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Trade: LDO/USDT/5/VWAP/HILO/2732

Strategy
LDO/USDT/5/VWAP/HILO/2732
Pair
LDO_USDT
Interval
5m
Score
544703
Daily Profit
1.649202
Profit Factor
1.300730
Profitability
45.297030
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 10:09
Expiration Time
2025-12-25 09:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 143167.2394 144470.7339 -1303.4945 40918.4849 78851.4088 -37932.9239
Total P&L (%) 143.1672 144.4707 -1.3035 40.9185 78.8514 -37.9329
Avg Daily Profit (%) 1.6492 1.6642 -0.015 0.3959 0.672 -0.5479
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105911 -51187 -71625 -68933 -26406 -50485
Profit Factor 1.3007 1.6516 0.9949 1.1534 1.6754 0.747
Total Trades 808 404 404 808 404 404
Winning Trades 366 169 197 366 169 197
Losing Trades 442 235 207 442 235 207
Profitability (%) 45.297 41.8317 48.7624 45.297 41.8317 48.7624
Ratio Avg Win / Avg Loss 1.5708 2.2967 1.0454 1.393 2.3297 0.7849
Largest Winning Trade 180098 180098 75549 98908 98908 23635
Largest Losing Trade -13036 -5438 -13036 -12374 -3807 -12374
Avg Bars in Trades 30 26 35 30 26 35
Avg Bars in Winners 36 31 39 36 31 39
Avg Bars in Losers 26 22 30 26 22 30
Bars Traded 24948 10738 14209 24948 10738 14209
Profit Streak 0 0.1419 0 0 0.1419 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 544703 343475 -579983 -44138 288724 -581649
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752666600000,
    "first_datapoint_time": 1752673500000,
    "last_datapoint_time": 1760166300000,
    "evaluation_time": 1760166556464,
    "expiration_time": 1766646300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            143167.2394201497,
            144470.7338862065,
            -1303.4944660567,
            40918.4849019667,
            78851.4087790744,
            -37932.9238771077
        ],
        [
            143.167239,
            144.470734,
            -1.303494,
            40.918485,
            78.851409,
            -37.932924
        ],
        [
            1.649202,
            1.664218,
            -0.015015,
            0.395911,
            0.671969,
            -0.547917
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105911,
            -51187,
            -71625,
            -68933,
            -26406,
            -50485
        ],
        [
            1.30073,
            1.651644,
            0.994875,
            1.153445,
            1.675389,
            0.746971
        ],
        [
            808,
            404,
            404,
            808,
            404,
            404
        ],
        [
            366,
            169,
            197,
            366,
            169,
            197
        ],
        [
            442,
            235,
            207,
            442,
            235,
            207
        ],
        [
            45.29703,
            41.831683,
            48.762376,
            45.29703,
            41.831683,
            48.762376
        ],
        [
            1.570827,
            2.296665,
            1.045377,
            1.392959,
            2.329683,
            0.784888
        ],
        [
            180098,
            180098,
            75549,
            98908,
            98908,
            23635
        ],
        [
            -13036,
            -5438,
            -13036,
            -12374,
            -3807,
            -12374
        ],
        [
            30,
            26,
            35,
            30,
            26,
            35
        ],
        [
            36,
            31,
            39,
            36,
            31,
            39
        ],
        [
            26,
            22,
            30,
            26,
            22,
            30
        ],
        [
            24948,
            10738,
            14209,
            24948,
            10738,
            14209
        ],
        [
            0,
            0.141857,
            0,
            0,
            0.141857,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            544703,
            343475,
            -579983,
            -44138,
            288724,
            -581649
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752666600000,
    "first_datapoint_time": 1752673500000,
    "last_datapoint_time": 1760166300000,
    "evaluation_time": 1760166556464,
    "expiration_time": 1766646300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)