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Trade: LDO/USDT/5/VWAP/BBM/2821

Strategy
LDO/USDT/5/VWAP/BBM/2821
Pair
LDO_USDT
Interval
5m
Score
525682
Daily Profit
3.029452
Profit Factor
1.826484
Profitability
40.238095
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 13:02
Expiration Time
2025-12-26 11:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 262986.7057 204483.966 58502.7397 308972.2941 277677.2904 31295.0037
Total P&L (%) 262.9867 204.484 58.5027 308.9723 277.6773 31.295
Avg Daily Profit (%) 3.0295 2.3555 0.6739 1.6357 1.5426 0.3141
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59972 -37325 -40055 -56786 -33819 -40505
Profit Factor 1.8265 2.2771 1.3701 1.962 2.7987 1.1876
Total Trades 420 210 210 420 210 210
Winning Trades 169 83 86 169 83 86
Losing Trades 251 127 124 251 127 124
Profitability (%) 40.2381 39.5238 40.9524 40.2381 39.5238 40.9524
Ratio Avg Win / Avg Loss 2.7127 3.4842 1.9755 2.914 4.2823 1.7124
Largest Winning Trade 203665 203665 75463 282527 282527 59661
Largest Losing Trade -5358 -5358 -5141 -19446 -19446 -15935
Avg Bars in Trades 59 55 63 59 55 63
Avg Bars in Winners 70 60 80 70 60 80
Avg Bars in Losers 51 52 50 51 52 50
Bars Traded 24882 11647 13235 24882 11647 13235
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 525682 466471 273849 491543 477300 -12346
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752763200000,
    "first_datapoint_time": 1752774900000,
    "last_datapoint_time": 1760262900000,
    "evaluation_time": 1760263325900,
    "expiration_time": 1766742900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 40,
            "offset": 0,
            "std": 3.39408
        }
    }
}
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": [
        [
            262986.7056831291,
            204483.9660073653,
            58502.7396757638,
            308972.2941155372,
            277677.290411327,
            31295.0037042102
        ],
        [
            262.986706,
            204.483966,
            58.50274,
            308.972294,
            277.67729,
            31.295004
        ],
        [
            3.029452,
            2.355535,
            0.673917,
            1.635716,
            1.542556,
            0.314139
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59972,
            -37325,
            -40055,
            -56786,
            -33819,
            -40505
        ],
        [
            1.826484,
            2.2771,
            1.370075,
            1.962011,
            2.798656,
            1.187628
        ],
        [
            420,
            210,
            210,
            420,
            210,
            210
        ],
        [
            169,
            83,
            86,
            169,
            83,
            86
        ],
        [
            251,
            127,
            124,
            251,
            127,
            124
        ],
        [
            40.238095,
            39.52381,
            40.952381,
            40.238095,
            39.52381,
            40.952381
        ],
        [
            2.712707,
            3.484237,
            1.975457,
            2.913993,
            4.28228,
            1.712394
        ],
        [
            203665,
            203665,
            75463,
            282527,
            282527,
            59661
        ],
        [
            -5358,
            -5358,
            -5141,
            -19446,
            -19446,
            -15935
        ],
        [
            59,
            55,
            63,
            59,
            55,
            63
        ],
        [
            70,
            60,
            80,
            70,
            60,
            80
        ],
        [
            51,
            52,
            50,
            51,
            52,
            50
        ],
        [
            24882,
            11647,
            13235,
            24882,
            11647,
            13235
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            525682,
            466471,
            273849,
            491543,
            477300,
            -12346
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752763200000,
    "first_datapoint_time": 1752774900000,
    "last_datapoint_time": 1760262900000,
    "evaluation_time": 1760263325900,
    "expiration_time": 1766742900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 40,
            "offset": 0,
            "std": 3.39408
        }
    }
}

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)