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Trade: LDO/USDT/480/VWAP/WMA/7854

Strategy
LDO/USDT/480/VWAP/WMA/7854
Pair
LDO_USDT
Interval
8h
Score
475261
Daily Profit
0.193387
Profit Factor
1.396186
Profitability
81.560284
Streak
38.128486
Best Strategy
Training Data Length
1246.330000
Evaluation Time
2025-10-06 14:05
Expiration Time
2025-11-12 19:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 154377.3955 209676.515 -55299.1194 1011081.0838 338475.0417 672606.0421
Total P&L (%) 154.3774 209.6765 -55.2991 1011.0811 338.475 672.606
Avg Daily Profit (%) 0.1239 0.1682 -0.0444 0.1934 0.1187 0.1642
Buy And Hold Return (%) 155.0959 155.0959 155.0959 155.0959 155.0959 155.0959
Max Trade Drawdown -225965 -52239 -247386 -897964 -866816 -464693
Profit Factor 1.24 2.1596 0.8804 1.3962 1.2538 1.552
Total Trades 141 70 71 141 70 71
Winning Trades 123 61 62 115 59 56
Losing Trades 18 9 9 26 11 15
Profitability (%) 87.234 87.1429 87.3239 81.5603 84.2857 78.8732
Ratio Avg Win / Avg Loss 0.1815 0.3186 0.1278 0.3157 0.2338 0.4157
Largest Winning Trade 21180 20095 21180 295419 134780 295419
Largest Losing Trade -179866 -52239 -179866 -866816 -866816 -325904
Avg Bars in Trades 25 28 21 25 28 21
Avg Bars in Winners 11 13 10 16 18 14
Avg Bars in Losers 115 135 96 64 85 48
Bars Traded 3556 2016 1540 3556 2016 1540
Profit Streak 38.1285 88.4618 38.1285 38.1285 88.4618 38.1285
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -188291 -135483 -661147 475261 -130267 -75461
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3739,
    "evaluation_days": 1246.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1656835200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759748701193,
    "expiration_time": 1762968096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 166,
            "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": [
        [
            154377.3955382777,
            209676.5149535817,
            -55299.119415304,
            1011081.0838246141,
            338475.0417437145,
            672606.0420808992
        ],
        [
            154.377396,
            209.676515,
            -55.299119,
            1011.081084,
            338.475042,
            672.606042
        ],
        [
            0.123866,
            0.168235,
            -0.04437,
            0.193387,
            0.118669,
            0.164184
        ],
        [
            155.095949,
            155.095949,
            155.095949,
            155.095949,
            155.095949,
            155.095949
        ],
        [
            -225965,
            -52239,
            -247386,
            -897964,
            -866816,
            -464693
        ],
        [
            1.239953,
            2.159634,
            0.880448,
            1.396186,
            1.253801,
            1.552035
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            123,
            61,
            62,
            115,
            59,
            56
        ],
        [
            18,
            9,
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            26,
            11,
            15
        ],
        [
            87.234043,
            87.142857,
            87.323944,
            81.560284,
            84.285714,
            78.873239
        ],
        [
            0.181457,
            0.318635,
            0.127807,
            0.315659,
            0.233759,
            0.415724
        ],
        [
            21180,
            20095,
            21180,
            295419,
            134780,
            295419
        ],
        [
            -179866,
            -52239,
            -179866,
            -866816,
            -866816,
            -325904
        ],
        [
            25,
            28,
            21,
            25,
            28,
            21
        ],
        [
            11,
            13,
            10,
            16,
            18,
            14
        ],
        [
            115,
            135,
            96,
            64,
            85,
            48
        ],
        [
            3556,
            2016,
            1540,
            3556,
            2016,
            1540
        ],
        [
            38.128486,
            88.461819,
            38.128486,
            38.128486,
            88.461819,
            38.128486
        ],
        [
            6,
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            3,
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            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            -188291,
            -135483,
            -661147,
            475261,
            -130267,
            -75461
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3739,
    "evaluation_days": 1246.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1656835200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759748701193,
    "expiration_time": 1762968096000,
    "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": 166,
            "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)