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Trade: LDO/USDT/120/T3/VWMA/1214

Strategy
LDO/USDT/120/T3/VWMA/1214
Pair
LDO_USDT
Interval
2h
Score
496359
Daily Profit
0.190154
Profit Factor
2.603155
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
1239.000000
Evaluation Time
2025-09-29 12:57
Expiration Time
2025-11-13 00:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 257785.8068 235601.1864 22184.6205 141046.4433 137205.3417 3841.1016
Total P&L (%) 257.7858 235.6012 22.1846 141.0464 137.2053 3.8411
Avg Daily Profit (%) 0.2081 0.1902 0.0179 0.071 0.0697 0.003
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105816 -43281 -105619 -277944 -129102 -194265
Profit Factor 1.5587 2.6032 1.0705 1.2228 1.6778 1.0089
Total Trades 71 35 36 71 35 36
Winning Trades 43 21 22 43 21 22
Losing Trades 28 14 14 28 14 14
Profitability (%) 60.5634 60 61.1111 60.5634 60 61.1111
Ratio Avg Win / Avg Loss 1.0149 1.7354 0.6813 0.7962 1.1185 0.642
Largest Winning Trade 87204 87204 34114 85729 64407 85729
Largest Losing Trade -49032 -27949 -49032 -136652 -49361 -136652
Avg Bars in Trades 198 234 163 198 234 163
Avg Bars in Winners 186 226 148 186 226 148
Avg Bars in Losers 215 245 185 215 245 185
Bars Traded 14068 8194 5874 14068 8194 5874
Profit Streak 12.4149 0 73.3315 12.4149 0 73.3315
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -79658 496359 -316146 -189159 -96468 -564100
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14868,
    "evaluation_days": 1239,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653832800000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759139844782,
    "expiration_time": 1762986585600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 101,
            "offset": 0,
            "a": 0.92132
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 243,
            "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": [
        [
            257785.8068407944,
            235601.1863578951,
            22184.6204828993,
            141046.4433112859,
            137205.341718285,
            3841.1015930008
        ],
        [
            257.785807,
            235.601186,
            22.18462,
            141.046443,
            137.205342,
            3.841102
        ],
        [
            0.20806,
            0.190154,
            0.017905,
            0.071036,
            0.069738,
            0.003042
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105816,
            -43281,
            -105619,
            -277944,
            -129102,
            -194265
        ],
        [
            1.558666,
            2.603155,
            1.070546,
            1.222754,
            1.677806,
            1.008917
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            60.56338,
            60,
            61.111111,
            60.56338,
            60,
            61.111111
        ],
        [
            1.014946,
            1.735437,
            0.681257,
            0.796212,
            1.118537,
            0.642038
        ],
        [
            87204,
            87204,
            34114,
            85729,
            64407,
            85729
        ],
        [
            -49032,
            -27949,
            -49032,
            -136652,
            -49361,
            -136652
        ],
        [
            198,
            234,
            163,
            198,
            234,
            163
        ],
        [
            186,
            226,
            148,
            186,
            226,
            148
        ],
        [
            215,
            245,
            185,
            215,
            245,
            185
        ],
        [
            14068,
            8194,
            5874,
            14068,
            8194,
            5874
        ],
        [
            12.41487,
            0,
            73.331537,
            12.41487,
            0,
            73.331537
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -79658,
            496359,
            -316146,
            -189159,
            -96468,
            -564100
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14868,
    "evaluation_days": 1239,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653832800000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759139844782,
    "expiration_time": 1762986585600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 101,
            "offset": 0,
            "a": 0.92132
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 243,
            "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)