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Trade: LDO/USDT/360/VWAP/MIDPOINT/8060

Strategy
LDO/USDT/360/VWAP/MIDPOINT/8060
Pair
LDO_USDT
Interval
6h
Score
551103
Daily Profit
0.283983
Profit Factor
1.965293
Profitability
80.180180
Streak
34.137182
Best Strategy
Training Data Length
1252.000000
Evaluation Time
2025-10-12 06:17
Expiration Time
2025-11-18 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 355546.2669 236257.6401 119288.6269 692970.0069 396580.5865 296389.4204
Total P&L (%) 355.5463 236.2576 119.2886 692.97 396.5806 296.3894
Avg Daily Profit (%) 0.284 0.1887 0.0953 0.1655 0.1281 0.1101
Buy And Hold Return (%) 23.7094 23.7094 23.7094 23.7094 23.7094 23.7094
Max Trade Drawdown -77425 -45070 -70478 -254843 -254843 -159061
Profit Factor 1.9653 2.6951 1.521 2.0222 2.2107 1.8459
Total Trades 111 55 56 111 55 56
Winning Trades 89 44 45 89 44 45
Losing Trades 22 11 11 22 11 11
Profitability (%) 80.1802 80 80.3571 80.1802 80 80.3571
Ratio Avg Win / Avg Loss 0.4858 0.6738 0.3718 0.4999 0.5527 0.4512
Largest Winning Trade 21582 21582 21069 78824 78824 75046
Largest Losing Trade -70478 -45070 -70478 -254843 -254843 -103108
Avg Bars in Trades 42 51 33 42 51 33
Avg Bars in Winners 18 20 15 18 20 15
Avg Bars in Losers 140 174 107 140 174 107
Bars Traded 4707 2817 1890 4707 2817 1890
Profit Streak 34.1372 34.1372 34.3872 34.1372 34.1372 34.3872
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 551103 -165284 -242001 533604 -195772 -220018
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 1252,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1657195200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760239052545,
    "expiration_time": 1763472384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 238,
            "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": [
        [
            355546.2669266561,
            236257.6400729741,
            119288.626853682,
            692970.0069006524,
            396580.5864591827,
            296389.4204414697
        ],
        [
            355.546267,
            236.25764,
            119.288627,
            692.970007,
            396.580586,
            296.38942
        ],
        [
            0.283983,
            0.188704,
            0.095278,
            0.165521,
            0.128083,
            0.110063
        ],
        [
            23.709428,
            23.709428,
            23.709428,
            23.709428,
            23.709428,
            23.709428
        ],
        [
            -77425,
            -45070,
            -70478,
            -254843,
            -254843,
            -159061
        ],
        [
            1.965293,
            2.695143,
            1.52101,
            2.022159,
            2.210701,
            1.845897
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            22,
            11,
            11,
            22,
            11,
            11
        ],
        [
            80.18018,
            80,
            80.357143,
            80.18018,
            80,
            80.357143
        ],
        [
            0.485803,
            0.673786,
            0.371802,
            0.499859,
            0.552675,
            0.451219
        ],
        [
            21582,
            21582,
            21069,
            78824,
            78824,
            75046
        ],
        [
            -70478,
            -45070,
            -70478,
            -254843,
            -254843,
            -103108
        ],
        [
            42,
            51,
            33,
            42,
            51,
            33
        ],
        [
            18,
            20,
            15,
            18,
            20,
            15
        ],
        [
            140,
            174,
            107,
            140,
            174,
            107
        ],
        [
            4707,
            2817,
            1890,
            4707,
            2817,
            1890
        ],
        [
            34.137182,
            34.137182,
            34.387182,
            34.137182,
            34.137182,
            34.387182
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            551103,
            -165284,
            -242001,
            533604,
            -195772,
            -220018
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 1252,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1657195200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760239052545,
    "expiration_time": 1763472384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 238,
            "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)