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Trade: LDO/USDT/720/HLC3/VWMA/9591

Strategy
LDO/USDT/720/HLC3/VWMA/9591
Pair
LDO_USDT
Interval
12h
Score
495318
Daily Profit
0.163909
Profit Factor
1.857498
Profitability
79.347826
Streak
101.213283
Best Strategy
Training Data Length
1252.500000
Evaluation Time
2025-10-12 08:07
Expiration Time
2025-11-18 15:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 95810.5315 205295.4069 -109484.8753 -393896.6675 -36228.6157 -357668.0518
Total P&L (%) 95.8105 205.2954 -109.4849 -393.8967 -36.2286 -357.6681
Avg Daily Profit (%) 0.0765 0.1639 -0.0874 0 -0.0359 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -346869 -56794 -332875 -424810 -124294 -419942
Profit Factor 1.1154 1.8575 0.8147 0.6762 0.9079 0.5654
Total Trades 185 92 93 185 92 93
Winning Trades 144 73 71 42 20 22
Losing Trades 41 19 22 143 72 71
Profitability (%) 77.8378 79.3478 76.3441 22.7027 21.7391 23.6559
Ratio Avg Win / Avg Loss 0.3176 0.4835 0.2525 2.3023 3.2685 1.8248
Largest Winning Trade 29894 20348 29894 240128 76064 240128
Largest Losing Trade -284532 -35269 -284532 -313331 -29288 -313331
Avg Bars in Trades 13 15 10 13 15 10
Avg Bars in Winners 6 8 4 33 41 26
Avg Bars in Losers 35 42 29 7 8 6
Bars Traded 2408 1405 1003 2408 1405 1003
Profit Streak 53.7133 101.2133 53.7133 0 0 0
Trades During Streak 16 11 8 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -179445 495318 -575490 -616693 -622217 -613767
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2505,
    "evaluation_days": 1252.5,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1653868800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760245627684,
    "expiration_time": 1763473680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "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": [
        [
            95810.5315377708,
            205295.4068848456,
            -109484.8753470748,
            -393896.667496762,
            -36228.6156545668,
            -357668.0518421952
        ],
        [
            95.810532,
            205.295407,
            -109.484875,
            -393.896667,
            -36.228616,
            -357.668052
        ],
        [
            0.076495,
            0.163909,
            -0.087413,
            0,
            -0.035911,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -346869,
            -56794,
            -332875,
            -424810,
            -124294,
            -419942
        ],
        [
            1.115379,
            1.857498,
            0.814742,
            0.676195,
            0.907918,
            0.565422
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            144,
            73,
            71,
            42,
            20,
            22
        ],
        [
            41,
            19,
            22,
            143,
            72,
            71
        ],
        [
            77.837838,
            79.347826,
            76.344086,
            22.702703,
            21.73913,
            23.655914
        ],
        [
            0.317573,
            0.483458,
            0.252455,
            2.302284,
            3.268506,
            1.824771
        ],
        [
            29894,
            20348,
            29894,
            240128,
            76064,
            240128
        ],
        [
            -284532,
            -35269,
            -284532,
            -313331,
            -29288,
            -313331
        ],
        [
            13,
            15,
            10,
            13,
            15,
            10
        ],
        [
            6,
            8,
            4,
            33,
            41,
            26
        ],
        [
            35,
            42,
            29,
            7,
            8,
            6
        ],
        [
            2408,
            1405,
            1003,
            2408,
            1405,
            1003
        ],
        [
            53.713283,
            101.213283,
            53.713283,
            0,
            0,
            0
        ],
        [
            16,
            11,
            8,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -179445,
            495318,
            -575490,
            -616693,
            -622217,
            -613767
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2505,
    "evaluation_days": 1252.5,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1653868800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760245627684,
    "expiration_time": 1763473680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "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)