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Trade: LDO/USDT/5/VWAP/KCL/3692

Strategy
LDO/USDT/5/VWAP/KCL/3692
Pair
LDO_USDT
Interval
5m
Score
680886
Daily Profit
1.294950
Profit Factor
4.341507
Profitability
52.238806
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 13:41
Expiration Time
2025-12-26 12:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 228136.5459 184360.8286 43775.7172 208241.5048 205545.8662 2695.6386
Total P&L (%) 228.1365 184.3608 43.7757 208.2415 205.5459 2.6956
Avg Daily Profit (%) 2.628 2.1237 0.5043 1.3052 1.295 0.0306
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72986 -27104 -51767 -57580 -19970 -39920
Profit Factor 1.8164 3.0525 1.2308 2.0465 4.3415 1.0196
Total Trades 268 134 134 268 134 134
Winning Trades 134 70 64 134 70 64
Losing Trades 134 64 70 134 64 70
Profitability (%) 50 52.2388 47.7612 50 52.2388 47.7612
Ratio Avg Win / Avg Loss 1.8164 2.7909 1.3462 2.0465 3.9694 1.1152
Largest Winning Trade 191918 191918 75526 215847 215847 48393
Largest Losing Trade -14145 -5940 -14145 -15165 -4823 -15165
Avg Bars in Trades 91 41 141 91 41 141
Avg Bars in Winners 97 37 162 97 37 162
Avg Bars in Losers 85 45 123 85 45 123
Bars Traded 24554 5527 19027 24554 5527 19027
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 620541 643480 179287 595194 680886 -519696
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752765600000,
    "first_datapoint_time": 1752791700000,
    "last_datapoint_time": 1760265300000,
    "evaluation_time": 1760265659545,
    "expiration_time": 1766745300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 88,
            "offset": 158,
            "scalar": 1
        }
    }
}
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": [
        [
            228136.5458827202,
            184360.8286348791,
            43775.7172478412,
            208241.5048181703,
            205545.8662197237,
            2695.6385984467
        ],
        [
            228.136546,
            184.360829,
            43.775717,
            208.241505,
            205.545866,
            2.695639
        ],
        [
            2.627998,
            2.123728,
            0.50427,
            1.3052,
            1.29495,
            0.030646
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72986,
            -27104,
            -51767,
            -57580,
            -19970,
            -39920
        ],
        [
            1.816373,
            3.052509,
            1.230849,
            2.046543,
            4.341507,
            1.019609
        ],
        [
            268,
            134,
            134,
            268,
            134,
            134
        ],
        [
            134,
            70,
            64,
            134,
            70,
            64
        ],
        [
            134,
            64,
            70,
            134,
            64,
            70
        ],
        [
            50,
            52.238806,
            47.761194,
            50,
            52.238806,
            47.761194
        ],
        [
            1.816373,
            2.790866,
            1.346241,
            2.046543,
            3.969378,
            1.115198
        ],
        [
            191918,
            191918,
            75526,
            215847,
            215847,
            48393
        ],
        [
            -14145,
            -5940,
            -14145,
            -15165,
            -4823,
            -15165
        ],
        [
            91,
            41,
            141,
            91,
            41,
            141
        ],
        [
            97,
            37,
            162,
            97,
            37,
            162
        ],
        [
            85,
            45,
            123,
            85,
            45,
            123
        ],
        [
            24554,
            5527,
            19027,
            24554,
            5527,
            19027
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            620541,
            643480,
            179287,
            595194,
            680886,
            -519696
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752765600000,
    "first_datapoint_time": 1752791700000,
    "last_datapoint_time": 1760265300000,
    "evaluation_time": 1760265659545,
    "expiration_time": 1766745300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 88,
            "offset": 158,
            "scalar": 1
        }
    }
}

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)