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Trade: LDO/USDT/120/ZLMA/MIDPRICE/9656

Strategy
LDO/USDT/120/ZLMA/MIDPRICE/9656
Pair
LDO_USDT
Interval
2h
Score
412028
Daily Profit
0.263542
Profit Factor
1.392750
Profitability
66.346154
Streak
11.582305
Best Strategy
Training Data Length
1243.420000
Evaluation Time
2025-10-03 22:58
Expiration Time
2025-11-17 14:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327693.9052 307822.4331 19871.4722 -647658.721 -237737.5572 -409921.1638
Total P&L (%) 327.6939 307.8224 19.8715 -647.6587 -237.7376 -409.9212
Avg Daily Profit (%) 0.2635 0.2476 0.016 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177911 -60254 -178361 -677938 -279145 -482061
Profit Factor 1.3928 1.8601 1.0417 0.5956 0.6902 0.5085
Total Trades 208 104 104 208 104 104
Winning Trades 138 69 69 69 37 32
Losing Trades 70 35 35 139 67 72
Profitability (%) 66.3462 66.3462 66.3462 33.1731 35.5769 30.7692
Ratio Avg Win / Avg Loss 0.7065 0.9436 0.5284 1.1998 1.2498 1.1442
Largest Winning Trade 38847 38847 23306 181835 181835 145534
Largest Losing Trade -136345 -38447 -136345 -142869 -60506 -142869
Avg Bars in Trades 68 75 62 68 75 62
Avg Bars in Winners 53 58 48 98 105 90
Avg Bars in Losers 98 107 88 54 58 49
Bars Traded 14299 7840 6459 14299 7840 6459
Profit Streak 11.5823 11.5823 44.999 0 0 0
Trades During Streak 2 1 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412028 405087 -351457 -584566 -584997 -586867
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14921,
    "evaluation_days": 1243.42,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653170400000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759521511168,
    "expiration_time": 1763381923200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 151,
            "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": [
        [
            327693.9052454397,
            307822.433087426,
            19871.4721580138,
            -647658.7210304888,
            -237737.5572242405,
            -409921.1638062486
        ],
        [
            327.693905,
            307.822433,
            19.871472,
            -647.658721,
            -237.737557,
            -409.921164
        ],
        [
            0.263542,
            0.247561,
            0.015981,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177911,
            -60254,
            -178361,
            -677938,
            -279145,
            -482061
        ],
        [
            1.39275,
            1.860147,
            1.041704,
            0.595568,
            0.690183,
            0.508521
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            138,
            69,
            69,
            69,
            37,
            32
        ],
        [
            70,
            35,
            35,
            139,
            67,
            72
        ],
        [
            66.346154,
            66.346154,
            66.346154,
            33.173077,
            35.576923,
            30.769231
        ],
        [
            0.706467,
            0.943553,
            0.528401,
            1.199768,
            1.249791,
            1.144172
        ],
        [
            38847,
            38847,
            23306,
            181835,
            181835,
            145534
        ],
        [
            -136345,
            -38447,
            -136345,
            -142869,
            -60506,
            -142869
        ],
        [
            68,
            75,
            62,
            68,
            75,
            62
        ],
        [
            53,
            58,
            48,
            98,
            105,
            90
        ],
        [
            98,
            107,
            88,
            54,
            58,
            49
        ],
        [
            14299,
            7840,
            6459,
            14299,
            7840,
            6459
        ],
        [
            11.582305,
            11.582305,
            44.998972,
            0,
            0,
            0
        ],
        [
            2,
            1,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412028,
            405087,
            -351457,
            -584566,
            -584997,
            -586867
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14921,
    "evaluation_days": 1243.42,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653170400000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759521511168,
    "expiration_time": 1763381923200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 151,
            "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)