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Trade: LDO/USDT/360/VWMA/SUPERTREND/1434

Strategy
LDO/USDT/360/VWMA/SUPERTREND/1434
Pair
LDO_USDT
Interval
6h
Score
429819
Daily Profit
0.309758
Profit Factor
1.480478
Profitability
57.627119
Streak
0.000000
Best Strategy
Training Data Length
1252.000000
Evaluation Time
2025-10-12 09:53
Expiration Time
2025-11-18 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387816.7993 308316.2081 79500.5912 501718.8759 170599.4466 331119.4293
Total P&L (%) 387.8168 308.3162 79.5006 501.7189 170.5994 331.1194
Avg Daily Profit (%) 0.3098 0.2463 0.0635 0.1434 0.0795 0.1168
Buy And Hold Return (%) 33.0113 33.0113 33.0113 33.0113 33.0113 33.0113
Max Trade Drawdown -189357 -92151 -131927 -6387660 -3896891 -4401110
Profit Factor 1.4805 1.9595 1.1636 1.0243 1.0184 1.0292
Total Trades 177 89 88 177 89 88
Winning Trades 102 48 54 102 48 54
Losing Trades 75 41 34 75 41 34
Profitability (%) 57.6271 53.9326 61.3636 57.6271 53.9326 61.3636
Ratio Avg Win / Avg Loss 1.0886 1.6737 0.7327 0.7532 0.8699 0.648
Largest Winning Trade 46886 46886 25553 924048 552863 924048
Largest Losing Trade -55569 -40798 -55569 -1586179 -1461350 -1586179
Avg Bars in Trades 27 33 20 27 33 20
Avg Bars in Winners 26 28 24 26 28 24
Avg Bars in Losers 28 39 15 28 39 15
Bars Traded 4848 3003 1845 4848 3003 1845
Profit Streak 0 0 63.5372 0 0 63.5372
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 429819 429550 -151338 -194367 -289721 -224059
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 1252,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1655316000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760252012604,
    "expiration_time": 1763472384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 171,
            "offset": 0,
            "multiplier": 3.28032
        }
    }
}
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": [
        [
            387816.7993139406,
            308316.2080997785,
            79500.5912141628,
            501718.8759451291,
            170599.4466208583,
            331119.4293242688
        ],
        [
            387.816799,
            308.316208,
            79.500591,
            501.718876,
            170.599447,
            331.119429
        ],
        [
            0.309758,
            0.246259,
            0.063499,
            0.143443,
            0.079542,
            0.116779
        ],
        [
            33.011272,
            33.011272,
            33.011272,
            33.011272,
            33.011272,
            33.011272
        ],
        [
            -189357,
            -92151,
            -131927,
            -6387660,
            -3896891,
            -4401110
        ],
        [
            1.480478,
            1.959474,
            1.163646,
            1.024332,
            1.01841,
            1.029166
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            102,
            48,
            54,
            102,
            48,
            54
        ],
        [
            75,
            41,
            34,
            75,
            41,
            34
        ],
        [
            57.627119,
            53.932584,
            61.363636,
            57.627119,
            53.932584,
            61.363636
        ],
        [
            1.088587,
            1.673717,
            0.732666,
            0.753185,
            0.869892,
            0.647993
        ],
        [
            46886,
            46886,
            25553,
            924048,
            552863,
            924048
        ],
        [
            -55569,
            -40798,
            -55569,
            -1586179,
            -1461350,
            -1586179
        ],
        [
            27,
            33,
            20,
            27,
            33,
            20
        ],
        [
            26,
            28,
            24,
            26,
            28,
            24
        ],
        [
            28,
            39,
            15,
            28,
            39,
            15
        ],
        [
            4848,
            3003,
            1845,
            4848,
            3003,
            1845
        ],
        [
            0,
            0,
            63.537183,
            0,
            0,
            63.537183
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429819,
            429550,
            -151338,
            -194367,
            -289721,
            -224059
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 1252,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1655316000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760252012604,
    "expiration_time": 1763472384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 171,
            "offset": 0,
            "multiplier": 3.28032
        }
    }
}

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)