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Trade: LDO/USDT/480/VWAP/MIDPOINT/9836

Strategy
LDO/USDT/480/VWAP/MIDPOINT/9836
Pair
LDO_USDT
Interval
8h
Score
539431
Daily Profit
0.230627
Profit Factor
2.000771
Profitability
80.681818
Streak
20.037904
Best Strategy
Training Data Length
1252.330000
Evaluation Time
2025-10-12 11:54
Expiration Time
2025-11-18 23:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 288821.429 168257.714 120563.715 603943.1393 325655.4531 278287.6862
Total P&L (%) 288.8214 168.2577 120.5637 603.9431 325.6555 278.2877
Avg Daily Profit (%) 0.2306 0.1344 0.0963 0.156 0.1157 0.1063
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65468 -40159 -54154 -134736 -146386 -96276
Profit Factor 2.0008 2.2276 1.7956 1.9099 1.9446 1.8723
Total Trades 88 44 44 88 44 44
Winning Trades 71 35 36 71 35 36
Losing Trades 17 9 8 17 9 8
Profitability (%) 80.6818 79.5455 81.8182 80.6818 79.5455 81.8182
Ratio Avg Win / Avg Loss 0.4791 0.5728 0.399 0.4573 0.5 0.4161
Largest Winning Trade 24808 24808 19209 81059 81059 48307
Largest Losing Trade -52807 -40159 -52807 -134736 -134736 -96276
Avg Bars in Trades 38 48 28 38 48 28
Avg Bars in Winners 13 14 12 13 14 12
Avg Bars in Losers 144 180 103 144 180 103
Bars Traded 3410 2143 1268 3410 2143 1268
Profit Streak 20.0379 143.3712 20.0379 20.0379 143.3712 20.0379
Trades During Streak 6 7 3 6 7 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 539431 -6838 -57943 525139 -32221 -44429
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3757,
    "evaluation_days": 1252.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1658793600000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760259274939,
    "expiration_time": 1763502048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 234,
            "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": [
        [
            288821.4290315349,
            168257.714049277,
            120563.7149822578,
            603943.1393160188,
            325655.453067105,
            278287.6862489138
        ],
        [
            288.821429,
            168.257714,
            120.563715,
            603.943139,
            325.655453,
            278.287686
        ],
        [
            0.230627,
            0.134356,
            0.096272,
            0.155953,
            0.115728,
            0.106297
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65468,
            -40159,
            -54154,
            -134736,
            -146386,
            -96276
        ],
        [
            2.000771,
            2.227598,
            1.795609,
            1.909862,
            1.944575,
            1.872346
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            17,
            9,
            8,
            17,
            9,
            8
        ],
        [
            80.681818,
            79.545455,
            81.818182,
            80.681818,
            79.545455,
            81.818182
        ],
        [
            0.479058,
            0.572811,
            0.399024,
            0.457291,
            0.500034,
            0.416077
        ],
        [
            24808,
            24808,
            19209,
            81059,
            81059,
            48307
        ],
        [
            -52807,
            -40159,
            -52807,
            -134736,
            -134736,
            -96276
        ],
        [
            38,
            48,
            28,
            38,
            48,
            28
        ],
        [
            13,
            14,
            12,
            13,
            14,
            12
        ],
        [
            144,
            180,
            103,
            144,
            180,
            103
        ],
        [
            3410,
            2143,
            1268,
            3410,
            2143,
            1268
        ],
        [
            20.037904,
            143.371238,
            20.037904,
            20.037904,
            143.371238,
            20.037904
        ],
        [
            6,
            7,
            3,
            6,
            7,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            539431,
            -6838,
            -57943,
            525139,
            -32221,
            -44429
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3757,
    "evaluation_days": 1252.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1658793600000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760259274939,
    "expiration_time": 1763502048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 234,
            "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)