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Trade: LDO/USDT/720/SSF/HILO/3531

Strategy
LDO/USDT/720/SSF/HILO/3531
Pair
LDO_USDT
Interval
12h
Score
349353
Daily Profit
0.150568
Profit Factor
1.244798
Profitability
67.114094
Streak
31.244102
Best Strategy
Training Data Length
1250.500000
Evaluation Time
2025-10-10 08:51
Expiration Time
2025-11-16 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 188285.6426 224889.999 -36604.3564 -159618.9598 -9633.6491 -149985.3107
Total P&L (%) 188.2856 224.89 -36.6044 -159.619 -9.6336 -149.9853
Avg Daily Profit (%) 0.1506 0.1798 -0.0293 0 -0.0081 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131736 -65893 -167857 -228944 -39005 -210881
Profit Factor 1.2448 1.8279 0.9264 0.6718 0.9352 0.5557
Total Trades 149 74 75 149 74 75
Winning Trades 100 47 53 50 28 22
Losing Trades 49 27 22 99 46 53
Profitability (%) 67.1141 63.5135 70.6667 33.557 37.8378 29.3333
Ratio Avg Win / Avg Loss 0.61 1.05 0.3846 1.3302 1.5365 1.3387
Largest Winning Trade 36583 36583 20779 76014 22930 76014
Largest Losing Trade -131736 -37560 -131736 -173365 -15279 -173365
Avg Bars in Trades 16 17 14 16 17 14
Avg Bars in Winners 10 11 9 26 27 26
Avg Bars in Losers 27 27 27 10 11 9
Bars Traded 2406 1304 1102 2406 1304 1102
Profit Streak 31.2441 31.2441 53.2441 0 0 0
Trades During Streak 5 2 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349353 -51345 -633029 -584833 -646910 -646507
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2501,
    "evaluation_days": 1250.5,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1652961600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760075490379,
    "expiration_time": 1763295696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 23,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            188285.642648623,
            224889.9990357713,
            -36604.3563871483,
            -159618.9598063975,
            -9633.6491007318,
            -149985.3107056658
        ],
        [
            188.285643,
            224.889999,
            -36.604356,
            -159.61896,
            -9.633649,
            -149.985311
        ],
        [
            0.150568,
            0.17984,
            -0.029272,
            0,
            -0.0081,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131736,
            -65893,
            -167857,
            -228944,
            -39005,
            -210881
        ],
        [
            1.244798,
            1.827851,
            0.926422,
            0.671799,
            0.935246,
            0.555694
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            100,
            47,
            53,
            50,
            28,
            22
        ],
        [
            49,
            27,
            22,
            99,
            46,
            53
        ],
        [
            67.114094,
            63.513514,
            70.666667,
            33.557047,
            37.837838,
            29.333333
        ],
        [
            0.609951,
            1.050042,
            0.384553,
            1.330161,
            1.536475,
            1.338717
        ],
        [
            36583,
            36583,
            20779,
            76014,
            22930,
            76014
        ],
        [
            -131736,
            -37560,
            -131736,
            -173365,
            -15279,
            -173365
        ],
        [
            16,
            17,
            14,
            16,
            17,
            14
        ],
        [
            10,
            11,
            9,
            26,
            27,
            26
        ],
        [
            27,
            27,
            27,
            10,
            11,
            9
        ],
        [
            2406,
            1304,
            1102,
            2406,
            1304,
            1102
        ],
        [
            31.244102,
            31.244102,
            53.244102,
            0,
            0,
            0
        ],
        [
            5,
            2,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349353,
            -51345,
            -633029,
            -584833,
            -646910,
            -646507
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2501,
    "evaluation_days": 1250.5,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1652961600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760075490379,
    "expiration_time": 1763295696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 23,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)