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Trade: LDO/USDT/720/VWAP/VWMA/2634

Strategy
LDO/USDT/720/VWAP/VWMA/2634
Pair
LDO_USDT
Interval
12h
Score
542903
Daily Profit
0.193507
Profit Factor
1.724911
Profitability
82.905983
Streak
42.853770
Best Strategy
Training Data Length
1251.000000
Evaluation Time
2025-10-10 23:29
Expiration Time
2025-11-17 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 326685.2539 291601.6986 35083.5553 1022828.2644 503302.4684 519525.796
Total P&L (%) 326.6853 291.6017 35.0836 1022.8283 503.3025 519.5258
Avg Daily Profit (%) 0.2611 0.2331 0.028 0.1935 0.1438 0.1459
Buy And Hold Return (%) 77.6862 77.6862 77.6862 77.6862 77.6862 77.6862
Max Trade Drawdown -208287 -51269 -213295 -613757 -613757 -292944
Profit Factor 1.6265 2.9132 1.0951 1.7249 1.6526 1.812
Total Trades 117 58 59 117 58 59
Winning Trades 101 51 50 97 51 46
Losing Trades 16 7 9 20 7 13
Profitability (%) 86.3248 87.931 84.7458 82.906 87.931 77.9661
Ratio Avg Win / Avg Loss 0.2577 0.3999 0.1971 0.3557 0.2268 0.5121
Largest Winning Trade 26674 26674 23154 133316 125750 133316
Largest Losing Trade -143487 -51269 -143487 -613757 -613757 -201274
Avg Bars in Trades 20 24 16 20 24 16
Avg Bars in Winners 10 13 8 14 16 11
Avg Bars in Losers 80 107 58 49 81 32
Bars Traded 2367 1420 946 2367 1420 946
Profit Streak 42.8538 168.3538 42.8538 42.8538 168.3538 42.8538
Trades During Streak 6 8 3 6 8 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 480406 -165373 -609447 542903 -174315 -168770
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2502,
    "evaluation_days": 1251,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1656072000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760128165727,
    "expiration_time": 1763340192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "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": [
        [
            326685.2539499815,
            291601.6986225174,
            35083.5553274643,
            1022828.2644234241,
            503302.4684186809,
            519525.7960047428
        ],
        [
            326.685254,
            291.601699,
            35.083555,
            1022.828264,
            503.302468,
            519.525796
        ],
        [
            0.261139,
            0.233095,
            0.028044,
            0.193507,
            0.143768,
            0.145892
        ],
        [
            77.686212,
            77.686212,
            77.686212,
            77.686212,
            77.686212,
            77.686212
        ],
        [
            -208287,
            -51269,
            -213295,
            -613757,
            -613757,
            -292944
        ],
        [
            1.626465,
            2.913217,
            1.095062,
            1.724911,
            1.652631,
            1.812038
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            101,
            51,
            50,
            97,
            51,
            46
        ],
        [
            16,
            7,
            9,
            20,
            7,
            13
        ],
        [
            86.324786,
            87.931034,
            84.745763,
            82.905983,
            87.931034,
            77.966102
        ],
        [
            0.257658,
            0.399853,
            0.197111,
            0.355652,
            0.226832,
            0.512098
        ],
        [
            26674,
            26674,
            23154,
            133316,
            125750,
            133316
        ],
        [
            -143487,
            -51269,
            -143487,
            -613757,
            -613757,
            -201274
        ],
        [
            20,
            24,
            16,
            20,
            24,
            16
        ],
        [
            10,
            13,
            8,
            14,
            16,
            11
        ],
        [
            80,
            107,
            58,
            49,
            81,
            32
        ],
        [
            2367,
            1420,
            946,
            2367,
            1420,
            946
        ],
        [
            42.85377,
            168.35377,
            42.85377,
            42.85377,
            168.35377,
            42.85377
        ],
        [
            6,
            8,
            3,
            6,
            8,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480406,
            -165373,
            -609447,
            542903,
            -174315,
            -168770
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2502,
    "evaluation_days": 1251,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1656072000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760128165727,
    "expiration_time": 1763340192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "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)