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Trade: LDO/USDT/30/T3/VWAP/5568

Strategy
LDO/USDT/30/T3/VWAP/5568
Pair
LDO_USDT
Interval
30m
Score
327543
Daily Profit
0.614561
Profit Factor
1.673462
Profitability
34.177215
Streak
10.219749
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-01 15:16
Expiration Time
2025-12-15 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 320082.0259 181572.8951 138509.1309 816228.5134 404069.3464 412159.167
Total P&L (%) 320.082 181.5729 138.5091 816.2285 404.0693 412.1592
Avg Daily Profit (%) 0.6146 0.3486 0.2659 0.4262 0.3111 0.3141
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100729 -63466 -50099 -690358 -434093 -324827
Profit Factor 1.6735 1.7452 1.598 1.3337 1.3201 1.3483
Total Trades 158 79 79 158 79 79
Winning Trades 54 25 29 54 25 29
Losing Trades 104 54 50 104 54 50
Profitability (%) 34.1772 31.6456 36.7089 34.1772 31.6456 36.7089
Ratio Avg Win / Avg Loss 3.223 3.7697 2.7551 2.5687 2.8514 2.3247
Largest Winning Trade 59212 59212 27537 326808 326808 163028
Largest Losing Trade -17909 -17909 -11632 -132558 -132558 -99344
Avg Bars in Trades 155 155 155 155 155 155
Avg Bars in Winners 301 299 303 301 299 303
Avg Bars in Losers 79 88 69 79 88 69
Bars Traded 24567 12280 12287 24567 12280 12287
Profit Streak 10.2197 0 10.9072 10.2197 0 10.9072
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327543 -22464 -20851 220907 -24776 -21965
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714321800000,
    "first_datapoint_time": 1714624200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759320986320,
    "expiration_time": 1765800000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 169,
            "offset": 0,
            "a": 0.69203
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            320082.0259278752,
            181572.8950553458,
            138509.1308725292,
            816228.5134061843,
            404069.3464227249,
            412159.1669834591
        ],
        [
            320.082026,
            181.572895,
            138.509131,
            816.228513,
            404.069346,
            412.159167
        ],
        [
            0.614561,
            0.348622,
            0.265939,
            0.426207,
            0.311053,
            0.31412
        ],
        [
            10,
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            10,
            10,
            10,
            10
        ],
        [
            -100729,
            -63466,
            -50099,
            -690358,
            -434093,
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        ],
        [
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            1.745227,
            1.597973,
            1.333739,
            1.320075,
            1.348317
        ],
        [
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        ],
        [
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            29,
            54,
            25,
            29
        ],
        [
            104,
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            50,
            104,
            54,
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        ],
        [
            34.177215,
            31.64557,
            36.708861,
            34.177215,
            31.64557,
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        ],
        [
            3.222963,
            3.76969,
            2.755126,
            2.568682,
            2.851362,
            2.324684
        ],
        [
            59212,
            59212,
            27537,
            326808,
            326808,
            163028
        ],
        [
            -17909,
            -17909,
            -11632,
            -132558,
            -132558,
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        ],
        [
            155,
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            155,
            155,
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        ],
        [
            301,
            299,
            303,
            301,
            299,
            303
        ],
        [
            79,
            88,
            69,
            79,
            88,
            69
        ],
        [
            24567,
            12280,
            12287,
            24567,
            12280,
            12287
        ],
        [
            10.219749,
            0,
            10.907249,
            10.219749,
            0,
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        ],
        [
            1,
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        ],
        [
            0.8,
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        ],
        [
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714321800000,
    "first_datapoint_time": 1714624200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759320986320,
    "expiration_time": 1765800000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 169,
            "offset": 0,
            "a": 0.69203
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)