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Trade: LDO/USDT/5/VWAP/HILO/6483

Strategy
LDO/USDT/5/VWAP/HILO/6483
Pair
LDO_USDT
Interval
5m
Score
564563
Daily Profit
1.844431
Profit Factor
1.345113
Profitability
45.555556
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 17:22
Expiration Time
2025-12-27 16:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 160115.0122 149542.7602 10572.252 68097.2136 108169.1264 -40071.9128
Total P&L (%) 160.115 149.5428 10.5723 68.0972 108.1691 -40.0719
Avg Daily Profit (%) 1.8444 1.7226 0.1218 0.6001 0.8482 -0.5881
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84885 -51187 -51918 -61420 -34396 -42324
Profit Factor 1.3451 1.6775 1.0435 1.1981 1.7009 0.7885
Total Trades 810 405 405 810 405 405
Winning Trades 369 170 199 369 170 199
Losing Trades 441 235 206 441 235 206
Profitability (%) 45.5556 41.9753 49.1358 45.5556 41.9753 49.1358
Ratio Avg Win / Avg Loss 1.6076 2.3189 1.0802 1.4319 2.3513 0.8162
Largest Winning Trade 180098 180098 75549 128836 128836 30786
Largest Losing Trade -10560 -5438 -10560 -13329 -4959 -13329
Avg Bars in Trades 30 26 34 30 26 34
Avg Bars in Winners 35 31 39 35 31 39
Avg Bars in Losers 26 23 30 26 23 30
Bars Traded 24948 10859 14089 24948 10859 14089
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 564563 485997 -351834 318758 470297 -581499
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752865200000,
    "first_datapoint_time": 1752871500000,
    "last_datapoint_time": 1760364900000,
    "evaluation_time": 1760365360249,
    "expiration_time": 1766844900000,
    "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": [
        [
            160115.0121890721,
            149542.760226906,
            10572.2519621659,
            68097.2135803835,
            108169.126415432,
            -40071.9128350486
        ],
        [
            160.115012,
            149.54276,
            10.572252,
            68.097214,
            108.169126,
            -40.071913
        ],
        [
            1.844431,
            1.722644,
            0.121786,
            0.60008,
            0.848158,
            -0.588086
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84885,
            -51187,
            -51918,
            -61420,
            -34396,
            -42324
        ],
        [
            1.345113,
            1.677504,
            1.043467,
            1.198102,
            1.70093,
            0.788457
        ],
        [
            810,
            405,
            405,
            810,
            405,
            405
        ],
        [
            369,
            170,
            199,
            369,
            170,
            199
        ],
        [
            441,
            235,
            206,
            441,
            235,
            206
        ],
        [
            45.555556,
            41.975309,
            49.135802,
            45.555556,
            41.975309,
            49.135802
        ],
        [
            1.607574,
            2.318902,
            1.080172,
            1.431877,
            2.351286,
            0.816192
        ],
        [
            180098,
            180098,
            75549,
            128836,
            128836,
            30786
        ],
        [
            -10560,
            -5438,
            -10560,
            -13329,
            -4959,
            -13329
        ],
        [
            30,
            26,
            34,
            30,
            26,
            34
        ],
        [
            35,
            31,
            39,
            35,
            31,
            39
        ],
        [
            26,
            23,
            30,
            26,
            23,
            30
        ],
        [
            24948,
            10859,
            14089,
            24948,
            10859,
            14089
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            564563,
            485997,
            -351834,
            318758,
            470297,
            -581499
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752865200000,
    "first_datapoint_time": 1752871500000,
    "last_datapoint_time": 1760364900000,
    "evaluation_time": 1760365360249,
    "expiration_time": 1766844900000,
    "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)