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Trade: LDO/USDT/480/VWAP/WMA/7367

Strategy
LDO/USDT/480/VWAP/WMA/7367
Pair
LDO_USDT
Interval
8h
Score
489156
Daily Profit
0.158118
Profit Factor
1.902783
Profitability
78.888889
Streak
26.000831
Best Strategy
Training Data Length
1246.670000
Evaluation Time
2025-10-07 03:01
Expiration Time
2025-11-13 03:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 49977.0561 197121.53 -147144.4739 -10857.5732 94668.5794 -105526.1526
Total P&L (%) 49.9771 197.1215 -147.1445 -10.8576 94.6686 -105.5262
Avg Daily Profit (%) 0.0401 0.1581 -0.118 -0.0092 0.0534 0
Buy And Hold Return (%) 22.522 22.522 22.522 22.522 22.522 22.522
Max Trade Drawdown -105693 -52964 -102056 -157041 -56736 -154131
Profit Factor 1.0617 1.9028 0.7511 0.9849 1.5344 0.8046
Total Trades 180 90 90 180 90 90
Winning Trades 147 71 76 137 67 70
Losing Trades 33 19 14 43 23 20
Profitability (%) 81.6667 78.8889 84.4444 76.1111 74.4444 77.7778
Ratio Avg Win / Avg Loss 0.2383 0.5092 0.1384 0.3091 0.5267 0.2299
Largest Winning Trade 21180 20095 21180 298475 79603 298475
Largest Losing Trade -281770 -35394 -281770 -281770 -28903 -281770
Avg Bars in Trades 19 21 17 19 21 17
Avg Bars in Winners 10 11 9 12 14 11
Avg Bars in Losers 63 62 63 42 44 40
Bars Traded 3568 1978 1590 3568 1978 1590
Profit Streak 26.0008 26.0008 42.0008 26.0008 26.0008 42.0008
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -291863 489156 -574713 -574518 -118821 -575433
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3740,
    "evaluation_days": 1246.67,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1654675200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759795271841,
    "expiration_time": 1762997760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 91,
            "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": [
        [
            49977.0560830015,
            197121.5300200236,
            -147144.4739370219,
            -10857.5732038796,
            94668.5794142271,
            -105526.1526181068
        ],
        [
            49.977056,
            197.12153,
            -147.144474,
            -10.857573,
            94.668579,
            -105.526153
        ],
        [
            0.040088,
            0.158118,
            -0.11803,
            -0.009219,
            0.053447,
            0
        ],
        [
            22.521994,
            22.521994,
            22.521994,
            22.521994,
            22.521994,
            22.521994
        ],
        [
            -105693,
            -52964,
            -102056,
            -157041,
            -56736,
            -154131
        ],
        [
            1.061738,
            1.902783,
            0.751091,
            0.984858,
            1.534394,
            0.804551
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            147,
            71,
            76,
            137,
            67,
            70
        ],
        [
            33,
            19,
            14,
            43,
            23,
            20
        ],
        [
            81.666667,
            78.888889,
            84.444444,
            76.111111,
            74.444444,
            77.777778
        ],
        [
            0.238349,
            0.509195,
            0.138359,
            0.309116,
            0.526732,
            0.229872
        ],
        [
            21180,
            20095,
            21180,
            298475,
            79603,
            298475
        ],
        [
            -281770,
            -35394,
            -281770,
            -281770,
            -28903,
            -281770
        ],
        [
            19,
            21,
            17,
            19,
            21,
            17
        ],
        [
            10,
            11,
            9,
            12,
            14,
            11
        ],
        [
            63,
            62,
            63,
            42,
            44,
            40
        ],
        [
            3568,
            1978,
            1590,
            3568,
            1978,
            1590
        ],
        [
            26.000831,
            26.000831,
            42.000831,
            26.000831,
            26.000831,
            42.000831
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -291863,
            489156,
            -574713,
            -574518,
            -118821,
            -575433
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3740,
    "evaluation_days": 1246.67,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1654675200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759795271841,
    "expiration_time": 1762997760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 91,
            "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)