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Trade: LDO/USDT/240/VWAP/SUPERTREND/9857

Strategy
LDO/USDT/240/VWAP/SUPERTREND/9857
Pair
LDO_USDT
Interval
4h
Score
489156
Daily Profit
0.376125
Profit Factor
1.497793
Profitability
66.521739
Streak
14.873389
Best Strategy
Training Data Length
1234.330000
Evaluation Time
2025-09-25 23:57
Expiration Time
2025-10-31 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464262.7365 344522.4257 119740.3108 1042108.7552 1599718.0014 -557609.2462
Total P&L (%) 464.2627 344.5224 119.7403 1042.1088 1599.718 -557.6092
Avg Daily Profit (%) 0.3761 0.2791 0.097 0.1975 0.2298 0
Buy And Hold Return (%) 12.5174 12.5174 12.5174 12.5174 12.5174 12.5174
Max Trade Drawdown -134295 -70272 -97646 -7222098 -4958294 -5199266
Profit Factor 1.4978 1.7549 1.2514 1.0325 1.0969 0.9641
Total Trades 230 115 115 230 115 115
Winning Trades 153 76 77 153 76 77
Losing Trades 77 39 38 77 39 38
Profitability (%) 66.5217 66.087 66.9565 66.5217 66.087 66.9565
Ratio Avg Win / Avg Loss 0.7538 0.9006 0.6176 0.5196 0.5629 0.4758
Largest Winning Trade 33828 33828 24052 1120471 873475 1120471
Largest Losing Trade -59431 -35311 -59431 -2455371 -2451565 -2455371
Avg Bars in Trades 31 35 27 31 35 27
Avg Bars in Winners 19 19 18 19 19 18
Avg Bars in Losers 55 66 44 55 66 44
Bars Traded 7189 4069 3120 7189 4069 3120
Profit Streak 14.8734 14.8734 42.7067 14.8734 14.8734 42.7067
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 489156 405765 -61692 -173545 -104879 -577127

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7406,
    "evaluation_days": 1234.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1654243200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758833860780,
    "expiration_time": 1761914592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 201,
            "offset": 0,
            "multiplier": 2.79862
        }
    }
}
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": [
        [
            464262.7364748229,
            344522.4256921762,
            119740.3107826461,
            1042108.7552068802,
            1599718.0014224327,
            -557609.2462155505
        ],
        [
            464.262736,
            344.522426,
            119.740311,
            1042.108755,
            1599.718001,
            -557.609246
        ],
        [
            0.376125,
            0.279117,
            0.097008,
            0.197505,
            0.229785,
            0
        ],
        [
            12.517413,
            12.517413,
            12.517413,
            12.517413,
            12.517413,
            12.517413
        ],
        [
            -134295,
            -70272,
            -97646,
            -7222098,
            -4958294,
            -5199266
        ],
        [
            1.497793,
            1.754923,
            1.251411,
            1.032542,
            1.096907,
            0.964061
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            153,
            76,
            77,
            153,
            76,
            77
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            66.521739,
            66.086957,
            66.956522,
            66.521739,
            66.086957,
            66.956522
        ],
        [
            0.753791,
            0.900553,
            0.617579,
            0.519645,
            0.562886,
            0.47577
        ],
        [
            33828,
            33828,
            24052,
            1120471,
            873475,
            1120471
        ],
        [
            -59431,
            -35311,
            -59431,
            -2455371,
            -2451565,
            -2455371
        ],
        [
            31,
            35,
            27,
            31,
            35,
            27
        ],
        [
            19,
            19,
            18,
            19,
            19,
            18
        ],
        [
            55,
            66,
            44,
            55,
            66,
            44
        ],
        [
            7189,
            4069,
            3120,
            7189,
            4069,
            3120
        ],
        [
            14.873389,
            14.873389,
            42.706722,
            14.873389,
            14.873389,
            42.706722
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            489156,
            405765,
            -61692,
            -173545,
            -104879,
            -577127
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7406,
    "evaluation_days": 1234.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1654243200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758833860780,
    "expiration_time": 1761914592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 201,
            "offset": 0,
            "multiplier": 2.79862
        }
    }
}

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)