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Trade: LDO/USDT/60/ZLMA/VWMA/5003

Strategy
LDO/USDT/60/ZLMA/VWMA/5003
Pair
LDO_USDT
Interval
1h
Score
446149
Daily Profit
0.292725
Profit Factor
1.544221
Profitability
66.901408
Streak
26.030765
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-07 11:44
Expiration Time
2025-12-21 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 304922.7385 225232.6704 79690.0681 276164.3981 243524.3656 32640.0325
Total P&L (%) 304.9227 225.2327 79.6901 276.1644 243.5244 32.64
Avg Daily Profit (%) 0.2927 0.2162 0.0765 0.1273 0.1185 0.0271
Buy And Hold Return (%) 17.7778 17.7778 17.7778 17.7778 17.7778 17.7778
Max Trade Drawdown -131871 -97058 -78944 -420239 -244852 -311381
Profit Factor 1.5442 1.86 1.2671 1.1843 1.3416 1.0415
Total Trades 142 71 71 142 71 71
Winning Trades 95 47 48 95 47 48
Losing Trades 47 24 23 47 24 23
Profitability (%) 66.9014 66.1972 67.6056 66.9014 66.1972 67.6056
Ratio Avg Win / Avg Loss 0.764 0.9498 0.6071 0.5859 0.6851 0.4991
Largest Winning Trade 28582 28582 27401 74194 65821 74194
Largest Losing Trade -60259 -43132 -60259 -189699 -189699 -184997
Avg Bars in Trades 172 191 153 172 191 153
Avg Bars in Winners 131 139 124 131 139 124
Avg Bars in Losers 255 292 216 255 292 216
Bars Traded 24509 13577 10932 24509 13577 10932
Profit Streak 26.0308 26.0308 50.1141 26.0308 26.0308 50.1141
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446149 -75049 -177362 -38566 -119640 -424126
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669824000000,
    "first_datapoint_time": 1670659200000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759826658075,
    "expiration_time": 1766304000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 214,
            "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": [
        [
            304922.738457252,
            225232.6703569302,
            79690.0681003217,
            276164.3980870781,
            243524.3655963086,
            32640.0324907695
        ],
        [
            304.922738,
            225.23267,
            79.690068,
            276.164398,
            243.524366,
            32.640032
        ],
        [
            0.292725,
            0.216223,
            0.076502,
            0.127267,
            0.118542,
            0.027121
        ],
        [
            17.777778,
            17.777778,
            17.777778,
            17.777778,
            17.777778,
            17.777778
        ],
        [
            -131871,
            -97058,
            -78944,
            -420239,
            -244852,
            -311381
        ],
        [
            1.544221,
            1.859966,
            1.267073,
            1.18425,
            1.341644,
            1.041524
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            66.901408,
            66.197183,
            67.605634,
            66.901408,
            66.197183,
            67.605634
        ],
        [
            0.763983,
            0.94977,
            0.607139,
            0.585892,
            0.685095,
            0.499063
        ],
        [
            28582,
            28582,
            27401,
            74194,
            65821,
            74194
        ],
        [
            -60259,
            -43132,
            -60259,
            -189699,
            -189699,
            -184997
        ],
        [
            172,
            191,
            153,
            172,
            191,
            153
        ],
        [
            131,
            139,
            124,
            131,
            139,
            124
        ],
        [
            255,
            292,
            216,
            255,
            292,
            216
        ],
        [
            24509,
            13577,
            10932,
            24509,
            13577,
            10932
        ],
        [
            26.030765,
            26.030765,
            50.114098,
            26.030765,
            26.030765,
            50.114098
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446149,
            -75049,
            -177362,
            -38566,
            -119640,
            -424126
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669824000000,
    "first_datapoint_time": 1670659200000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759826658075,
    "expiration_time": 1766304000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 214,
            "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)