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Trade: LDO/USDT/120/SSF/WMA/7455

Strategy
LDO/USDT/120/SSF/WMA/7455
Pair
LDO_USDT
Interval
2h
Score
371997
Daily Profit
0.168511
Profit Factor
1.246594
Profitability
68.586387
Streak
16.533631
Best Strategy
Training Data Length
1234.250000
Evaluation Time
2025-09-25 21:48
Expiration Time
2025-11-08 02:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 207985.3086 204468.2983 3517.0103 -122081.8555 -37825.202 -84256.6535
Total P&L (%) 207.9853 204.4683 3.517 -122.0819 -37.8252 -84.2567
Avg Daily Profit (%) 0.1685 0.1657 0.0029 0 -0.0385 -0.1497
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139542 -61084 -169383 -155291 -50279 -113967
Profit Factor 1.2466 1.5496 1.0075 0.5779 0.6782 0.5092
Total Trades 191 95 96 191 95 96
Winning Trades 131 62 69 59 32 27
Losing Trades 60 33 27 132 63 69
Profitability (%) 68.5864 65.2632 71.875 30.8901 33.6842 28.125
Ratio Avg Win / Avg Loss 0.571 0.8248 0.3942 1.2929 1.3353 1.3012
Largest Winning Trade 46565 46565 21646 16218 16218 16174
Largest Losing Trade -113377 -39755 -113377 -103953 -38136 -103953
Avg Bars in Trades 76 83 68 76 83 68
Avg Bars in Winners 45 45 45 138 153 121
Avg Bars in Losers 143 155 129 47 47 48
Bars Traded 14520 7909 6611 14520 7909 6611
Profit Streak 16.5336 16.5336 38.0336 0 0 0
Trades During Streak 3 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371997 352790 -564523 -585542 -585756 -595451

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14811,
    "evaluation_days": 1234.25,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653436800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758826105724,
    "expiration_time": 1762561411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 42,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 188,
            "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": [
        [
            207985.3085791997,
            204468.2983035583,
            3517.0102756416,
            -122081.8555342158,
            -37825.2019944328,
            -84256.6535397831
        ],
        [
            207.985309,
            204.468298,
            3.51701,
            -122.081856,
            -37.825202,
            -84.256654
        ],
        [
            0.168511,
            0.165662,
            0.00285,
            0,
            -0.038495,
            -0.149675
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139542,
            -61084,
            -169383,
            -155291,
            -50279,
            -113967
        ],
        [
            1.246594,
            1.549593,
            1.007461,
            0.577891,
            0.67823,
            0.509181
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            131,
            62,
            69,
            59,
            32,
            27
        ],
        [
            60,
            33,
            27,
            132,
            63,
            69
        ],
        [
            68.586387,
            65.263158,
            71.875,
            30.890052,
            33.684211,
            28.125
        ],
        [
            0.570959,
            0.824784,
            0.394224,
            1.292908,
            1.335264,
            1.30124
        ],
        [
            46565,
            46565,
            21646,
            16218,
            16218,
            16174
        ],
        [
            -113377,
            -39755,
            -113377,
            -103953,
            -38136,
            -103953
        ],
        [
            76,
            83,
            68,
            76,
            83,
            68
        ],
        [
            45,
            45,
            45,
            138,
            153,
            121
        ],
        [
            143,
            155,
            129,
            47,
            47,
            48
        ],
        [
            14520,
            7909,
            6611,
            14520,
            7909,
            6611
        ],
        [
            16.533631,
            16.533631,
            38.033631,
            0,
            0,
            0
        ],
        [
            3,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371997,
            352790,
            -564523,
            -585542,
            -585756,
            -595451
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14811,
    "evaluation_days": 1234.25,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653436800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758826105724,
    "expiration_time": 1762561411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 42,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 188,
            "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)