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Trade: LDO/USDT/30/SSF/RMA/8161

Strategy
LDO/USDT/30/SSF/RMA/8161
Pair
LDO_USDT
Interval
30m
Score
416754
Daily Profit
0.366157
Profit Factor
1.497468
Profitability
69.026549
Streak
5.170661
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-26 20:05
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 190705.3433 106057.2798 84648.0635 155666.5286 52608.6696 103057.859
Total P&L (%) 190.7053 106.0573 84.6481 155.6665 52.6087 103.0579
Avg Daily Profit (%) 0.3662 0.2036 0.1625 0.1804 0.0812 0.1361
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96650 -78366 -52335 -243241 -217099 -137097
Profit Factor 1.4975 1.4879 1.51 1.1973 1.1149 1.311
Total Trades 113 56 57 113 56 57
Winning Trades 78 38 40 78 38 40
Losing Trades 35 18 17 35 18 17
Profitability (%) 69.0265 67.8571 70.1754 69.0265 67.8571 70.1754
Ratio Avg Win / Avg Loss 0.6719 0.7048 0.6417 0.5372 0.5281 0.5572
Largest Winning Trade 30372 30372 18104 36136 36136 36129
Largest Losing Trade -45314 -44844 -45314 -132955 -132955 -106088
Avg Bars in Trades 217 244 190 217 244 190
Avg Bars in Winners 138 132 143 138 132 143
Avg Bars in Losers 394 481 301 394 481 301
Bars Traded 24561 13710 10851 24561 13710 10851
Profit Streak 5.1707 0 16.0665 5.1707 0 16.0665
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416754 -171091 -169524 186520 -359767 -189392

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714026600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758906345124,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 122,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "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": [
        [
            190705.3433185507,
            106057.2798177934,
            84648.0635007571,
            155666.5286058785,
            52608.6696241753,
            103057.8589817032
        ],
        [
            190.705343,
            106.05728,
            84.648064,
            155.666529,
            52.60867,
            103.057859
        ],
        [
            0.366157,
            0.203631,
            0.162525,
            0.180395,
            0.081193,
            0.136091
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96650,
            -78366,
            -52335,
            -243241,
            -217099,
            -137097
        ],
        [
            1.497468,
            1.487907,
            1.509988,
            1.197282,
            1.114949,
            1.31099
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            78,
            38,
            40,
            78,
            38,
            40
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            69.026549,
            67.857143,
            70.175439,
            69.026549,
            67.857143,
            70.175439
        ],
        [
            0.671941,
            0.704798,
            0.641745,
            0.537242,
            0.528134,
            0.557171
        ],
        [
            30372,
            30372,
            18104,
            36136,
            36136,
            36129
        ],
        [
            -45314,
            -44844,
            -45314,
            -132955,
            -132955,
            -106088
        ],
        [
            217,
            244,
            190,
            217,
            244,
            190
        ],
        [
            138,
            132,
            143,
            138,
            132,
            143
        ],
        [
            394,
            481,
            301,
            394,
            481,
            301
        ],
        [
            24561,
            13710,
            10851,
            24561,
            13710,
            10851
        ],
        [
            5.170661,
            0,
            16.066494,
            5.170661,
            0,
            16.066494
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416754,
            -171091,
            -169524,
            186520,
            -359767,
            -189392
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714026600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758906345124,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 122,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "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)