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Trade: LDO/USDT/360/VWMA/SWMA/1882

Strategy
LDO/USDT/360/VWMA/SWMA/1882
Pair
LDO_USDT
Interval
6h
Score
431131
Daily Profit
0.212441
Profit Factor
1.771100
Profitability
68.367347
Streak
25.109214
Best Strategy
Training Data Length
1244.000000
Evaluation Time
2025-10-04 05:37
Expiration Time
2025-11-10 09:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284585.5512 264276.556 20308.9952 -316205.4449 -246458.136 -69747.3089
Total P&L (%) 284.5856 264.2766 20.309 -316.2054 -246.4581 -69.7473
Avg Daily Profit (%) 0.2288 0.2124 0.0163 0 0 -0.0961
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150692 -76826 -160638 -556213 -385538 -279417
Profit Factor 1.3191 1.7711 1.037 0.8429 0.7432 0.9337
Total Trades 196 98 98 196 98 98
Winning Trades 138 67 71 61 32 29
Losing Trades 58 31 27 135 66 69
Profitability (%) 70.4082 68.3673 72.449 31.1224 32.6531 29.5918
Ratio Avg Win / Avg Loss 0.5544 0.8195 0.3943 1.8654 1.5328 2.2217
Largest Winning Trade 44751 44751 27379 204610 197092 204610
Largest Losing Trade -144974 -45278 -144974 -147573 -69124 -147573
Avg Bars in Trades 24 24 24 24 24 24
Avg Bars in Winners 17 16 18 39 40 38
Avg Bars in Losers 42 41 42 18 17 19
Bars Traded 4872 2426 2446 4872 2426 2446
Profit Streak 25.1092 25.1092 48.1092 0 0 0
Trades During Streak 4 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426758 431131 -354640 -584037 -584761 -587591
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4976,
    "evaluation_days": 1244,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1652810400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759545436094,
    "expiration_time": 1762760448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 35,
            "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": [
        [
            284585.5512022531,
            264276.5559701207,
            20308.9952321324,
            -316205.444901163,
            -246458.1360354246,
            -69747.3088657385
        ],
        [
            284.585551,
            264.276556,
            20.308995,
            -316.205445,
            -246.458136,
            -69.747309
        ],
        [
            0.228767,
            0.212441,
            0.016326,
            0,
            0,
            -0.096062
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150692,
            -76826,
            -160638,
            -556213,
            -385538,
            -279417
        ],
        [
            1.319104,
            1.7711,
            1.036986,
            0.842872,
            0.743199,
            0.933743
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            138,
            67,
            71,
            61,
            32,
            29
        ],
        [
            58,
            31,
            27,
            135,
            66,
            69
        ],
        [
            70.408163,
            68.367347,
            72.44898,
            31.122449,
            32.653061,
            29.591837
        ],
        [
            0.554406,
            0.819464,
            0.394347,
            1.865373,
            1.532848,
            2.221665
        ],
        [
            44751,
            44751,
            27379,
            204610,
            197092,
            204610
        ],
        [
            -144974,
            -45278,
            -144974,
            -147573,
            -69124,
            -147573
        ],
        [
            24,
            24,
            24,
            24,
            24,
            24
        ],
        [
            17,
            16,
            18,
            39,
            40,
            38
        ],
        [
            42,
            41,
            42,
            18,
            17,
            19
        ],
        [
            4872,
            2426,
            2446,
            4872,
            2426,
            2446
        ],
        [
            25.109214,
            25.109214,
            48.109214,
            0,
            0,
            0
        ],
        [
            4,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426758,
            431131,
            -354640,
            -584037,
            -584761,
            -587591
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4976,
    "evaluation_days": 1244,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1652810400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759545436094,
    "expiration_time": 1762760448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 35,
            "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)