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Trade: LDO/USDT/60/SSF/SINWMA/2851

Strategy
LDO/USDT/60/SSF/SINWMA/2851
Pair
LDO_USDT
Interval
1h
Score
468808
Daily Profit
0.304893
Profit Factor
1.441048
Profitability
70.854271
Streak
16.651155
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-25 12:37
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 317582.801 238957.0789 78625.7221 9714.1264 44144.9669 -34430.8405
Total P&L (%) 317.5828 238.9571 78.6257 9.7141 44.145 -34.4308
Avg Daily Profit (%) 0.3049 0.2294 0.0755 0.0089 0.0351 -0.0405
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103795 -87488 -94955 -179645 -162397 -113817
Profit Factor 1.441 1.7352 1.199 1.0099 1.0941 0.9333
Total Trades 199 99 100 199 99 100
Winning Trades 141 69 72 141 69 72
Losing Trades 58 30 28 58 30 28
Profitability (%) 70.8543 69.697 72 70.8543 69.697 72
Ratio Avg Win / Avg Loss 0.5928 0.7544 0.4663 0.4154 0.4757 0.363
Largest Winning Trade 31248 31248 24334 43627 39380 43627
Largest Losing Trade -91848 -44325 -91848 -113469 -110309 -113469
Avg Bars in Trades 123 132 115 123 132 115
Avg Bars in Winners 81 86 76 81 86 76
Avg Bars in Losers 227 239 215 227 239 215
Bars Traded 24645 13109 11536 24645 13109 11536
Profit Streak 16.6512 16.6512 20.1095 16.6512 16.6512 20.1095
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468808 413923 -91506 -552842 -263411 -576872

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": 1669464000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758793059778,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 67,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 205,
            "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": [
        [
            317582.8009693509,
            238957.078895244,
            78625.7220741066,
            9714.1263816352,
            44144.9669103124,
            -34430.8405286772
        ],
        [
            317.582801,
            238.957079,
            78.625722,
            9.714126,
            44.144967,
            -34.430841
        ],
        [
            0.304893,
            0.229409,
            0.075484,
            0.008901,
            0.03511,
            -0.040512
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103795,
            -87488,
            -94955,
            -179645,
            -162397,
            -113817
        ],
        [
            1.441048,
            1.735168,
            1.199039,
            1.009856,
            1.094105,
            0.933342
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            141,
            69,
            72,
            141,
            69,
            72
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            70.854271,
            69.69697,
            72,
            70.854271,
            69.69697,
            72
        ],
        [
            0.592772,
            0.754421,
            0.466293,
            0.415402,
            0.475698,
            0.362966
        ],
        [
            31248,
            31248,
            24334,
            43627,
            39380,
            43627
        ],
        [
            -91848,
            -44325,
            -91848,
            -113469,
            -110309,
            -113469
        ],
        [
            123,
            132,
            115,
            123,
            132,
            115
        ],
        [
            81,
            86,
            76,
            81,
            86,
            76
        ],
        [
            227,
            239,
            215,
            227,
            239,
            215
        ],
        [
            24645,
            13109,
            11536,
            24645,
            13109,
            11536
        ],
        [
            16.651155,
            16.651155,
            20.109488,
            16.651155,
            16.651155,
            20.109488
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468808,
            413923,
            -91506,
            -552842,
            -263411,
            -576872
        ]
    ]
}
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": 1669464000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758793059778,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 67,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 205,
            "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)