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Trade: LDO/USDT/720/VWAP/KCB/2587

Strategy
LDO/USDT/720/VWAP/KCB/2587
Pair
LDO_USDT
Interval
12h
Score
348435
Daily Profit
0.166626
Profit Factor
1.364628
Profitability
67.630058
Streak
12.413807
Best Strategy
Training Data Length
1251.500000
Evaluation Time
2025-10-11 12:55
Expiration Time
2025-11-17 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 213333.8732 208532.3721 4801.5011 -98394.407 -31108.2901 -67286.1169
Total P&L (%) 213.3339 208.5324 4.8015 -98.3944 -31.1083 -67.2861
Avg Daily Profit (%) 0.1705 0.1666 0.0038 -0.3296 -0.0298 -0.0892
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151675 -77358 -157403 -112951 -49786 -112278
Profit Factor 1.1796 1.3646 1.0078 0.6516 0.7596 0.5603
Total Trades 347 173 174 347 173 174
Winning Trades 239 117 122 239 117 122
Losing Trades 108 56 52 108 56 52
Profitability (%) 68.8761 67.6301 70.1149 68.8761 67.6301 70.1149
Ratio Avg Win / Avg Loss 0.5331 0.6532 0.4296 0.2945 0.3636 0.2388
Largest Winning Trade 31783 31783 21180 19669 19669 13164
Largest Losing Trade -98611 -43924 -98611 -78116 -49786 -78116
Avg Bars in Trades 7 7 6 7 7 6
Avg Bars in Winners 3 4 3 3 4 3
Avg Bars in Losers 14 15 12 14 15 12
Bars Traded 2478 1337 1141 2478 1337 1141
Profit Streak 5.9138 12.4138 5.9138 5.9138 12.4138 5.9138
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -11517 348435 -563143 -575068 -577247 -576837
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2503,
    "evaluation_days": 1251.5,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1652443200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760176552977,
    "expiration_time": 1763384688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 10,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            213333.8732257054,
            208532.3721180514,
            4801.5011076537,
            -98394.4069560251,
            -31108.2900593156,
            -67286.1168967095
        ],
        [
            213.333873,
            208.532372,
            4.801501,
            -98.394407,
            -31.10829,
            -67.286117
        ],
        [
            0.170463,
            0.166626,
            0.003837,
            -0.329594,
            -0.029771,
            -0.089243
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151675,
            -77358,
            -157403,
            -112951,
            -49786,
            -112278
        ],
        [
            1.179635,
            1.364628,
            1.007799,
            0.65161,
            0.759601,
            0.560288
        ],
        [
            347,
            173,
            174,
            347,
            173,
            174
        ],
        [
            239,
            117,
            122,
            239,
            117,
            122
        ],
        [
            108,
            56,
            52,
            108,
            56,
            52
        ],
        [
            68.876081,
            67.630058,
            70.114943,
            68.876081,
            67.630058,
            70.114943
        ],
        [
            0.533057,
            0.653155,
            0.429553,
            0.294451,
            0.36357,
            0.238811
        ],
        [
            31783,
            31783,
            21180,
            19669,
            19669,
            13164
        ],
        [
            -98611,
            -43924,
            -98611,
            -78116,
            -49786,
            -78116
        ],
        [
            7,
            7,
            6,
            7,
            7,
            6
        ],
        [
            3,
            4,
            3,
            3,
            4,
            3
        ],
        [
            14,
            15,
            12,
            14,
            15,
            12
        ],
        [
            2478,
            1337,
            1141,
            2478,
            1337,
            1141
        ],
        [
            5.913807,
            12.413807,
            5.913807,
            5.913808,
            12.413808,
            5.913808
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -11517,
            348435,
            -563143,
            -575068,
            -577247,
            -576837
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2503,
    "evaluation_days": 1251.5,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1652443200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760176552977,
    "expiration_time": 1763384688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 10,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)