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Trade: LDO/USDT/5/MIDPRICE/BBL/3598

Strategy
LDO/USDT/5/MIDPRICE/BBL/3598
Pair
LDO_USDT
Interval
5m
Score
411211
Daily Profit
0.882112
Profit Factor
2.389611
Profitability
40.350877
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 14:38
Expiration Time
2025-12-26 13:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 110131.5613 105824.1757 4307.3857 32749.4583 114342.2362 -81592.7779
Total P&L (%) 110.1316 105.8242 4.3074 32.7495 114.3422 -81.5928
Avg Daily Profit (%) 1.2687 1.219 0.0496 0.3269 0.8821 -1.9307
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75926 -33992 -53666 -92832 -26853 -88987
Profit Factor 1.3553 2.0087 1.021 1.1084 2.3896 0.6289
Total Trades 229 114 115 229 114 115
Winning Trades 91 46 45 91 46 45
Losing Trades 138 68 70 138 68 70
Profitability (%) 39.738 40.3509 39.1304 39.738 40.3509 39.1304
Ratio Avg Win / Avg Loss 2.0553 2.9693 1.5882 1.6809 3.5325 0.9783
Largest Winning Trade 119408 119408 76310 122768 122768 44499
Largest Losing Trade -37370 -5361 -37370 -84301 -5903 -84301
Avg Bars in Trades 107 58 156 107 58 156
Avg Bars in Winners 165 62 271 165 62 271
Avg Bars in Losers 69 56 83 69 56 83
Bars Traded 24726 6679 18047 24726 6679 18047
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 358206 395274 -495153 -99085 411211 -587200
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752769200000,
    "first_datapoint_time": 1752828900000,
    "last_datapoint_time": 1760268900000,
    "evaluation_time": 1760269110658,
    "expiration_time": 1766748900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 38,
            "offset": 0,
            "std": 1.80714
        }
    }
}
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": [
        [
            110131.5613264066,
            105824.1756717885,
            4307.385654618,
            32749.4583492158,
            114342.236249672,
            -81592.7779004561
        ],
        [
            110.131561,
            105.824176,
            4.307386,
            32.749458,
            114.342236,
            -81.592778
        ],
        [
            1.268651,
            1.219032,
            0.049619,
            0.32687,
            0.882112,
            -1.930695
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75926,
            -33992,
            -53666,
            -92832,
            -26853,
            -88987
        ],
        [
            1.355329,
            2.008663,
            1.021009,
            1.108392,
            2.389611,
            0.628879
        ],
        [
            229,
            114,
            115,
            229,
            114,
            115
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            138,
            68,
            70,
            138,
            68,
            70
        ],
        [
            39.737991,
            40.350877,
            39.130435,
            39.737991,
            40.350877,
            39.130435
        ],
        [
            2.055334,
            2.969328,
            1.588236,
            1.680858,
            3.532468,
            0.978257
        ],
        [
            119408,
            119408,
            76310,
            122768,
            122768,
            44499
        ],
        [
            -37370,
            -5361,
            -37370,
            -84301,
            -5903,
            -84301
        ],
        [
            107,
            58,
            156,
            107,
            58,
            156
        ],
        [
            165,
            62,
            271,
            165,
            62,
            271
        ],
        [
            69,
            56,
            83,
            69,
            56,
            83
        ],
        [
            24726,
            6679,
            18047,
            24726,
            6679,
            18047
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358206,
            395274,
            -495153,
            -99085,
            411211,
            -587200
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752769200000,
    "first_datapoint_time": 1752828900000,
    "last_datapoint_time": 1760268900000,
    "evaluation_time": 1760269110658,
    "expiration_time": 1766748900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 38,
            "offset": 0,
            "std": 1.80714
        }
    }
}

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)