
            16.086106,
            16.086106
        ],
        [
            -211535,
            -51596,
            -225531,
            -1443328,
            -827790,
            -1082370
        ],
        [
            1.154045,
            1.709355,
            0.862963,
            1.063432,
            1.116735,
            1.024208
        ],
        [
            245,
            122,
            123,
            245,
            122,
            123
        ],
        [
            178,
            85,
            93,
            148,
            70,
            78
        ],
        [
            67,
            37,
            30,
            97,
            52,
            45
        ],
        [
            72.653061,
            69.672131,
            75.609756,
            60.408163,
            57.377049,
            63.414634
        ],
        [
            0.434388,
            0.744072,
            0.278375,
            0.696979,
            0.829575,
            0.590889
        ],
        [
            29816,
            29816,
            21180,
            635860,
            206299,
            635860
        ],
        [
            -206208,
            -30538,
            -206208,
            -861991,
            -398822,
            -861991
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            6,
            5,
            6,
            6,
            6,
            7
        ],
        [
            19,
            18,
            21,
            14,
            13,
            16
        ],
        [
            2422,
            1131,
            1291,
            2422,
            1131,
            1291
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -72418,
            384582,
            -577130,
            -152296,
            -117122,
            -308385
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2501,
    "evaluation_days": 1250.5,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1654344000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760075485731,
    "expiration_time": 1763295696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 54,
            "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)