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Trade: LDO/USDT/60/BBL/MIDPRICE/4800

Strategy
LDO/USDT/60/BBL/MIDPRICE/4800
Pair
LDO_USDT
Interval
1h
Score
333540
Daily Profit
0.167250
Profit Factor
1.294050
Profitability
56.012658
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-27 11:19
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 197880.6545 174211.4289 23669.2256 73716.8427 -48807.8856 122524.7283
Total P&L (%) 197.8807 174.2114 23.6692 73.7168 -48.8079 122.5247
Avg Daily Profit (%) 0.19 0.1673 0.0227 0.053 -0.0643 0.0768
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122214 -90715 -53902 -514979 -487510 -212521
Profit Factor 1.1718 1.2941 1.0423 1.0225 0.9743 1.0889
Total Trades 633 316 317 633 316 317
Winning Trades 365 177 188 365 177 188
Losing Trades 268 139 129 268 139 129
Profitability (%) 57.6619 56.0127 59.306 57.6619 56.0127 59.306
Ratio Avg Win / Avg Loss 0.8604 1.0162 0.7152 0.7508 0.7651 0.7471
Largest Winning Trade 37151 37151 13952 160771 160771 67646
Largest Losing Trade -48265 -48265 -28532 -223578 -223578 -87551
Avg Bars in Trades 38 61 16 38 61 16
Avg Bars in Winners 28 39 17 28 39 17
Avg Bars in Losers 53 89 13 53 89 13
Bars Traded 24608 19479 5129 24608 19479 5129
Profit Streak 6.1384 0 14.5967 6.1384 0 14.5967
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -20689 333540 -338463 -314544 -578901 -210681
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669492800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758961155923,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 165,
            "offset": 0,
            "std": 4.60215
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 213,
            "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": [
        [
            197880.6545351278,
            174211.4289444962,
            23669.2255906317,
            73716.8427491215,
            -48807.8855998208,
            122524.7283489426
        ],
        [
            197.880655,
            174.211429,
            23.669226,
            73.716843,
            -48.807886,
            122.524728
        ],
        [
            0.189974,
            0.16725,
            0.022723,
            0.053033,
            -0.064262,
            0.07682
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122214,
            -90715,
            -53902,
            -514979,
            -487510,
            -212521
        ],
        [
            1.171794,
            1.29405,
            1.042313,
            1.0225,
            0.974278,
            1.088868
        ],
        [
            633,
            316,
            317,
            633,
            316,
            317
        ],
        [
            365,
            177,
            188,
            365,
            177,
            188
        ],
        [
            268,
            139,
            129,
            268,
            139,
            129
        ],
        [
            57.661927,
            56.012658,
            59.305994,
            57.661927,
            56.012658,
            59.305994
        ],
        [
            0.860386,
            1.016231,
            0.715204,
            0.750767,
            0.765111,
            0.747149
        ],
        [
            37151,
            37151,
            13952,
            160771,
            160771,
            67646
        ],
        [
            -48265,
            -48265,
            -28532,
            -223578,
            -223578,
            -87551
        ],
        [
            38,
            61,
            16,
            38,
            61,
            16
        ],
        [
            28,
            39,
            17,
            28,
            39,
            17
        ],
        [
            53,
            89,
            13,
            53,
            89,
            13
        ],
        [
            24608,
            19479,
            5129,
            24608,
            19479,
            5129
        ],
        [
            6.138379,
            0,
            14.596712,
            6.138379,
            0,
            14.596712
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -20689,
            333540,
            -338463,
            -314544,
            -578901,
            -210681
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669492800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758961155923,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 165,
            "offset": 0,
            "std": 4.60215
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 213,
            "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)