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Trade: LDO/USDT/360/PSAR/VWAP/9292

Strategy
LDO/USDT/360/PSAR/VWAP/9292
Pair
LDO_USDT
Interval
6h
Score
414280
Daily Profit
0.233521
Profit Factor
1.274083
Profitability
53.932584
Streak
14.806340
Best Strategy
Training Data Length
1234.500000
Evaluation Time
2025-09-27 04:21
Expiration Time
2025-10-31 14:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 288281.369 285520.9403 2760.4287 -95883.7936 -28079.3605 -67804.4332
Total P&L (%) 288.2814 285.5209 2.7604 -95.8838 -28.0794 -67.8044
Avg Daily Profit (%) 0.2335 0.2313 0.0022 -0.2581 -0.0267 -0.0918
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -199558 -50306 -222953 -347187 -50605 -318908
Profit Factor 1.2741 1.7111 1.0042 0.8187 0.8142 0.8205
Total Trades 267 133 134 267 133 134
Winning Trades 144 74 70 144 75 69
Losing Trades 123 59 64 123 58 65
Profitability (%) 53.9326 55.6391 52.2388 53.9326 56.391 51.4925
Ratio Avg Win / Avg Loss 1.0883 1.3643 0.9182 0.6993 0.6297 0.7729
Largest Winning Trade 62808 62808 36407 211775 52332 211775
Largest Losing Trade -177779 -48251 -177779 -241163 -48444 -241163
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 16 16 17 17 16 19
Avg Bars in Losers 19 20 19 18 20 17
Bars Traded 4876 2441 2435 4876 2441 2435
Profit Streak 14.8063 14.8063 16.0563 14.8063 14.8063 16.0563
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414280 410963 -571688 -577103 -579284 -579435
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4938,
    "evaluation_days": 1234.5,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1653048000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758936067770,
    "expiration_time": 1761915024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 45
        }
    }
}
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": [
        [
            288281.3690338174,
            285520.9403266546,
            2760.4287071627,
            -95883.7936195403,
            -28079.3604594126,
            -67804.4331601277
        ],
        [
            288.281369,
            285.52094,
            2.760429,
            -95.883794,
            -28.07936,
            -67.804433
        ],
        [
            0.233521,
            0.231285,
            0.002236,
            -0.25809,
            -0.026696,
            -0.091764
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -199558,
            -50306,
            -222953,
            -347187,
            -50605,
            -318908
        ],
        [
            1.274083,
            1.711106,
            1.004245,
            0.818695,
            0.814244,
            0.820476
        ],
        [
            267,
            133,
            134,
            267,
            133,
            134
        ],
        [
            144,
            74,
            70,
            144,
            75,
            69
        ],
        [
            123,
            59,
            64,
            123,
            58,
            65
        ],
        [
            53.932584,
            55.639098,
            52.238806,
            53.932584,
            56.390977,
            51.492537
        ],
        [
            1.088279,
            1.36426,
            0.918167,
            0.699302,
            0.629682,
            0.772912
        ],
        [
            62808,
            62808,
            36407,
            211775,
            52332,
            211775
        ],
        [
            -177779,
            -48251,
            -177779,
            -241163,
            -48444,
            -241163
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            16,
            16,
            17,
            17,
            16,
            19
        ],
        [
            19,
            20,
            19,
            18,
            20,
            17
        ],
        [
            4876,
            2441,
            2435,
            4876,
            2441,
            2435
        ],
        [
            14.80634,
            14.80634,
            16.05634,
            14.80634,
            14.80634,
            16.05634
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414280,
            410963,
            -571688,
            -577103,
            -579284,
            -579435
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4938,
    "evaluation_days": 1234.5,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1653048000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758936067770,
    "expiration_time": 1761915024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 45
        }
    }
}

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)