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Trade: LDO/USDT/240/VWAP/KCU/3404

Strategy
LDO/USDT/240/VWAP/KCU/3404
Pair
LDO_USDT
Interval
4h
Score
386057
Daily Profit
0.151920
Profit Factor
1.459149
Profitability
73.684211
Streak
13.873318
Best Strategy
Training Data Length
1234.330000
Evaluation Time
2025-09-25 23:57
Expiration Time
2025-10-31 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 116501.9406 187519.0035 -71017.0629 -89855.1053 41086.9281 -130942.0334
Total P&L (%) 116.5019 187.519 -71.0171 -89.8551 41.0869 -130.942
Avg Daily Profit (%) 0.0944 0.1519 -0.0575 -0.1852 0.0279 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184394 -117035 -113042 -177194 -102316 -182317
Profit Factor 1.1512 1.4591 0.804 0.8436 1.146 0.5531
Total Trades 191 95 96 191 95 96
Winning Trades 139 70 69 139 70 69
Losing Trades 52 25 27 52 25 27
Profitability (%) 72.7749 73.6842 71.875 72.7749 73.6842 71.875
Ratio Avg Win / Avg Loss 0.4307 0.5211 0.3146 0.3156 0.4093 0.2164
Largest Winning Trade 28468 28468 13285 31651 31651 12991
Largest Losing Trade -87532 -60383 -87532 -147587 -57625 -147587
Avg Bars in Trades 36 61 12 36 61 12
Avg Bars in Winners 13 20 6 13 20 6
Avg Bars in Losers 99 175 29 99 175 29
Bars Traded 7033 5821 1212 7033 5821 1212
Profit Streak 13.8733 13.8733 41.8733 13.8733 13.8733 41.8733
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -117314 386057 -576182 -575229 -215204 -576182

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7406,
    "evaluation_days": 1234.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1653033600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758833854665,
    "expiration_time": 1761914592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 67,
            "offset": 69,
            "scalar": 2
        }
    }
}
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": [
        [
            116501.9405987201,
            187519.0035081333,
            -71017.0629094131,
            -89855.1053024004,
            41086.9281256796,
            -130942.0334280799
        ],
        [
            116.501941,
            187.519004,
            -71.017063,
            -89.855105,
            41.086928,
            -130.942033
        ],
        [
            0.094385,
            0.15192,
            -0.057535,
            -0.185208,
            0.02789,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184394,
            -117035,
            -113042,
            -177194,
            -102316,
            -182317
        ],
        [
            1.151174,
            1.459149,
            0.803951,
            0.843562,
            1.14601,
            0.553074
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            72.774869,
            73.684211,
            71.875,
            72.774869,
            73.684211,
            71.875
        ],
        [
            0.430655,
            0.521125,
            0.31459,
            0.315577,
            0.409289,
            0.21642
        ],
        [
            28468,
            28468,
            13285,
            31651,
            31651,
            12991
        ],
        [
            -87532,
            -60383,
            -87532,
            -147587,
            -57625,
            -147587
        ],
        [
            36,
            61,
            12,
            36,
            61,
            12
        ],
        [
            13,
            20,
            6,
            13,
            20,
            6
        ],
        [
            99,
            175,
            29,
            99,
            175,
            29
        ],
        [
            7033,
            5821,
            1212,
            7033,
            5821,
            1212
        ],
        [
            13.873318,
            13.873318,
            41.873318,
            13.873318,
            13.873318,
            41.873318
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -117314,
            386057,
            -576182,
            -575229,
            -215204,
            -576182
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7406,
    "evaluation_days": 1234.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1653033600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758833854665,
    "expiration_time": 1761914592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 67,
            "offset": 69,
            "scalar": 2
        }
    }
}

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)