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Trade: LDO/USDT/240/VWAP/RMA/9842

Strategy
LDO/USDT/240/VWAP/RMA/9842
Pair
LDO_USDT
Interval
4h
Score
488945
Daily Profit
0.169740
Profit Factor
1.369203
Profitability
86.585366
Streak
32.620020
Best Strategy
Training Data Length
1243.330000
Evaluation Time
2025-10-03 17:52
Expiration Time
2025-11-09 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 211042.542 216658.3183 -5615.7763 278418.0661 204933.7409 73484.3252
Total P&L (%) 211.0425 216.6583 -5.6158 278.4181 204.9337 73.4843
Avg Daily Profit (%) 0.1697 0.1743 -0.0045 0.1071 0.0897 0.0443
Buy And Hold Return (%) 16.9508 16.9508 16.9508 16.9508 16.9508 16.9508
Max Trade Drawdown -204677 -47409 -213275 -268613 -133342 -248044
Profit Factor 1.3692 2.1914 0.9856 1.3763 1.7587 1.1564
Total Trades 164 82 82 164 82 82
Winning Trades 142 69 73 132 65 67
Losing Trades 22 13 9 32 17 15
Profitability (%) 86.5854 84.1463 89.0244 80.4878 79.2683 81.7073
Ratio Avg Win / Avg Loss 0.2121 0.4129 0.1215 0.3337 0.46 0.2589
Largest Winning Trade 20396 20396 16714 117259 49402 117259
Largest Losing Trade -143487 -47409 -143487 -201629 -133342 -201629
Avg Bars in Trades 43 48 37 43 48 37
Avg Bars in Winners 19 20 19 26 29 24
Avg Bars in Losers 195 201 187 111 124 96
Bars Traded 7089 4003 3086 7089 4003 3086
Profit Streak 32.62 85.62 32.62 32.62 85.62 32.62
Trades During Streak 11 8 5 11 8 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 488945 377645 -578657 -44342 -71432 -184334
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7460,
    "evaluation_days": 1243.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1654041600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759503169710,
    "expiration_time": 1762715520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    }
}
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": [
        [
            211042.5419604378,
            216658.3182863154,
            -5615.7763258775,
            278418.0661172486,
            204933.7409101689,
            73484.3252070797
        ],
        [
            211.042542,
            216.658318,
            -5.615776,
            278.418066,
            204.933741,
            73.484325
        ],
        [
            0.16974,
            0.174256,
            -0.004517,
            0.107095,
            0.089713,
            0.04432
        ],
        [
            16.950758,
            16.950758,
            16.950758,
            16.950758,
            16.950758,
            16.950758
        ],
        [
            -204677,
            -47409,
            -213275,
            -268613,
            -133342,
            -248044
        ],
        [
            1.369203,
            2.191432,
            0.985592,
            1.376331,
            1.758731,
            1.156443
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            142,
            69,
            73,
            132,
            65,
            67
        ],
        [
            22,
            13,
            9,
            32,
            17,
            15
        ],
        [
            86.585366,
            84.146341,
            89.02439,
            80.487805,
            79.268293,
            81.707317
        ],
        [
            0.21213,
            0.412878,
            0.121511,
            0.333656,
            0.459976,
            0.258905
        ],
        [
            20396,
            20396,
            16714,
            117259,
            49402,
            117259
        ],
        [
            -143487,
            -47409,
            -143487,
            -201629,
            -133342,
            -201629
        ],
        [
            43,
            48,
            37,
            43,
            48,
            37
        ],
        [
            19,
            20,
            19,
            26,
            29,
            24
        ],
        [
            195,
            201,
            187,
            111,
            124,
            96
        ],
        [
            7089,
            4003,
            3086,
            7089,
            4003,
            3086
        ],
        [
            32.62002,
            85.62002,
            32.62002,
            32.62002,
            85.62002,
            32.62002
        ],
        [
            11,
            8,
            5,
            11,
            8,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            488945,
            377645,
            -578657,
            -44342,
            -71432,
            -184334
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7460,
    "evaluation_days": 1243.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1654041600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759503169710,
    "expiration_time": 1762715520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    }
}

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)