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Trade: LDO/USDT/240/VWAP/VWMA/6488

Strategy
LDO/USDT/240/VWAP/VWMA/6488
Pair
LDO_USDT
Interval
4h
Score
492915
Daily Profit
0.153334
Profit Factor
1.816751
Profitability
82.828283
Streak
94.304080
Best Strategy
Training Data Length
1249.000000
Evaluation Time
2025-10-09 10:17
Expiration Time
2025-11-15 17:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 45639.3975 191514.3899 -145874.9923 -1036754.0227 -275543.7736 -761210.2491
Total P&L (%) 45.6394 191.5144 -145.875 -1036.754 -275.5438 -761.2102
Avg Daily Profit (%) 0.0365 0.1533 -0.1168 0 0 0
Buy And Hold Return (%) 13.071 13.071 13.071 13.071 13.071 13.071
Max Trade Drawdown -357378 -62001 -337193 -1095312 -526821 -890177
Profit Factor 1.0561 1.8168 0.7478 0.7223 0.8252 0.6472
Total Trades 199 99 100 199 99 100
Winning Trades 165 82 83 37 19 18
Losing Trades 34 17 17 162 80 82
Profitability (%) 82.9146 82.8283 83 18.593 19.1919 18
Ratio Avg Win / Avg Loss 0.2176 0.3766 0.1532 3.1626 3.4744 2.9483
Largest Winning Trade 17329 15666 17329 378652 378652 368108
Largest Losing Trade -296078 -39483 -296078 -403548 -88029 -403548
Avg Bars in Trades 36 42 30 36 42 30
Avg Bars in Winners 18 21 14 108 130 84
Avg Bars in Losers 123 142 103 19 21 18
Bars Traded 7207 4204 3003 7207 4204 3003
Profit Streak 51.3041 94.3041 51.3041 0 0 0
Trades During Streak 16 11 8 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -299908 492915 -574980 -635011 -633703 -638954
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7494,
    "evaluation_days": 1249,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1654070400000,
    "last_datapoint_time": 1759982400000,
    "evaluation_time": 1759994272506,
    "expiration_time": 1763219808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 139,
            "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": [
        [
            45639.3975482957,
            191514.3898659959,
            -145874.9923177002,
            -1036754.0227314713,
            -275543.7736389465,
            -761210.249092525
        ],
        [
            45.639398,
            191.51439,
            -145.874992,
            -1036.754023,
            -275.543774,
            -761.210249
        ],
        [
            0.036541,
            0.153334,
            -0.116793,
            0,
            0,
            0
        ],
        [
            13.071017,
            13.071017,
            13.071017,
            13.071017,
            13.071017,
            13.071017
        ],
        [
            -357378,
            -62001,
            -337193,
            -1095312,
            -526821,
            -890177
        ],
        [
            1.056145,
            1.816751,
            0.747797,
            0.72232,
            0.825177,
            0.64718
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            165,
            82,
            83,
            37,
            19,
            18
        ],
        [
            34,
            17,
            17,
            162,
            80,
            82
        ],
        [
            82.914573,
            82.828283,
            83,
            18.592965,
            19.191919,
            18
        ],
        [
            0.21763,
            0.376643,
            0.153163,
            3.16259,
            3.474428,
            2.948264
        ],
        [
            17329,
            15666,
            17329,
            378652,
            378652,
            368108
        ],
        [
            -296078,
            -39483,
            -296078,
            -403548,
            -88029,
            -403548
        ],
        [
            36,
            42,
            30,
            36,
            42,
            30
        ],
        [
            18,
            21,
            14,
            108,
            130,
            84
        ],
        [
            123,
            142,
            103,
            19,
            21,
            18
        ],
        [
            7207,
            4204,
            3003,
            7207,
            4204,
            3003
        ],
        [
            51.30408,
            94.30408,
            51.30408,
            0,
            0,
            0
        ],
        [
            16,
            11,
            8,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -299908,
            492915,
            -574980,
            -635011,
            -633703,
            -638954
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7494,
    "evaluation_days": 1249,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1654070400000,
    "last_datapoint_time": 1759982400000,
    "evaluation_time": 1759994272506,
    "expiration_time": 1763219808000,
    "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": 139,
            "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)