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Trade: LDO/USDT/60/WMA/VWMA/3244

Strategy
LDO/USDT/60/WMA/VWMA/3244
Pair
LDO_USDT
Interval
1h
Score
395642
Daily Profit
0.228803
Profit Factor
1.628341
Profitability
67.346939
Streak
15.270376
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-07 15:29
Expiration Time
2025-12-21 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 308902.7027 238337.404 70565.2987 189210.742 119898.1099 69312.6321
Total P&L (%) 308.9027 238.3374 70.5653 189.2107 119.8981 69.3126
Avg Daily Profit (%) 0.2965 0.2288 0.0677 0.102 0.0757 0.0506
Buy And Hold Return (%) 16.7614 16.7614 16.7614 16.7614 16.7614 16.7614
Max Trade Drawdown -102104 -78842 -73654 -645101 -504355 -287270
Profit Factor 1.4067 1.6283 1.1856 1.0707 1.0832 1.0562
Total Trades 197 98 99 197 98 99
Winning Trades 134 66 68 134 66 68
Losing Trades 63 32 31 63 32 31
Profitability (%) 68.0203 67.3469 68.6869 68.0203 67.3469 68.6869
Ratio Avg Win / Avg Loss 0.6614 0.7895 0.5405 0.5034 0.5252 0.4815
Largest Winning Trade 32201 32201 30179 165859 99128 165859
Largest Losing Trade -64832 -46105 -64832 -380848 -380848 -221051
Avg Bars in Trades 125 137 113 125 137 113
Avg Bars in Winners 89 99 79 89 99 79
Avg Bars in Losers 201 215 187 201 215 187
Bars Traded 24651 13435 11216 24651 13435 11216
Profit Streak 0 15.2704 0 0 15.2704 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391786 395642 -120142 -197831 -219804 -285461
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669838400000,
    "first_datapoint_time": 1670389200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759840160484,
    "expiration_time": 1766318400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "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": [
        [
            308902.7026751093,
            238337.4039612664,
            70565.2987138429,
            189210.7420469829,
            119898.1099176937,
            69312.6321292891
        ],
        [
            308.902703,
            238.337404,
            70.565299,
            189.210742,
            119.89811,
            69.312632
        ],
        [
            0.296546,
            0.228803,
            0.067742,
            0.102002,
            0.075676,
            0.050564
        ],
        [
            16.761364,
            16.761364,
            16.761364,
            16.761364,
            16.761364,
            16.761364
        ],
        [
            -102104,
            -78842,
            -73654,
            -645101,
            -504355,
            -287270
        ],
        [
            1.406712,
            1.628341,
            1.185601,
            1.070726,
            1.083161,
            1.056193
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            134,
            66,
            68,
            134,
            66,
            68
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            68.020305,
            67.346939,
            68.686869,
            68.020305,
            67.346939,
            68.686869
        ],
        [
            0.661365,
            0.789499,
            0.540494,
            0.503401,
            0.525169,
            0.4815
        ],
        [
            32201,
            32201,
            30179,
            165859,
            99128,
            165859
        ],
        [
            -64832,
            -46105,
            -64832,
            -380848,
            -380848,
            -221051
        ],
        [
            125,
            137,
            113,
            125,
            137,
            113
        ],
        [
            89,
            99,
            79,
            89,
            99,
            79
        ],
        [
            201,
            215,
            187,
            201,
            215,
            187
        ],
        [
            24651,
            13435,
            11216,
            24651,
            13435,
            11216
        ],
        [
            0,
            15.270376,
            0,
            0,
            15.270376,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391786,
            395642,
            -120142,
            -197831,
            -219804,
            -285461
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669838400000,
    "first_datapoint_time": 1670389200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759840160484,
    "expiration_time": 1766318400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "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)