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Trade: LDO/USDT/30/DCM/VWAP/3918

Strategy
LDO/USDT/30/DCM/VWAP/3918
Pair
LDO_USDT
Interval
30m
Score
356902
Daily Profit
0.522152
Profit Factor
1.538670
Profitability
40.816327
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-28 14:55
Expiration Time
2025-12-12 13:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 271952.4287 153576.3861 118376.0426 520082.2204 266850.9525 253231.2679
Total P&L (%) 271.9524 153.5764 118.376 520.0822 266.851 253.2313
Avg Daily Profit (%) 0.5222 0.2949 0.2273 0.351 0.2499 0.2426
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76407 -52025 -38319 -393780 -255658 -212008
Profit Factor 1.5387 1.6098 1.4678 1.2845 1.2901 1.2787
Total Trades 196 98 98 196 98 98
Winning Trades 80 37 43 80 37 43
Losing Trades 116 61 55 116 61 55
Profitability (%) 40.8163 37.7551 43.8776 40.8163 37.7551 43.8776
Ratio Avg Win / Avg Loss 2.2311 2.6541 1.8775 1.8625 2.127 1.6355
Largest Winning Trade 49268 49268 23655 218126 218126 93237
Largest Losing Trade -19834 -19834 -13090 -98921 -98921 -90647
Avg Bars in Trades 126 118 134 126 118 134
Avg Bars in Winners 220 211 227 220 211 227
Avg Bars in Losers 61 61 61 61 61 61
Bars Traded 24755 11589 13166 24755 11589 13166
Profit Streak 0 0 8.1846 0 0 8.1846
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356902 210803 270206 263299 128105 233305
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714060800000,
    "first_datapoint_time": 1714428000000,
    "last_datapoint_time": 1759059000000,
    "evaluation_time": 1759060546346,
    "expiration_time": 1765539000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "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": [
        [
            271952.4286910317,
            153576.3860688439,
            118376.0426221879,
            520082.2204225058,
            266850.9524775944,
            253231.2679449112
        ],
        [
            271.952429,
            153.576386,
            118.376043,
            520.08222,
            266.850952,
            253.231268
        ],
        [
            0.522152,
            0.294869,
            0.227283,
            0.350956,
            0.249872,
            0.24259
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76407,
            -52025,
            -38319,
            -393780,
            -255658,
            -212008
        ],
        [
            1.53867,
            1.609836,
            1.467841,
            1.284452,
            1.290135,
            1.278699
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            80,
            37,
            43,
            80,
            37,
            43
        ],
        [
            116,
            61,
            55,
            116,
            61,
            55
        ],
        [
            40.816327,
            37.755102,
            43.877551,
            40.816327,
            37.755102,
            43.877551
        ],
        [
            2.231072,
            2.654054,
            1.877471,
            1.862455,
            2.12698,
            1.635546
        ],
        [
            49268,
            49268,
            23655,
            218126,
            218126,
            93237
        ],
        [
            -19834,
            -19834,
            -13090,
            -98921,
            -98921,
            -90647
        ],
        [
            126,
            118,
            134,
            126,
            118,
            134
        ],
        [
            220,
            211,
            227,
            220,
            211,
            227
        ],
        [
            61,
            61,
            61,
            61,
            61,
            61
        ],
        [
            24755,
            11589,
            13166,
            24755,
            11589,
            13166
        ],
        [
            0,
            0,
            8.184564,
            0,
            0,
            8.184564
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356902,
            210803,
            270206,
            263299,
            128105,
            233305
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714060800000,
    "first_datapoint_time": 1714428000000,
    "last_datapoint_time": 1759059000000,
    "evaluation_time": 1759060546346,
    "expiration_time": 1765539000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "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)