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Trade: LDO/USDT/60/KCL/VWMA/9822

Strategy
LDO/USDT/60/KCL/VWMA/9822
Pair
LDO_USDT
Interval
1h
Score
375801
Daily Profit
0.221087
Profit Factor
1.406066
Profitability
57.480315
Streak
13.769063
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 20:27
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 230288.6245 191051.7895 39236.8349 22373.7899 60106.8759 -37733.0861
Total P&L (%) 230.2886 191.0518 39.2368 22.3738 60.1069 -37.7331
Avg Daily Profit (%) 0.2211 0.1834 0.0377 0.0194 0.0452 -0.0455
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98676 -82853 -80907 -127551 -115917 -119467
Profit Factor 1.4061 1.5728 1.168 1.0418 1.2099 0.8485
Total Trades 127 63 64 127 63 64
Winning Trades 73 34 39 73 34 39
Losing Trades 54 29 25 54 29 25
Profitability (%) 57.4803 53.9683 60.9375 57.4803 53.9683 60.9375
Ratio Avg Win / Avg Loss 1.0401 1.3415 0.7487 0.7706 1.032 0.5439
Largest Winning Trade 40993 40993 16410 31417 31417 18474
Largest Losing Trade -80907 -48381 -80907 -119467 -86606 -119467
Avg Bars in Trades 189 301 80 189 301 80
Avg Bars in Winners 132 203 69 132 203 69
Avg Bars in Losers 267 416 95 267 416 95
Bars Traded 24123 19003 5120 24123 19003 5120
Profit Streak 13.7691 0 41.4357 13.7691 0 41.4357
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375801 -136935 -319497 -346596 -279835 -717990

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669492800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758907647082,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 196,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 91,
            "offset": 122
        }
    }
}
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": [
        [
            230288.6244747856,
            191051.7895408467,
            39236.8349339389,
            22373.789858802,
            60106.8759200458,
            -37733.0860612437
        ],
        [
            230.288624,
            191.05179,
            39.236835,
            22.37379,
            60.106876,
            -37.733086
        ],
        [
            0.221087,
            0.183418,
            0.037669,
            0.019386,
            0.045197,
            -0.045471
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98676,
            -82853,
            -80907,
            -127551,
            -115917,
            -119467
        ],
        [
            1.406066,
            1.572793,
            1.167982,
            1.041779,
            1.209882,
            0.848547
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            73,
            34,
            39,
            73,
            34,
            39
        ],
        [
            54,
            29,
            25,
            54,
            29,
            25
        ],
        [
            57.480315,
            53.968254,
            60.9375,
            57.480315,
            53.968254,
            60.9375
        ],
        [
            1.040103,
            1.3415,
            0.748706,
            0.770631,
            1.031959,
            0.543941
        ],
        [
            40993,
            40993,
            16410,
            31417,
            31417,
            18474
        ],
        [
            -80907,
            -48381,
            -80907,
            -119467,
            -86606,
            -119467
        ],
        [
            189,
            301,
            80,
            189,
            301,
            80
        ],
        [
            132,
            203,
            69,
            132,
            203,
            69
        ],
        [
            267,
            416,
            95,
            267,
            416,
            95
        ],
        [
            24123,
            19003,
            5120,
            24123,
            19003,
            5120
        ],
        [
            13.769063,
            0,
            41.43573,
            13.769063,
            0,
            41.43573
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375801,
            -136935,
            -319497,
            -346596,
            -279835,
            -717990
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669492800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758907647082,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 196,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 91,
            "offset": 122
        }
    }
}

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)