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Trade: LDO/USDT/5/VWAP/PSAR/3904

Strategy
LDO/USDT/5/VWAP/PSAR/3904
Pair
LDO_USDT
Interval
5m
Score
331109
Daily Profit
0.666123
Profit Factor
1.203613
Profitability
41.956882
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 12:11
Expiration Time
2025-12-25 11:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2838.3752 57826.1501 -54987.7749 -53302.6644 11144.4194 -64447.0839
Total P&L (%) 2.8384 57.8262 -54.9878 -53.3027 11.1444 -64.4471
Avg Daily Profit (%) 0.0327 0.6661 -0.6334 -0.8733 0.1218 -1.1842
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159559 -62921 -97430 -84579 -29010 -65875
Profit Factor 1.0045 1.2036 0.8406 0.8072 1.0985 0.6053
Total Trades 1207 603 604 1207 603 604
Winning Trades 531 253 278 531 253 278
Losing Trades 676 350 326 676 350 326
Profitability (%) 43.9934 41.9569 46.0265 43.9934 41.9569 46.0265
Ratio Avg Win / Avg Loss 1.2788 1.6651 0.9857 1.0276 1.5197 0.7098
Largest Winning Trade 119408 119408 75722 38675 38675 13957
Largest Losing Trade -31235 -5577 -31235 -22198 -4330 -22198
Avg Bars in Trades 20 19 21 20 19 21
Avg Bars in Winners 24 23 25 24 23 25
Avg Bars in Losers 17 17 18 17 17 18
Bars Traded 24968 11995 12973 24968 11995 12973
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -528297 331109 -581392 -576856 -273566 -581392
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752673800000,
    "first_datapoint_time": 1752673800000,
    "last_datapoint_time": 1760173500000,
    "evaluation_time": 1760173874780,
    "expiration_time": 1766653500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            2838.3752159512,
            57826.1500864176,
            -54987.7748704667,
            -53302.6644197167,
            11144.4194456485,
            -64447.0838653653
        ],
        [
            2.838375,
            57.82615,
            -54.987775,
            -53.302664,
            11.144419,
            -64.447084
        ],
        [
            0.032696,
            0.666123,
            -0.633427,
            -0.873348,
            0.121788,
            -1.18421
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159559,
            -62921,
            -97430,
            -84579,
            -29010,
            -65875
        ],
        [
            1.004513,
            1.203613,
            0.840602,
            0.807163,
            1.098518,
            0.605325
        ],
        [
            1207,
            603,
            604,
            1207,
            603,
            604
        ],
        [
            531,
            253,
            278,
            531,
            253,
            278
        ],
        [
            676,
            350,
            326,
            676,
            350,
            326
        ],
        [
            43.993372,
            41.956882,
            46.02649,
            43.993372,
            41.956882,
            46.02649
        ],
        [
            1.278815,
            1.665077,
            0.985742,
            1.027574,
            1.519689,
            0.709842
        ],
        [
            119408,
            119408,
            75722,
            38675,
            38675,
            13957
        ],
        [
            -31235,
            -5577,
            -31235,
            -22198,
            -4330,
            -22198
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            17,
            17,
            18,
            17,
            17,
            18
        ],
        [
            24968,
            11995,
            12973,
            24968,
            11995,
            12973
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -528297,
            331109,
            -581392,
            -576856,
            -273566,
            -581392
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752673800000,
    "first_datapoint_time": 1752673800000,
    "last_datapoint_time": 1760173500000,
    "evaluation_time": 1760173874780,
    "expiration_time": 1766653500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)