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Trade: LDO/USDT/240/VWAP/KCB/4145

Strategy
LDO/USDT/240/VWAP/KCB/4145
Pair
LDO_USDT
Interval
4h
Score
482786
Daily Profit
0.151286
Profit Factor
1.599201
Profitability
79.661017
Streak
10.606052
Best Strategy
Training Data Length
1250.500000
Evaluation Time
2025-10-10 21:32
Expiration Time
2025-11-17 06:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 219555.3416 225087.0501 -5531.7085 562206.3922 331500.6998 230705.6924
Total P&L (%) 219.5553 225.0871 -5.5317 562.2064 331.5007 230.7057
Avg Daily Profit (%) 0.1756 0.18 -0.0044 0.1513 0.117 0.0957
Buy And Hold Return (%) 98.0674 98.0674 98.0674 98.0674 98.0674 98.0674
Max Trade Drawdown -193558 -49955 -211861 -261831 -182022 -232304
Profit Factor 1.3608 2.1791 0.9868 1.5992 1.88 1.4108
Total Trades 177 88 89 177 88 89
Winning Trades 155 75 80 141 69 72
Losing Trades 22 13 9 36 19 17
Profitability (%) 87.5706 85.2273 89.8876 79.661 78.4091 80.8989
Ratio Avg Win / Avg Loss 0.1931 0.3777 0.111 0.4083 0.5177 0.3331
Largest Winning Trade 19332 19332 16240 135163 47492 135163
Largest Losing Trade -143487 -49955 -143487 -182022 -182022 -174137
Avg Bars in Trades 40 45 34 40 45 34
Avg Bars in Winners 18 19 18 26 28 23
Avg Bars in Losers 190 196 182 95 108 81
Bars Traded 7125 4043 3082 7125 4043 3082
Profit Streak 10.6061 10.6061 42.1061 10.6061 10.6061 42.1061
Trades During Streak 5 2 8 5 2 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300622 336631 -574340 482786 -34062 -65097
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 1250.5,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1655366400000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760121162919,
    "expiration_time": 1763353296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 229,
            "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": [
        [
            219555.3415707255,
            225087.0500653678,
            -5531.7084946425,
            562206.3921985816,
            331500.6998024425,
            230705.6923961391
        ],
        [
            219.555342,
            225.08705,
            -5.531708,
            562.206392,
            331.5007,
            230.705692
        ],
        [
            0.175574,
            0.179998,
            -0.004424,
            0.151286,
            0.11699,
            0.095692
        ],
        [
            98.067376,
            98.067376,
            98.067376,
            98.067376,
            98.067376,
            98.067376
        ],
        [
            -193558,
            -49955,
            -211861,
            -261831,
            -182022,
            -232304
        ],
        [
            1.360818,
            2.179137,
            0.986754,
            1.599201,
            1.87999,
            1.410837
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            155,
            75,
            80,
            141,
            69,
            72
        ],
        [
            22,
            13,
            9,
            36,
            19,
            17
        ],
        [
            87.570621,
            85.227273,
            89.88764,
            79.661017,
            78.409091,
            80.898876
        ],
        [
            0.193148,
            0.377717,
            0.11101,
            0.408307,
            0.517679,
            0.333114
        ],
        [
            19332,
            19332,
            16240,
            135163,
            47492,
            135163
        ],
        [
            -143487,
            -49955,
            -143487,
            -182022,
            -182022,
            -174137
        ],
        [
            40,
            45,
            34,
            40,
            45,
            34
        ],
        [
            18,
            19,
            18,
            26,
            28,
            23
        ],
        [
            190,
            196,
            182,
            95,
            108,
            81
        ],
        [
            7125,
            4043,
            3082,
            7125,
            4043,
            3082
        ],
        [
            10.606052,
            10.606052,
            42.106052,
            10.606052,
            10.606052,
            42.106052
        ],
        [
            5,
            2,
            8,
            5,
            2,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300622,
            336631,
            -574340,
            482786,
            -34062,
            -65097
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 1250.5,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1655366400000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760121162919,
    "expiration_time": 1763353296000,
    "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": 229,
            "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)