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Trade: LDO/USDT/60/SSF/SWMA/8770

Strategy
LDO/USDT/60/SSF/SWMA/8770
Pair
LDO_USDT
Interval
1h
Score
429840
Daily Profit
0.188601
Profit Factor
1.602343
Profitability
61.445783
Streak
19.423178
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-25 18:09
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 249662.608 196450.0653 53212.5427 119969.0122 104782.8887 15186.1235
Total P&L (%) 249.6626 196.4501 53.2125 119.969 104.7829 15.1861
Avg Daily Profit (%) 0.2397 0.1886 0.0511 0.0757 0.0688 0.0136
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110271 -93185 -84561 -512259 -378609 -294036
Profit Factor 1.3705 1.6023 1.153 1.0659 1.1111 1.0173
Total Trades 167 83 84 167 83 84
Winning Trades 107 51 56 107 51 56
Losing Trades 60 32 28 60 32 28
Profitability (%) 64.0719 61.4458 66.6667 64.0719 61.4458 66.6667
Ratio Avg Win / Avg Loss 0.7685 1.0054 0.5765 0.5977 0.6972 0.5087
Largest Winning Trade 38933 38933 24067 128634 104462 128634
Largest Losing Trade -56926 -46153 -56926 -286720 -286720 -161098
Avg Bars in Trades 147 157 138 147 157 138
Avg Bars in Winners 107 108 106 107 108 106
Avg Bars in Losers 218 233 202 218 233 202
Bars Traded 24633 13038 11595 24633 13038 11595
Profit Streak 19.4232 19.4232 39.8815 19.4232 19.4232 39.8815
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398655 429840 -176055 -237309 -198520 -384346

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": 1669510800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758812962600,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 140,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 218,
            "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": [
        [
            249662.6079947803,
            196450.0652914164,
            53212.542703364,
            119969.0121847584,
            104782.8887198372,
            15186.1234649213
        ],
        [
            249.662608,
            196.450065,
            53.212543,
            119.969012,
            104.782889,
            15.186123
        ],
        [
            0.239687,
            0.188601,
            0.051086,
            0.07571,
            0.068838,
            0.013574
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110271,
            -93185,
            -84561,
            -512259,
            -378609,
            -294036
        ],
        [
            1.370489,
            1.602343,
            1.153029,
            1.06589,
            1.111092,
            1.017305
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            107,
            51,
            56,
            107,
            51,
            56
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            64.071856,
            61.445783,
            66.666667,
            64.071856,
            61.445783,
            66.666667
        ],
        [
            0.768499,
            1.005392,
            0.576514,
            0.597695,
            0.697156,
            0.508653
        ],
        [
            38933,
            38933,
            24067,
            128634,
            104462,
            128634
        ],
        [
            -56926,
            -46153,
            -56926,
            -286720,
            -286720,
            -161098
        ],
        [
            147,
            157,
            138,
            147,
            157,
            138
        ],
        [
            107,
            108,
            106,
            107,
            108,
            106
        ],
        [
            218,
            233,
            202,
            218,
            233,
            202
        ],
        [
            24633,
            13038,
            11595,
            24633,
            13038,
            11595
        ],
        [
            19.423178,
            19.423178,
            39.881511,
            19.423178,
            19.423178,
            39.881512
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398655,
            429840,
            -176055,
            -237309,
            -198520,
            -384346
        ]
    ]
}
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": 1669510800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758812962600,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 140,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 218,
            "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)