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Trade: LDO/USDT/480/VWAP/DCM/8399

Strategy
LDO/USDT/480/VWAP/DCM/8399
Pair
LDO_USDT
Interval
8h
Score
517113
Daily Profit
0.169460
Profit Factor
1.867802
Profitability
78.899083
Streak
23.580140
Best Strategy
Training Data Length
1248.670000
Evaluation Time
2025-10-09 00:55
Expiration Time
2025-11-15 05:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 316783.817 205302.9303 111480.8867 728296.2233 433105.5863 295190.637
Total P&L (%) 316.7838 205.3029 111.4809 728.2962 433.1056 295.1906
Avg Daily Profit (%) 0.2537 0.1644 0.0893 0.1695 0.1341 0.1101
Buy And Hold Return (%) 70.4986 70.4986 70.4986 70.4986 70.4986 70.4986
Max Trade Drawdown -75538 -40270 -65798 -199796 -199796 -123232
Profit Factor 1.9209 2.5031 1.5375 1.8678 2.1291 1.6478
Total Trades 109 54 55 109 54 55
Winning Trades 86 41 45 86 41 45
Losing Trades 23 13 10 23 13 10
Profitability (%) 78.8991 75.9259 81.8182 78.8991 75.9259 81.8182
Ratio Avg Win / Avg Loss 0.5137 0.7937 0.3417 0.4995 0.6751 0.3662
Largest Winning Trade 21696 18553 21696 103836 103836 81864
Largest Losing Trade -48867 -40270 -48867 -199796 -199796 -106921
Avg Bars in Trades 32 40 24 32 40 24
Avg Bars in Winners 12 15 10 12 15 10
Avg Bars in Losers 105 119 88 105 119 88
Bars Traded 3528 2182 1347 3528 2182 1347
Profit Streak 23.5801 152.9135 23.5801 23.5801 152.9135 23.5801
Trades During Streak 4 7 2 4 7 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467511 -169101 -258256 517113 -188506 -222378
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3746,
    "evaluation_days": 1248.67,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1657670400000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759960524124,
    "expiration_time": 1763175744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 195,
            "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": [
        [
            316783.8170007314,
            205302.9302815867,
            111480.8867191448,
            728296.2232893379,
            433105.5862943775,
            295190.6369949606
        ],
        [
            316.783817,
            205.30293,
            111.480887,
            728.296223,
            433.105586,
            295.190637
        ],
        [
            0.253697,
            0.164417,
            0.08928,
            0.16946,
            0.134116,
            0.110114
        ],
        [
            70.498575,
            70.498575,
            70.498575,
            70.498575,
            70.498575,
            70.498575
        ],
        [
            -75538,
            -40270,
            -65798,
            -199796,
            -199796,
            -123232
        ],
        [
            1.920884,
            2.503106,
            1.53748,
            1.867802,
            2.129071,
            1.647848
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            86,
            41,
            45,
            86,
            41,
            45
        ],
        [
            23,
            13,
            10,
            23,
            13,
            10
        ],
        [
            78.899083,
            75.925926,
            81.818182,
            78.899083,
            75.925926,
            81.818182
        ],
        [
            0.513725,
            0.793668,
            0.341662,
            0.499528,
            0.675071,
            0.366188
        ],
        [
            21696,
            18553,
            21696,
            103836,
            103836,
            81864
        ],
        [
            -48867,
            -40270,
            -48867,
            -199796,
            -199796,
            -106921
        ],
        [
            32,
            40,
            24,
            32,
            40,
            24
        ],
        [
            12,
            15,
            10,
            12,
            15,
            10
        ],
        [
            105,
            119,
            88,
            105,
            119,
            88
        ],
        [
            3528,
            2182,
            1347,
            3528,
            2182,
            1347
        ],
        [
            23.58014,
            152.913474,
            23.58014,
            23.58014,
            152.913474,
            23.58014
        ],
        [
            4,
            7,
            2,
            4,
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            2
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467511,
            -169101,
            -258256,
            517113,
            -188506,
            -222378
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3746,
    "evaluation_days": 1248.67,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1657670400000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759960524124,
    "expiration_time": 1763175744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 195,
            "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)