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Trade: LDO/USDT/120/T3/MIDPRICE/1602

Strategy
LDO/USDT/120/T3/MIDPRICE/1602
Pair
LDO_USDT
Interval
2h
Score
555332
Daily Profit
0.461575
Profit Factor
1.680853
Profitability
49.519231
Streak
18.048550
Best Strategy
Training Data Length
1249.920000
Evaluation Time
2025-10-10 10:09
Expiration Time
2025-11-24 07:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 576931.939 462713.7468 114218.1922 1317896.1871 1018351.4474 299544.7397
Total P&L (%) 576.9319 462.7137 114.2182 1317.8962 1018.3514 299.5447
Avg Daily Profit (%) 0.4616 0.3702 0.0914 0.2124 0.1934 0.1109
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102985 -74293 -93332 -1149513 -823034 -538913
Profit Factor 1.6809 2.0195 1.2903 1.3064 1.4006 1.1703
Total Trades 208 104 104 208 104 104
Winning Trades 103 51 52 103 51 52
Losing Trades 105 53 52 105 53 52
Profitability (%) 49.5192 49.0385 50 49.5192 49.0385 50
Ratio Avg Win / Avg Loss 1.7135 2.0986 1.2903 1.3318 1.4556 1.1703
Largest Winning Trade 186191 186191 32266 542178 542178 260611
Largest Losing Trade -37160 -28507 -37160 -325519 -296777 -325519
Avg Bars in Trades 70 86 53 70 86 53
Avg Bars in Winners 86 102 70 86 102 70
Avg Bars in Losers 54 71 36 54 71 36
Bars Traded 14566 9016 5550 14566 9016 5550
Profit Streak 18.0486 18.0486 69.2152 18.0486 18.0486 69.2152
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 555332 461770 -69839 368457 309355 -77045
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14999,
    "evaluation_days": 1249.92,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653285600000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760080194741,
    "expiration_time": 1763963740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 48,
            "offset": 0,
            "a": 0.04302
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 167,
            "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": [
        [
            576931.9390171006,
            462713.7468343468,
            114218.1921827539,
            1317896.1870818755,
            1018351.4473752233,
            299544.7397066516
        ],
        [
            576.931939,
            462.713747,
            114.218192,
            1317.896187,
            1018.351447,
            299.54474
        ],
        [
            0.461575,
            0.370195,
            0.09138,
            0.21238,
            0.193354,
            0.110881
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102985,
            -74293,
            -93332,
            -1149513,
            -823034,
            -538913
        ],
        [
            1.680853,
            2.019454,
            1.290275,
            1.306439,
            1.400629,
            1.170313
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            49.519231,
            49.038462,
            50,
            49.519231,
            49.038462,
            50
        ],
        [
            1.71349,
            2.098648,
            1.290275,
            1.331807,
            1.455556,
            1.170313
        ],
        [
            186191,
            186191,
            32266,
            542178,
            542178,
            260611
        ],
        [
            -37160,
            -28507,
            -37160,
            -325519,
            -296777,
            -325519
        ],
        [
            70,
            86,
            53,
            70,
            86,
            53
        ],
        [
            86,
            102,
            70,
            86,
            102,
            70
        ],
        [
            54,
            71,
            36,
            54,
            71,
            36
        ],
        [
            14566,
            9016,
            5550,
            14566,
            9016,
            5550
        ],
        [
            18.04855,
            18.04855,
            69.215217,
            18.04855,
            18.04855,
            69.215217
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            555332,
            461770,
            -69839,
            368457,
            309355,
            -77045
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14999,
    "evaluation_days": 1249.92,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653285600000,
    "last_datapoint_time": 1760076000000,
    "evaluation_time": 1760080194741,
    "expiration_time": 1763963740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 48,
            "offset": 0,
            "a": 0.04302
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 167,
            "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)