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Trade: LDO/USDT/120/BBL/SSF/4832

Strategy
LDO/USDT/120/BBL/SSF/4832
Pair
LDO_USDT
Interval
2h
Score
441431
Daily Profit
0.291893
Profit Factor
1.724254
Profitability
60.465116
Streak
0.000000
Best Strategy
Training Data Length
1246.170000
Evaluation Time
2025-10-06 16:40
Expiration Time
2025-11-20 10:41

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 363748.6051 262582.2891 101166.316 439327.8673 108593.9326 330733.9346
Total P&L (%) 363.7486 262.5823 101.1663 439.3279 108.5939 330.7339
Avg Daily Profit (%) 0.2919 0.2107 0.0812 0.1353 0.059 0.1173
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80536 -72685 -33337 -295635 -390252 -69111
Profit Factor 1.7243 1.684 1.8547 1.2879 1.0905 2.0138
Total Trades 129 64 65 129 64 65
Winning Trades 78 35 43 78 35 43
Losing Trades 51 29 22 51 29 22
Profitability (%) 60.4651 54.6875 66.1538 60.4651 54.6875 66.1538
Ratio Avg Win / Avg Loss 1.1274 1.3953 0.9489 0.8421 0.9036 1.0303
Largest Winning Trade 126518 126518 13889 148970 148970 45414
Largest Losing Trade -58161 -58161 -15336 -217998 -217998 -39634
Avg Bars in Trades 115 216 15 115 216 15
Avg Bars in Winners 84 168 16 84 168 16
Avg Bars in Losers 162 275 13 162 275 13
Bars Traded 14885 13871 1014 14885 13871 1014
Profit Streak 0 2.07 0 0 2.07 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 441431 -130791 -213130 -12340 -377322 -163061
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14954,
    "evaluation_days": 1246.17,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1652328000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759758045070,
    "expiration_time": 1763628076800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 208,
            "offset": 0,
            "std": 4.1288
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 215,
            "offset": 0,
            "poles": 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": [
        [
            363748.6051018417,
            262582.2891104129,
            101166.3159914286,
            439327.8672847224,
            108593.9326389183,
            330733.9346458042
        ],
        [
            363.748605,
            262.582289,
            101.166316,
            439.327867,
            108.593933,
            330.733935
        ],
        [
            0.291893,
            0.210711,
            0.081182,
            0.135318,
            0.059016,
            0.117253
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80536,
            -72685,
            -33337,
            -295635,
            -390252,
            -69111
        ],
        [
            1.724254,
            1.684035,
            1.854688,
            1.287919,
            1.090521,
            2.013838
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            78,
            35,
            43,
            78,
            35,
            43
        ],
        [
            51,
            29,
            22,
            51,
            29,
            22
        ],
        [
            60.465116,
            54.6875,
            66.153846,
            60.465116,
            54.6875,
            66.153846
        ],
        [
            1.127397,
            1.395343,
            0.94891,
            0.842101,
            0.903574,
            1.030336
        ],
        [
            126518,
            126518,
            13889,
            148970,
            148970,
            45414
        ],
        [
            -58161,
            -58161,
            -15336,
            -217998,
            -217998,
            -39634
        ],
        [
            115,
            216,
            15,
            115,
            216,
            15
        ],
        [
            84,
            168,
            16,
            84,
            168,
            16
        ],
        [
            162,
            275,
            13,
            162,
            275,
            13
        ],
        [
            14885,
            13871,
            1014,
            14885,
            13871,
            1014
        ],
        [
            0,
            2.069966,
            0,
            0,
            2.069966,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441431,
            -130791,
            -213130,
            -12340,
            -377322,
            -163061
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14954,
    "evaluation_days": 1246.17,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1652328000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759758045070,
    "expiration_time": 1763628076800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 208,
            "offset": 0,
            "std": 4.1288
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 215,
            "offset": 0,
            "poles": 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)