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Trade: LDO/USDT/360/VWAP/EMA/9306

Strategy
LDO/USDT/360/VWAP/EMA/9306
Pair
LDO_USDT
Interval
6h
Score
305542
Daily Profit
0.166383
Profit Factor
1.365311
Profitability
85.810811
Streak
24.628640
Best Strategy
Training Data Length
1244.500000
Evaluation Time
2025-10-04 18:05
Expiration Time
2025-11-10 22:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 207063.9548 210497.9863 -3434.0315 347994.8563 200102.8574 147891.9989
Total P&L (%) 207.064 210.498 -3.434 347.9949 200.1029 147.892
Avg Daily Profit (%) 0.1664 0.1691 -0.0028 0.1206 0.0883 0.073
Buy And Hold Return (%) 87.3065 87.3065 87.3065 87.3065 87.3065 87.3065
Max Trade Drawdown -162843 -46026 -134721 -172120 -172120 -123968
Profit Factor 1.3653 2.1243 0.991 1.57 1.7335 1.4379
Total Trades 148 74 74 148 74 74
Winning Trades 127 62 65 117 58 59
Losing Trades 21 12 9 31 16 15
Profitability (%) 85.8108 83.7838 87.8378 79.0541 78.3784 79.7297
Ratio Avg Win / Avg Loss 0.2258 0.4111 0.1372 0.416 0.4782 0.3656
Largest Winning Trade 16584 16584 16043 56461 48336 56461
Largest Losing Trade -134721 -46026 -134721 -172120 -172120 -127815
Avg Bars in Trades 31 36 27 31 36 27
Avg Bars in Winners 14 15 14 20 22 18
Avg Bars in Losers 133 143 120 74 86 62
Bars Traded 4706 2669 2037 4706 2669 2037
Profit Streak 24.6286 60.6286 24.6286 24.6286 60.6286 24.6286
Trades During Streak 7 7 3 7 7 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305542 -53861 -638565 -28150 -138359 -163762
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4978,
    "evaluation_days": 1244.5,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1655791200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759590314472,
    "expiration_time": 1762804944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 173,
            "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": [
        [
            207063.954775359,
            210497.9862541431,
            -3434.0314787841,
            347994.856338373,
            200102.857406969,
            147891.9989314041
        ],
        [
            207.063955,
            210.497986,
            -3.434031,
            347.994856,
            200.102857,
            147.891999
        ],
        [
            0.166383,
            0.169143,
            -0.002759,
            0.120572,
            0.088344,
            0.072973
        ],
        [
            87.306502,
            87.306502,
            87.306502,
            87.306502,
            87.306502,
            87.306502
        ],
        [
            -162843,
            -46026,
            -134721,
            -172120,
            -172120,
            -123968
        ],
        [
            1.365311,
            2.124264,
            0.990953,
            1.570009,
            1.733534,
            1.43792
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            127,
            62,
            65,
            117,
            58,
            59
        ],
        [
            21,
            12,
            9,
            31,
            16,
            15
        ],
        [
            85.810811,
            83.783784,
            87.837838,
            79.054054,
            78.378378,
            79.72973
        ],
        [
            0.22576,
            0.411148,
            0.137209,
            0.415985,
            0.478216,
            0.365573
        ],
        [
            16584,
            16584,
            16043,
            56461,
            48336,
            56461
        ],
        [
            -134721,
            -46026,
            -134721,
            -172120,
            -172120,
            -127815
        ],
        [
            31,
            36,
            27,
            31,
            36,
            27
        ],
        [
            14,
            15,
            14,
            20,
            22,
            18
        ],
        [
            133,
            143,
            120,
            74,
            86,
            62
        ],
        [
            4706,
            2669,
            2037,
            4706,
            2669,
            2037
        ],
        [
            24.62864,
            60.62864,
            24.62864,
            24.62864,
            60.62864,
            24.62864
        ],
        [
            7,
            7,
            3,
            7,
            7,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305542,
            -53861,
            -638565,
            -28150,
            -138359,
            -163762
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4978,
    "evaluation_days": 1244.5,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1655791200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759590314472,
    "expiration_time": 1762804944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 173,
            "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)