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Trade: LDO/USDT/5/T3/VWAP/7930

Strategy
LDO/USDT/5/T3/VWAP/7930
Pair
LDO_USDT
Interval
5m
Score
549277
Daily Profit
0.808921
Profit Factor
2.277605
Profitability
46.153846
Streak
5.998036
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 13:02
Expiration Time
2025-12-26 11:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 111492.5197 52842.6431 58649.8767 156201.5253 54947.0933 101254.432
Total P&L (%) 111.4925 52.8426 58.6499 156.2015 54.9471 101.2544
Avg Daily Profit (%) 1.2843 0.6087 0.6756 1.0896 0.5057 0.8089
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28228 -17646 -11159 -57438 -36532 -23049
Profit Factor 1.9942 1.7807 2.3191 1.7687 1.4433 2.2776
Total Trades 77 38 39 77 38 39
Winning Trades 31 13 18 31 13 18
Losing Trades 46 25 21 46 25 21
Profitability (%) 40.2597 34.2105 46.1538 40.2597 34.2105 46.1538
Ratio Avg Win / Avg Loss 2.9591 3.4245 2.7056 2.6246 2.7756 2.6572
Largest Winning Trade 32239 32239 26253 53275 43832 53275
Largest Losing Trade -7200 -6153 -7200 -15687 -11028 -15687
Avg Bars in Trades 318 350 287 318 350 287
Avg Bars in Winners 537 624 474 537 624 474
Avg Bars in Losers 171 207 127 171 207 127
Bars Traded 24535 13307 11228 24535 13307 11228
Profit Streak 1.7029 0 5.998 1.7029 0 5.998
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -37392 189850 486368 -37996 116189 549277
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752763200000,
    "first_datapoint_time": 1752837600000,
    "last_datapoint_time": 1760262900000,
    "evaluation_time": 1760263330346,
    "expiration_time": 1766742900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 249,
            "offset": 0,
            "a": 0.61931
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            111492.519733355,
            52842.6430753855,
            58649.8766579694,
            156201.5252644779,
            54947.0932981591,
            101254.4319663189
        ],
        [
            111.49252,
            52.842643,
            58.649877,
            156.201525,
            54.947093,
            101.254432
        ],
        [
            1.284328,
            0.608716,
            0.675612,
            1.089633,
            0.505725,
            0.808921
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28228,
            -17646,
            -11159,
            -57438,
            -36532,
            -23049
        ],
        [
            1.994176,
            1.780726,
            2.319113,
            1.76873,
            1.443333,
            2.277605
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            40.25974,
            34.210526,
            46.153846,
            40.25974,
            34.210526,
            46.153846
        ],
        [
            2.9591,
            3.424472,
            2.705631,
            2.624567,
            2.77564,
            2.657205
        ],
        [
            32239,
            32239,
            26253,
            53275,
            43832,
            53275
        ],
        [
            -7200,
            -6153,
            -7200,
            -15687,
            -11028,
            -15687
        ],
        [
            318,
            350,
            287,
            318,
            350,
            287
        ],
        [
            537,
            624,
            474,
            537,
            624,
            474
        ],
        [
            171,
            207,
            127,
            171,
            207,
            127
        ],
        [
            24535,
            13307,
            11228,
            24535,
            13307,
            11228
        ],
        [
            1.702897,
            0,
            5.998036,
            1.702897,
            0,
            5.998036
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -37392,
            189850,
            486368,
            -37996,
            116189,
            549277
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752763200000,
    "first_datapoint_time": 1752837600000,
    "last_datapoint_time": 1760262900000,
    "evaluation_time": 1760263330346,
    "expiration_time": 1766742900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 249,
            "offset": 0,
            "a": 0.61931
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)