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Trade: LDO/USDT/360/VWAP/KCB/9387

Strategy
LDO/USDT/360/VWAP/KCB/9387
Pair
LDO_USDT
Interval
6h
Score
530316
Daily Profit
0.181973
Profit Factor
1.644889
Profitability
78.260870
Streak
44.037227
Best Strategy
Training Data Length
1252.000000
Evaluation Time
2025-10-12 09:53
Expiration Time
2025-11-18 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 262410.6147 247575.9902 14834.6244 873991.3387 457760.9566 416230.3821
Total P&L (%) 262.4106 247.576 14.8346 873.9913 457.761 416.2304
Avg Daily Profit (%) 0.2096 0.1977 0.0118 0.182 0.1374 0.1312
Buy And Hold Return (%) 31.3196 31.3196 31.3196 31.3196 31.3196 31.3196
Max Trade Drawdown -181096 -48901 -206838 -374037 -374037 -294954
Profit Factor 1.434 2.2757 1.0361 1.6449 1.7367 1.5672
Total Trades 161 80 81 161 80 81
Winning Trades 140 69 71 126 63 63
Losing Trades 21 11 10 35 17 18
Profitability (%) 86.9565 86.25 87.6543 78.2609 78.75 77.7778
Ratio Avg Win / Avg Loss 0.2151 0.3628 0.1459 0.4569 0.4686 0.4478
Largest Winning Trade 23462 23462 16043 129051 103718 129051
Largest Losing Trade -136632 -48901 -136632 -374037 -374037 -176095
Avg Bars in Trades 29 33 25 29 33 25
Avg Bars in Winners 14 15 12 19 21 17
Avg Bars in Losers 131 146 114 65 77 53
Bars Traded 4750 2696 2054 4750 2696 2054
Profit Streak 44.0372 94.2872 44.0372 44.0372 94.2872 44.0372
Trades During Streak 12 7 6 12 7 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 526640 -4003 -530433 530316 -23054 -24071
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 1252,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1655100000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760252016422,
    "expiration_time": 1763472384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 141,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            262410.6146585737,
            247575.9902493006,
            14834.6244092727,
            873991.3386792826,
            457760.9566216185,
            416230.3820576639
        ],
        [
            262.410615,
            247.57599,
            14.834624,
            873.991339,
            457.760957,
            416.230382
        ],
        [
            0.209593,
            0.197744,
            0.011849,
            0.181973,
            0.137375,
            0.131187
        ],
        [
            31.319555,
            31.319555,
            31.319555,
            31.319555,
            31.319555,
            31.319555
        ],
        [
            -181096,
            -48901,
            -206838,
            -374037,
            -374037,
            -294954
        ],
        [
            1.434004,
            2.275736,
            1.036132,
            1.644889,
            1.736701,
            1.567155
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            140,
            69,
            71,
            126,
            63,
            63
        ],
        [
            21,
            11,
            10,
            35,
            17,
            18
        ],
        [
            86.956522,
            86.25,
            87.654321,
            78.26087,
            78.75,
            77.777778
        ],
        [
            0.215101,
            0.362799,
            0.145934,
            0.456914,
            0.468633,
            0.447759
        ],
        [
            23462,
            23462,
            16043,
            129051,
            103718,
            129051
        ],
        [
            -136632,
            -48901,
            -136632,
            -374037,
            -374037,
            -176095
        ],
        [
            29,
            33,
            25,
            29,
            33,
            25
        ],
        [
            14,
            15,
            12,
            19,
            21,
            17
        ],
        [
            131,
            146,
            114,
            65,
            77,
            53
        ],
        [
            4750,
            2696,
            2054,
            4750,
            2696,
            2054
        ],
        [
            44.037227,
            94.287227,
            44.037227,
            44.037227,
            94.287227,
            44.037227
        ],
        [
            12,
            7,
            6,
            12,
            7,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            526640,
            -4003,
            -530433,
            530316,
            -23054,
            -24071
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 1252,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1655100000000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760252016422,
    "expiration_time": 1763472384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 141,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)