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Trade: LDO/USDT/120/VWMA/KCB/2424

Strategy
LDO/USDT/120/VWMA/KCB/2424
Pair
LDO_USDT
Interval
2h
Score
514103
Daily Profit
0.292795
Profit Factor
2.171025
Profitability
69.523810
Streak
28.209160
Best Strategy
Training Data Length
1234.250000
Evaluation Time
2025-09-27 04:01
Expiration Time
2025-11-08 02:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 61627.8727 203186.1112 -141558.2385 3591214.8814 1933919.058 1657295.8234
Total P&L (%) 61.6279 203.1861 -141.5582 3591.2149 1933.9191 1657.2958
Avg Daily Profit (%) 0.0499 0.1646 -0.1147 0.2928 0.2444 0.2325
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -373590 -47422 -353184 -771571 -928584 -524889
Profit Factor 1.09 2.2953 0.7318 2.171 2.3109 2.0413
Total Trades 105 52 53 105 52 53
Winning Trades 75 36 39 73 37 36
Losing Trades 30 16 14 32 15 17
Profitability (%) 71.4286 69.2308 73.5849 69.5238 71.1538 67.9245
Ratio Avg Win / Avg Loss 0.436 1.0201 0.2627 0.9517 0.9369 0.964
Largest Winning Trade 36318 36318 23322 755644 755644 429360
Largest Losing Trade -218721 -37143 -218721 -771571 -771571 -340030
Avg Bars in Trades 135 139 130 135 139 130
Avg Bars in Winners 85 90 80 103 107 99
Avg Bars in Losers 259 250 270 207 218 197
Bars Traded 14186 7263 6922 14186 7263 6922
Profit Streak 28.2092 85.9592 28.2092 28.2092 85.9592 28.2092
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -245614 -165621 -757235 514103 -165910 -167773
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14811,
    "evaluation_days": 1234.25,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653321600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758934871392,
    "expiration_time": 1762561411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 172,
            "offset": 98,
            "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": [
        [
            61627.8726597191,
            203186.1111937496,
            -141558.2385340305,
            3591214.8813923993,
            1933919.0579960218,
            1657295.8233963773
        ],
        [
            61.627873,
            203.186111,
            -141.558239,
            3591.214881,
            1933.919058,
            1657.295823
        ],
        [
            0.049931,
            0.164623,
            -0.114692,
            0.292795,
            0.244377,
            0.232505
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -373590,
            -47422,
            -353184,
            -771571,
            -928584,
            -524889
        ],
        [
            1.090023,
            2.295317,
            0.731755,
            2.171025,
            2.310933,
            2.041339
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            75,
            36,
            39,
            73,
            37,
            36
        ],
        [
            30,
            16,
            14,
            32,
            15,
            17
        ],
        [
            71.428571,
            69.230769,
            73.584906,
            69.52381,
            71.153846,
            67.924528
        ],
        [
            0.436009,
            1.020141,
            0.262681,
            0.951682,
            0.936865,
            0.963966
        ],
        [
            36318,
            36318,
            23322,
            755644,
            755644,
            429360
        ],
        [
            -218721,
            -37143,
            -218721,
            -771571,
            -771571,
            -340030
        ],
        [
            135,
            139,
            130,
            135,
            139,
            130
        ],
        [
            85,
            90,
            80,
            103,
            107,
            99
        ],
        [
            259,
            250,
            270,
            207,
            218,
            197
        ],
        [
            14186,
            7263,
            6922,
            14186,
            7263,
            6922
        ],
        [
            28.20916,
            85.95916,
            28.20916,
            28.20916,
            85.95916,
            28.20916
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -245614,
            -165621,
            -757235,
            514103,
            -165910,
            -167773
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14811,
    "evaluation_days": 1234.25,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653321600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758934871392,
    "expiration_time": 1762561411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 172,
            "offset": 98,
            "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)