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Trade: LDO/USDT/240/VWAP/BBU/2067

Strategy
LDO/USDT/240/VWAP/BBU/2067
Pair
LDO_USDT
Interval
4h
Score
303499
Daily Profit
0.358341
Profit Factor
1.569347
Profitability
38.536585
Streak
0.000000
Best Strategy
Training Data Length
1240.000000
Evaluation Time
2025-09-30 11:29
Expiration Time
2025-11-06 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 444343.0054 453320.2523 -8977.2469 -41600.5715 19008.1603 -60608.7318
Total P&L (%) 444.343 453.3203 -8.9772 -41.6006 19.0082 -60.6087
Avg Daily Profit (%) 0.3583 0.3656 -0.0072 -0.0434 0.014 -0.0751
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -214177 -149654 -70214 -588513 -463324 -141402
Profit Factor 1.5693 1.6719 0.9151 0.9771 1.0119 0.7276
Total Trades 205 102 103 205 102 103
Winning Trades 79 41 38 79 41 38
Losing Trades 126 61 65 126 61 65
Profitability (%) 38.5366 40.1961 36.8932 38.5366 40.1961 36.8932
Ratio Avg Win / Avg Loss 2.503 2.4874 1.5653 1.5584 1.5056 1.2445
Largest Winning Trade 461598 461598 19933 323406 323406 20454
Largest Losing Trade -39004 -39004 -5896 -160900 -160900 -19267
Avg Bars in Trades 36 71 1 36 71 1
Avg Bars in Winners 42 81 1 42 81 1
Avg Bars in Losers 31 64 1 31 64 1
Bars Traded 7383 7269 114 7383 7269 114
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 303499 291898 -583099 -581385 -392032 -584210
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7440,
    "evaluation_days": 1240,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1652112000000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759220942919,
    "expiration_time": 1762418880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 3,
            "offset": 0,
            "std": 4.82152
        }
    }
}
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": [
        [
            444343.0054276937,
            453320.2523310363,
            -8977.2469033425,
            -41600.5714532317,
            19008.1603416801,
            -60608.7317949124
        ],
        [
            444.343005,
            453.320252,
            -8.977247,
            -41.600571,
            19.00816,
            -60.608732
        ],
        [
            0.358341,
            0.365581,
            -0.00724,
            -0.043367,
            0.014035,
            -0.075103
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -214177,
            -149654,
            -70214,
            -588513,
            -463324,
            -141402
        ],
        [
            1.569347,
            1.671874,
            0.915095,
            0.977092,
            1.011929,
            0.727571
        ],
        [
            205,
            102,
            103,
            205,
            102,
            103
        ],
        [
            79,
            41,
            38,
            79,
            41,
            38
        ],
        [
            126,
            61,
            65,
            126,
            61,
            65
        ],
        [
            38.536585,
            40.196078,
            36.893204,
            38.536585,
            40.196078,
            36.893204
        ],
        [
            2.503009,
            2.487422,
            1.565294,
            1.558399,
            1.505552,
            1.244529
        ],
        [
            461598,
            461598,
            19933,
            323406,
            323406,
            20454
        ],
        [
            -39004,
            -39004,
            -5896,
            -160900,
            -160900,
            -19267
        ],
        [
            36,
            71,
            1,
            36,
            71,
            1
        ],
        [
            42,
            81,
            1,
            42,
            81,
            1
        ],
        [
            31,
            64,
            1,
            31,
            64,
            1
        ],
        [
            7383,
            7269,
            114,
            7383,
            7269,
            114
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303499,
            291898,
            -583099,
            -581385,
            -392032,
            -584210
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7440,
    "evaluation_days": 1240,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1652112000000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759220942919,
    "expiration_time": 1762418880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 3,
            "offset": 0,
            "std": 4.82152
        }
    }
}

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)