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Trade: LDO/USDT/360/VWAP/RMA/8735

Strategy
LDO/USDT/360/VWAP/RMA/8735
Pair
LDO_USDT
Interval
6h
Score
498198
Daily Profit
0.198485
Profit Factor
1.466525
Profitability
84.892086
Streak
38.835944
Best Strategy
Training Data Length
1249.750000
Evaluation Time
2025-10-09 23:03
Expiration Time
2025-11-16 07:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 248057.0518 229054.9431 19002.1087 256853.7758 187200.1924 69653.5835
Total P&L (%) 248.0571 229.0549 19.0021 256.8538 187.2002 69.6536
Avg Daily Profit (%) 0.1985 0.1833 0.0152 0.1018 0.0845 0.0423
Buy And Hold Return (%) 13.0487 13.0487 13.0487 13.0487 13.0487 13.0487
Max Trade Drawdown -191572 -41773 -201984 -255540 -100255 -232964
Profit Factor 1.4665 2.4686 1.0506 1.4531 2.0148 1.1822
Total Trades 139 69 70 139 69 70
Winning Trades 118 60 58 112 57 55
Losing Trades 21 9 12 27 12 15
Profitability (%) 84.8921 86.9565 82.8571 80.5755 82.6087 78.5714
Ratio Avg Win / Avg Loss 0.261 0.3703 0.2174 0.3503 0.4242 0.3224
Largest Winning Trade 21180 16678 21180 106919 32522 106919
Largest Losing Trade -141850 -41773 -141850 -186971 -100255 -186971
Avg Bars in Trades 34 38 29 34 38 29
Avg Bars in Winners 15 18 12 21 25 17
Avg Bars in Losers 137 172 111 87 101 76
Bars Traded 4755 2668 2087 4755 2668 2087
Profit Streak 38.8359 140.8359 38.8359 38.8359 140.8359 38.8359
Trades During Streak 16 13 8 16 13 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 498198 -86058 -451040 -51283 -175037 -247890
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4999,
    "evaluation_days": 1249.75,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1654279200000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760040225607,
    "expiration_time": 1763272152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 103,
            "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": [
        [
            248057.0518025203,
            229054.9431428075,
            19002.1086597127,
            256853.775843068,
            187200.1923809124,
            69653.5834621555
        ],
        [
            248.057052,
            229.054943,
            19.002109,
            256.853776,
            187.200192,
            69.653583
        ],
        [
            0.198485,
            0.183281,
            0.015205,
            0.101845,
            0.084453,
            0.042304
        ],
        [
            13.048659,
            13.048659,
            13.048659,
            13.048659,
            13.048659,
            13.048659
        ],
        [
            -191572,
            -41773,
            -201984,
            -255540,
            -100255,
            -232964
        ],
        [
            1.466525,
            2.468594,
            1.050572,
            1.453146,
            2.014837,
            1.182168
        ],
        [
            139,
            69,
            70,
            139,
            69,
            70
        ],
        [
            118,
            60,
            58,
            112,
            57,
            55
        ],
        [
            21,
            9,
            12,
            27,
            12,
            15
        ],
        [
            84.892086,
            86.956522,
            82.857143,
            80.57554,
            82.608696,
            78.571429
        ],
        [
            0.260992,
            0.370289,
            0.21736,
            0.350312,
            0.424176,
            0.322409
        ],
        [
            21180,
            16678,
            21180,
            106919,
            32522,
            106919
        ],
        [
            -141850,
            -41773,
            -141850,
            -186971,
            -100255,
            -186971
        ],
        [
            34,
            38,
            29,
            34,
            38,
            29
        ],
        [
            15,
            18,
            12,
            21,
            25,
            17
        ],
        [
            137,
            172,
            111,
            87,
            101,
            76
        ],
        [
            4755,
            2668,
            2087,
            4755,
            2668,
            2087
        ],
        [
            38.835944,
            140.835944,
            38.835944,
            38.835945,
            140.835945,
            38.835945
        ],
        [
            16,
            13,
            8,
            16,
            13,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            498198,
            -86058,
            -451040,
            -51283,
            -175037,
            -247890
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4999,
    "evaluation_days": 1249.75,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1654279200000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760040225607,
    "expiration_time": 1763272152000,
    "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": 103,
            "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)