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Trade: LDO/USDT/120/SSF/WMA/9783

Strategy
LDO/USDT/120/SSF/WMA/9783
Pair
LDO_USDT
Interval
2h
Score
402517
Daily Profit
0.210181
Profit Factor
1.280021
Profitability
68.776371
Streak
25.408707
Best Strategy
Training Data Length
1239.670000
Evaluation Time
2025-09-30 04:48
Expiration Time
2025-11-13 17:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 260554.8948 240735.6332 19819.2616 -106602.7947 -48595.3411 -58007.4536
Total P&L (%) 260.5549 240.7356 19.8193 -106.6028 -48.5953 -58.0075
Avg Daily Profit (%) 0.2102 0.1942 0.016 0 -0.0537 -0.07
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143778 -70812 -148483 -119986 -59736 -69672
Profit Factor 1.28 1.5243 1.0421 0.3464 0.3959 0.2982
Total Trades 237 118 119 237 118 119
Winning Trades 163 79 84 75 42 33
Losing Trades 74 39 35 162 76 86
Profitability (%) 68.7764 66.9492 70.5882 31.6456 35.5932 27.7311
Ratio Avg Win / Avg Loss 0.5811 0.7525 0.4342 0.7482 0.7164 0.7772
Largest Winning Trade 53289 53289 17689 8844 4695 8844
Largest Losing Trade -102296 -53552 -102296 -59736 -59736 -58908
Avg Bars in Trades 61 66 55 61 66 55
Avg Bars in Winners 38 40 36 106 111 101
Avg Bars in Losers 111 120 102 40 42 38
Bars Traded 14529 7891 6638 14529 7891 6638
Profit Streak 25.4087 25.492 25.4087 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402517 372153 -350981 -586675 -586343 -598793
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14876,
    "evaluation_days": 1239.67,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653192000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759196912265,
    "expiration_time": 1763046259200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 154,
            "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": [
        [
            260554.8947625468,
            240735.6331639806,
            19819.2615985664,
            -106602.7947264861,
            -48595.3411221194,
            -58007.4536043667
        ],
        [
            260.554895,
            240.735633,
            19.819262,
            -106.602795,
            -48.595341,
            -58.007454
        ],
        [
            0.210181,
            0.194193,
            0.015988,
            0,
            -0.053665,
            -0.069968
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143778,
            -70812,
            -148483,
            -119986,
            -59736,
            -69672
        ],
        [
            1.280021,
            1.524266,
            1.042052,
            0.346411,
            0.395911,
            0.298237
        ],
        [
            237,
            118,
            119,
            237,
            118,
            119
        ],
        [
            163,
            79,
            84,
            75,
            42,
            33
        ],
        [
            74,
            39,
            35,
            162,
            76,
            86
        ],
        [
            68.776371,
            66.949153,
            70.588235,
            31.64557,
            35.59322,
            27.731092
        ],
        [
            0.581114,
            0.752486,
            0.434189,
            0.748248,
            0.716411,
            0.777225
        ],
        [
            53289,
            53289,
            17689,
            8844,
            4695,
            8844
        ],
        [
            -102296,
            -53552,
            -102296,
            -59736,
            -59736,
            -58908
        ],
        [
            61,
            66,
            55,
            61,
            66,
            55
        ],
        [
            38,
            40,
            36,
            106,
            111,
            101
        ],
        [
            111,
            120,
            102,
            40,
            42,
            38
        ],
        [
            14529,
            7891,
            6638,
            14529,
            7891,
            6638
        ],
        [
            25.408707,
            25.49204,
            25.408707,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402517,
            372153,
            -350981,
            -586675,
            -586343,
            -598793
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14876,
    "evaluation_days": 1239.67,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653192000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759196912265,
    "expiration_time": 1763046259200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 154,
            "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)