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Trade: LDO/USDT/5/VWAP/KCB/8240

Strategy
LDO/USDT/5/VWAP/KCB/8240
Pair
LDO_USDT
Interval
5m
Score
488448
Daily Profit
2.464672
Profit Factor
1.628998
Profitability
40.369393
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 09:18
Expiration Time
2025-12-26 08:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 213958.1394 181401.3545 32556.7849 168257.3581 174006.2242 -5748.8661
Total P&L (%) 213.9581 181.4014 32.5568 168.2574 174.0062 -5.7489
Avg Daily Profit (%) 2.4647 2.0896 0.375 1.1432 1.1679 -0.0682
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73921 -45692 -44849 -58980 -35028 -37441
Profit Factor 1.629 2.1004 1.1857 1.6716 2.5165 0.9577
Total Trades 379 189 190 379 189 190
Winning Trades 153 74 79 153 74 79
Losing Trades 226 115 111 226 115 111
Profitability (%) 40.3694 39.1534 41.5789 40.3694 39.1534 41.5789
Ratio Avg Win / Avg Loss 2.4062 3.2641 1.666 2.4692 3.9108 1.3456
Largest Winning Trade 191773 191773 75553 180045 180045 40405
Largest Losing Trade -11887 -5961 -11887 -11887 -4540 -11887
Avg Bars in Trades 65 60 70 65 60 70
Avg Bars in Winners 85 80 90 85 80 90
Avg Bars in Losers 52 47 56 52 47 56
Bars Traded 24909 11451 13458 24909 11451 13458
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 488448 436753 -13677 450115 446858 -583893
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752750000000,
    "first_datapoint_time": 1752763500000,
    "last_datapoint_time": 1760249700000,
    "evaluation_time": 1760249920526,
    "expiration_time": 1766729700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 46,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            213958.1394493952,
            181401.3545182172,
            32556.784931178,
            168257.3581148518,
            174006.2242130566,
            -5748.8660982048
        ],
        [
            213.958139,
            181.401355,
            32.556785,
            168.257358,
            174.006224,
            -5.748866
        ],
        [
            2.464672,
            2.089637,
            0.375035,
            1.143194,
            1.167902,
            -0.06818
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73921,
            -45692,
            -44849,
            -58980,
            -35028,
            -37441
        ],
        [
            1.628998,
            2.100382,
            1.185716,
            1.671647,
            2.516498,
            0.957658
        ],
        [
            379,
            189,
            190,
            379,
            189,
            190
        ],
        [
            153,
            74,
            79,
            153,
            74,
            79
        ],
        [
            226,
            115,
            111,
            226,
            115,
            111
        ],
        [
            40.369393,
            39.153439,
            41.578947,
            40.369393,
            39.153439,
            41.578947
        ],
        [
            2.406233,
            3.264107,
            1.666006,
            2.469231,
            3.910775,
            1.34557
        ],
        [
            191773,
            191773,
            75553,
            180045,
            180045,
            40405
        ],
        [
            -11887,
            -5961,
            -11887,
            -11887,
            -4540,
            -11887
        ],
        [
            65,
            60,
            70,
            65,
            60,
            70
        ],
        [
            85,
            80,
            90,
            85,
            80,
            90
        ],
        [
            52,
            47,
            56,
            52,
            47,
            56
        ],
        [
            24909,
            11451,
            13458,
            24909,
            11451,
            13458
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            488448,
            436753,
            -13677,
            450115,
            446858,
            -583893
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752750000000,
    "first_datapoint_time": 1752763500000,
    "last_datapoint_time": 1760249700000,
    "evaluation_time": 1760249920526,
    "expiration_time": 1766729700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 46,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)