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Trade: LDO/USDT/60/SINWMA/VWMA/4823

Strategy
LDO/USDT/60/SINWMA/VWMA/4823
Pair
LDO_USDT
Interval
1h
Score
450862
Daily Profit
0.238724
Profit Factor
1.694024
Profitability
59.615385
Streak
35.745800
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-10 09:53
Expiration Time
2025-12-24 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 333239.954 248672.1009 84567.8531 251794.4258 193640.2015 58154.2243
Total P&L (%) 333.24 248.6721 84.5679 251.7944 193.6402 58.1542
Avg Daily Profit (%) 0.3199 0.2387 0.0812 0.1208 0.1035 0.044
Buy And Hold Return (%) 14.7276 14.7276 14.7276 14.7276 14.7276 14.7276
Max Trade Drawdown -92290 -88777 -75177 -416388 -378980 -284025
Profit Factor 1.4395 1.694 1.2115 1.1077 1.1698 1.0485
Total Trades 209 104 105 209 104 105
Winning Trades 134 62 72 134 62 72
Losing Trades 75 42 33 75 42 33
Profitability (%) 64.1148 59.6154 68.5714 64.1148 59.6154 68.5714
Ratio Avg Win / Avg Loss 0.8057 1.1476 0.5553 0.62 0.7925 0.4806
Largest Winning Trade 33268 33268 27660 133408 82737 133408
Largest Losing Trade -70970 -44413 -70970 -266006 -266006 -199742
Avg Bars in Trades 118 129 107 118 129 107
Avg Bars in Winners 91 98 85 91 98 85
Avg Bars in Losers 165 173 155 165 173 155
Bars Traded 24700 13435 11265 24700 13435 11265
Profit Streak 3.8708 35.7458 3.8708 3.8708 35.7458 3.8708
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394529 450862 -85451 -132411 -87765 -303125
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670076000000,
    "first_datapoint_time": 1670702400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760079237129,
    "expiration_time": 1766556000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 175,
            "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": [
        [
            333239.9540104604,
            248672.1009450913,
            84567.8530653695,
            251794.4258437681,
            193640.2015052371,
            58154.2243385308
        ],
        [
            333.239954,
            248.672101,
            84.567853,
            251.794426,
            193.640202,
            58.154224
        ],
        [
            0.319909,
            0.238724,
            0.081185,
            0.120829,
            0.103463,
            0.044016
        ],
        [
            14.727626,
            14.727626,
            14.727626,
            14.727626,
            14.727626,
            14.727626
        ],
        [
            -92290,
            -88777,
            -75177,
            -416388,
            -378980,
            -284025
        ],
        [
            1.439498,
            1.694024,
            1.21146,
            1.107673,
            1.169828,
            1.048531
        ],
        [
            209,
            104,
            105,
            209,
            104,
            105
        ],
        [
            134,
            62,
            72,
            134,
            62,
            72
        ],
        [
            75,
            42,
            33,
            75,
            42,
            33
        ],
        [
            64.114833,
            59.615385,
            68.571429,
            64.114833,
            59.615385,
            68.571429
        ],
        [
            0.805689,
            1.147565,
            0.555253,
            0.619966,
            0.792464,
            0.480577
        ],
        [
            33268,
            33268,
            27660,
            133408,
            82737,
            133408
        ],
        [
            -70970,
            -44413,
            -70970,
            -266006,
            -266006,
            -199742
        ],
        [
            118,
            129,
            107,
            118,
            129,
            107
        ],
        [
            91,
            98,
            85,
            91,
            98,
            85
        ],
        [
            165,
            173,
            155,
            165,
            173,
            155
        ],
        [
            24700,
            13435,
            11265,
            24700,
            13435,
            11265
        ],
        [
            3.8708,
            35.7458,
            3.8708,
            3.8708,
            35.7458,
            3.8708
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394529,
            450862,
            -85451,
            -132411,
            -87765,
            -303125
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670076000000,
    "first_datapoint_time": 1670702400000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760079237129,
    "expiration_time": 1766556000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 175,
            "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)