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Trade: LDO/USDT/5/RMA/SSF/9104

Strategy
LDO/USDT/5/RMA/SSF/9104
Pair
LDO_USDT
Interval
5m
Score
450324
Daily Profit
3.678581
Profit Factor
3.044871
Profitability
36.752137
Streak
1.848412
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 20:06
Expiration Time
2025-12-26 19:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 319337.606 234935.2408 84402.3652 555106.6431 457193.1658 97913.4773
Total P&L (%) 319.3376 234.9352 84.4024 555.1066 457.1932 97.9135
Avg Daily Profit (%) 3.6786 2.7063 0.9723 2.1888 1.9984 0.7895
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53718 -34232 -24086 -91575 -57763 -41259
Profit Factor 3.0449 3.7911 2.1724 3.3268 4.6816 1.856
Total Trades 117 59 58 117 59 58
Winning Trades 43 19 24 43 19 24
Losing Trades 74 40 34 74 40 34
Profitability (%) 36.7521 32.2034 41.3793 36.7521 32.2034 41.3793
Ratio Avg Win / Avg Loss 5.24 7.9813 3.0775 5.7251 9.856 2.6293
Largest Winning Trade 212196 212196 74881 445268 445268 89849
Largest Losing Trade -9090 -7009 -9090 -14805 -9745 -14805
Avg Bars in Trades 208 198 218 208 198 218
Avg Bars in Winners 291 347 246 291 347 246
Avg Bars in Losers 160 127 198 160 127 198
Bars Traded 24363 11688 12675 24363 11688 12675
Profit Streak 1.8484 1.8484 2.4665 1.8484 1.8484 2.4665
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 450324 -166723 -169969 438353 -166684 -170819
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752789000000,
    "first_datapoint_time": 1752829800000,
    "last_datapoint_time": 1760288700000,
    "evaluation_time": 1760288802842,
    "expiration_time": 1766768700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 183,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            319337.6060289773,
            234935.2407856773,
            84402.3652433,
            555106.6430682167,
            457193.1658115203,
            97913.4772566964
        ],
        [
            319.337606,
            234.935241,
            84.402365,
            555.106643,
            457.193166,
            97.913477
        ],
        [
            3.678581,
            2.706315,
            0.972265,
            2.188831,
            1.998444,
            0.789484
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53718,
            -34232,
            -24086,
            -91575,
            -57763,
            -41259
        ],
        [
            3.044871,
            3.79111,
            2.172378,
            3.326772,
            4.6816,
            1.855959
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            74,
            40,
            34,
            74,
            40,
            34
        ],
        [
            36.752137,
            32.20339,
            41.37931,
            36.752137,
            32.20339,
            41.37931
        ],
        [
            5.240011,
            7.981284,
            3.077536,
            5.725143,
            9.856001,
            2.629275
        ],
        [
            212196,
            212196,
            74881,
            445268,
            445268,
            89849
        ],
        [
            -9090,
            -7009,
            -9090,
            -14805,
            -9745,
            -14805
        ],
        [
            208,
            198,
            218,
            208,
            198,
            218
        ],
        [
            291,
            347,
            246,
            291,
            347,
            246
        ],
        [
            160,
            127,
            198,
            160,
            127,
            198
        ],
        [
            24363,
            11688,
            12675,
            24363,
            11688,
            12675
        ],
        [
            1.848412,
            1.848412,
            2.466468,
            1.848412,
            1.848413,
            2.466468
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450324,
            -166723,
            -169969,
            438353,
            -166684,
            -170819
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752789000000,
    "first_datapoint_time": 1752829800000,
    "last_datapoint_time": 1760288700000,
    "evaluation_time": 1760288802842,
    "expiration_time": 1766768700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 183,
            "offset": 0,
            "poles": 3
        }
    }
}

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)