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Trade: LDO/USDT/120/SSF/DCM/4362

Strategy
LDO/USDT/120/SSF/DCM/4362
Pair
LDO_USDT
Interval
2h
Score
412042
Daily Profit
0.245455
Profit Factor
1.496436
Profitability
64.285714
Streak
55.671941
Best Strategy
Training Data Length
1244.080000
Evaluation Time
2025-10-04 15:07
Expiration Time
2025-11-18 06:53

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305365.5345 260605.6851 44759.8494 202173.1486 219300.7334 -17127.5848
Total P&L (%) 305.3655 260.6057 44.7598 202.1731 219.3007 -17.1276
Avg Daily Profit (%) 0.2455 0.2095 0.036 0.0889 0.0934 -0.0151
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124697 -50612 -126335 -106780 -94812 -145705
Profit Factor 1.4964 2.1902 1.113 1.3252 2.0146 0.9578
Total Trades 140 70 70 140 70 70
Winning Trades 90 47 43 90 47 43
Losing Trades 50 23 27 50 23 27
Profitability (%) 64.2857 67.1429 61.4286 64.2857 67.1429 61.4286
Ratio Avg Win / Avg Loss 0.8314 1.0718 0.6989 0.7362 0.9859 0.6014
Largest Winning Trade 43672 35975 43672 43476 43476 40041
Largest Losing Trade -66582 -36031 -66582 -74516 -69320 -74516
Avg Bars in Trades 101 121 81 101 121 81
Avg Bars in Winners 81 94 67 81 94 67
Avg Bars in Losers 136 175 104 136 175 104
Bars Traded 14199 8482 5717 14199 8482 5717
Profit Streak 55.6719 92.5053 55.6719 55.6719 92.5053 55.6719
Trades During Streak 7 6 3 7 6 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412042 -79714 -335842 -71847 -157744 -672074
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14929,
    "evaluation_days": 1244.08,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653825600000,
    "last_datapoint_time": 1759572000000,
    "evaluation_time": 1759579655754,
    "expiration_time": 1763441596800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 72,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 242,
            "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": [
        [
            305365.5345005778,
            260605.6851149588,
            44759.849385619,
            202173.1486138724,
            219300.7334007679,
            -17127.5847868955
        ],
        [
            305.365535,
            260.605685,
            44.759849,
            202.173149,
            219.300733,
            -17.127585
        ],
        [
            0.245455,
            0.209477,
            0.035978,
            0.088927,
            0.093363,
            -0.0151
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124697,
            -50612,
            -126335,
            -106780,
            -94812,
            -145705
        ],
        [
            1.496436,
            2.190235,
            1.112984,
            1.325214,
            2.01462,
            0.957764
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            90,
            47,
            43,
            90,
            47,
            43
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            64.285714,
            67.142857,
            61.428571,
            64.285714,
            67.142857,
            61.428571
        ],
        [
            0.831354,
            1.071817,
            0.69885,
            0.73623,
            0.985878,
            0.601387
        ],
        [
            43672,
            35975,
            43672,
            43476,
            43476,
            40041
        ],
        [
            -66582,
            -36031,
            -66582,
            -74516,
            -69320,
            -74516
        ],
        [
            101,
            121,
            81,
            101,
            121,
            81
        ],
        [
            81,
            94,
            67,
            81,
            94,
            67
        ],
        [
            136,
            175,
            104,
            136,
            175,
            104
        ],
        [
            14199,
            8482,
            5717,
            14199,
            8482,
            5717
        ],
        [
            55.671941,
            92.505275,
            55.671941,
            55.671942,
            92.505275,
            55.671942
        ],
        [
            7,
            6,
            3,
            7,
            6,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412042,
            -79714,
            -335842,
            -71847,
            -157744,
            -672074
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14929,
    "evaluation_days": 1244.08,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653825600000,
    "last_datapoint_time": 1759572000000,
    "evaluation_time": 1759579655754,
    "expiration_time": 1763441596800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 72,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 242,
            "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)