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Trade: LDO/USDT/240/VWAP/RMA/9703

Strategy
LDO/USDT/240/VWAP/RMA/9703
Pair
LDO_USDT
Interval
4h
Score
547977
Daily Profit
0.203077
Profit Factor
1.802248
Profitability
80.874317
Streak
6.097310
Best Strategy
Training Data Length
1246.000000
Evaluation Time
2025-10-06 09:20
Expiration Time
2025-11-12 15:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 243973.7267 247781.6844 -3807.9577 1152560.2688 639061.5647 513498.7041
Total P&L (%) 243.9737 247.7817 -3.808 1152.5603 639.0616 513.4987
Avg Daily Profit (%) 0.1958 0.1989 -0.0031 0.2031 0.1607 0.1457
Buy And Hold Return (%) 11.1385 11.1385 11.1385 11.1385 11.1385 11.1385
Max Trade Drawdown -196972 -49955 -217412 -344583 -319478 -365576
Profit Factor 1.4001 2.2848 0.9909 1.8022 2.0351 1.6268
Total Trades 183 91 92 183 91 92
Winning Trades 162 78 84 148 72 76
Losing Trades 21 13 8 35 19 16
Profitability (%) 88.5246 85.7143 91.3043 80.8743 79.1209 82.6087
Ratio Avg Win / Avg Loss 0.1815 0.3808 0.0944 0.4262 0.537 0.3425
Largest Winning Trade 20396 20396 17804 163605 95320 163605
Largest Losing Trade -143487 -49955 -143487 -319478 -319478 -200996
Avg Bars in Trades 38 44 33 38 44 33
Avg Bars in Winners 18 19 17 25 28 22
Avg Bars in Losers 194 192 198 95 105 84
Bars Traded 7116 4040 3075 7116 4040 3075
Profit Streak 6.0973 6.0973 37.264 6.0973 6.0973 37.264
Trades During Streak 3 1 8 3 1 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 509497 514457 -574193 547977 476253 284737
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7476,
    "evaluation_days": 1246,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1653811200000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759731607564,
    "expiration_time": 1762952832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 121,
            "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": [
        [
            243973.7267155553,
            247781.6843943104,
            -3807.9576787553,
            1152560.2688338251,
            639061.5647146746,
            513498.7041191505
        ],
        [
            243.973727,
            247.781684,
            -3.807958,
            1152.560269,
            639.061565,
            513.498704
        ],
        [
            0.195806,
            0.198862,
            -0.003056,
            0.203077,
            0.16066,
            0.145693
        ],
        [
            11.13852,
            11.13852,
            11.13852,
            11.13852,
            11.13852,
            11.13852
        ],
        [
            -196972,
            -49955,
            -217412,
            -344583,
            -319478,
            -365576
        ],
        [
            1.400147,
            2.284779,
            0.990865,
            1.802248,
            2.035088,
            1.626779
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            162,
            78,
            84,
            148,
            72,
            76
        ],
        [
            21,
            13,
            8,
            35,
            19,
            16
        ],
        [
            88.52459,
            85.714286,
            91.304348,
            80.874317,
            79.120879,
            82.608696
        ],
        [
            0.181501,
            0.380797,
            0.094368,
            0.426207,
            0.537037,
            0.34248
        ],
        [
            20396,
            20396,
            17804,
            163605,
            95320,
            163605
        ],
        [
            -143487,
            -49955,
            -143487,
            -319478,
            -319478,
            -200996
        ],
        [
            38,
            44,
            33,
            38,
            44,
            33
        ],
        [
            18,
            19,
            17,
            25,
            28,
            22
        ],
        [
            194,
            192,
            198,
            95,
            105,
            84
        ],
        [
            7116,
            4040,
            3075,
            7116,
            4040,
            3075
        ],
        [
            6.09731,
            6.09731,
            37.263976,
            6.09731,
            6.09731,
            37.263976
        ],
        [
            3,
            1,
            8,
            3,
            1,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            509497,
            514457,
            -574193,
            547977,
            476253,
            284737
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7476,
    "evaluation_days": 1246,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1653811200000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759731607564,
    "expiration_time": 1762952832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 121,
            "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)