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Trade: LDO/USDT/120/ZLMA/MIDPRICE/9622

Strategy
LDO/USDT/120/ZLMA/MIDPRICE/9622
Pair
LDO_USDT
Interval
2h
Score
472316
Daily Profit
0.285643
Profit Factor
2.031398
Profitability
65.656566
Streak
0.000000
Best Strategy
Training Data Length
1240.920000
Evaluation Time
2025-10-01 10:33
Expiration Time
2025-11-15 00:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 448571.1707 354460.4006 94110.77 233885.0697 207072.9594 26812.1102
Total P&L (%) 448.5712 354.4604 94.1108 233.8851 207.073 26.8121
Avg Daily Profit (%) 0.3615 0.2856 0.0758 0.0972 0.0905 0.0191
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103592 -68822 -96985 -129837 -145458 -161028
Profit Factor 1.576 2.0314 1.2163 1.2666 1.5511 1.0535
Total Trades 199 99 100 199 99 100
Winning Trades 135 65 70 135 65 70
Losing Trades 64 34 30 64 34 30
Profitability (%) 67.8392 65.6566 70 67.8392 65.6566 70
Ratio Avg Win / Avg Loss 0.7471 1.0626 0.5213 0.6005 0.8114 0.4515
Largest Winning Trade 66885 66885 24486 46030 40287 46030
Largest Losing Trade -85908 -38237 -85908 -113362 -102065 -113362
Avg Bars in Trades 71 78 64 71 78 64
Avg Bars in Winners 55 56 54 55 56 54
Avg Bars in Losers 105 119 89 105 119 89
Bars Traded 14196 7731 6466 14196 7731 6466
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448532 472316 -91198 -61634 -70235 -331484
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14891,
    "evaluation_days": 1240.92,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653069600000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759303985766,
    "expiration_time": 1763158147200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 137,
            "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": [
        [
            448571.1706593089,
            354460.4006481675,
            94110.7700111412,
            233885.0696660025,
            207072.9594481991,
            26812.1102178033
        ],
        [
            448.571171,
            354.460401,
            94.11077,
            233.88507,
            207.072959,
            26.81211
        ],
        [
            0.361483,
            0.285643,
            0.07584,
            0.097203,
            0.090451,
            0.019144
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103592,
            -68822,
            -96985,
            -129837,
            -145458,
            -161028
        ],
        [
            1.575959,
            2.031398,
            1.216269,
            1.266601,
            1.551145,
            1.053456
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            135,
            65,
            70,
            135,
            65,
            70
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            67.839196,
            65.656566,
            70,
            67.839196,
            65.656566,
            70
        ],
        [
            0.747121,
            1.062577,
            0.521258,
            0.600463,
            0.811368,
            0.451481
        ],
        [
            66885,
            66885,
            24486,
            46030,
            40287,
            46030
        ],
        [
            -85908,
            -38237,
            -85908,
            -113362,
            -102065,
            -113362
        ],
        [
            71,
            78,
            64,
            71,
            78,
            64
        ],
        [
            55,
            56,
            54,
            55,
            56,
            54
        ],
        [
            105,
            119,
            89,
            105,
            119,
            89
        ],
        [
            14196,
            7731,
            6466,
            14196,
            7731,
            6466
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448532,
            472316,
            -91198,
            -61634,
            -70235,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14891,
    "evaluation_days": 1240.92,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653069600000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759303985766,
    "expiration_time": 1763158147200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 137,
            "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)