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Trade: LDO/USDT/240/VWMA/PWMA/3382

Strategy
LDO/USDT/240/VWMA/PWMA/3382
Pair
LDO_USDT
Interval
4h
Score
445200
Daily Profit
0.205190
Profit Factor
2.598023
Profitability
67.346939
Streak
109.460802
Best Strategy
Training Data Length
1246.000000
Evaluation Time
2025-10-06 10:03
Expiration Time
2025-11-12 15:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 162565.0371 255666.4711 -93101.434 -2713651.5961 -1407378.7902 -1306272.8059
Total P&L (%) 162.565 255.6665 -93.1014 -2713.6516 -1407.3788 -1306.2728
Avg Daily Profit (%) 0.1305 0.2052 -0.0747 0 0 0
Buy And Hold Return (%) 79.3874 79.3874 79.3874 79.3874 79.3874 79.3874
Max Trade Drawdown -139104 -45199 -111825 -2565477 -1428162 -1254527
Profit Factor 1.2451 2.598 0.8151 0.334 0.2537 0.4031
Total Trades 99 49 50 99 49 50
Winning Trades 65 33 32 33 16 17
Losing Trades 34 16 18 66 33 33
Profitability (%) 65.6566 67.3469 64 33.3333 32.6531 34
Ratio Avg Win / Avg Loss 0.6513 1.2596 0.4585 0.6679 0.5234 0.7825
Largest Winning Trade 54305 54305 41329 261400 248570 261400
Largest Losing Trade -269422 -27609 -269422 -667267 -667267 -286485
Avg Bars in Trades 71 69 73 71 69 73
Avg Bars in Winners 55 62 49 95 83 107
Avg Bars in Losers 101 83 117 59 62 56
Bars Traded 7080 3390 3690 7080 3390 3690
Profit Streak 60.9608 109.4608 60.9608 0 0 0
Trades During Streak 6 5 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -23200 445200 -757626 -586995 -587427 -767055
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7476,
    "evaluation_days": 1246,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1655337600000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759734213333,
    "expiration_time": 1762952832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 227,
            "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": [
        [
            162565.0371070814,
            255666.4710795802,
            -93101.4339724989,
            -2713651.5961160455,
            -1407378.7902086375,
            -1306272.8059074094
        ],
        [
            162.565037,
            255.666471,
            -93.101434,
            -2713.651596,
            -1407.37879,
            -1306.272806
        ],
        [
            0.13047,
            0.20519,
            -0.07472,
            0,
            0,
            0
        ],
        [
            79.387443,
            79.387443,
            79.387443,
            79.387443,
            79.387443,
            79.387443
        ],
        [
            -139104,
            -45199,
            -111825,
            -2565477,
            -1428162,
            -1254527
        ],
        [
            1.245051,
            2.598023,
            0.815056,
            0.333963,
            0.253748,
            0.403092
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            65,
            33,
            32,
            33,
            16,
            17
        ],
        [
            34,
            16,
            18,
            66,
            33,
            33
        ],
        [
            65.656566,
            67.346939,
            64,
            33.333333,
            32.653061,
            34
        ],
        [
            0.651257,
            1.259647,
            0.458469,
            0.667927,
            0.523356,
            0.782472
        ],
        [
            54305,
            54305,
            41329,
            261400,
            248570,
            261400
        ],
        [
            -269422,
            -27609,
            -269422,
            -667267,
            -667267,
            -286485
        ],
        [
            71,
            69,
            73,
            71,
            69,
            73
        ],
        [
            55,
            62,
            49,
            95,
            83,
            107
        ],
        [
            101,
            83,
            117,
            59,
            62,
            56
        ],
        [
            7080,
            3390,
            3690,
            7080,
            3390,
            3690
        ],
        [
            60.960802,
            109.460802,
            60.960802,
            0,
            0,
            0
        ],
        [
            6,
            5,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -23200,
            445200,
            -757626,
            -586995,
            -587427,
            -767055
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7476,
    "evaluation_days": 1246,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1655337600000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759734213333,
    "expiration_time": 1762952832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 227,
            "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)