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Trade: LDO/USDT/15/DCM/MIDPOINT/8241

Strategy
LDO/USDT/15/DCM/MIDPOINT/8241
Pair
LDO_USDT
Interval
15m
Score
452890
Daily Profit
0.769520
Profit Factor
1.749873
Profitability
42.537313
Streak
5.037638
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 12:09
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 200398.4925 110044.9247 90353.5677 329300.4944 167452.6517 161847.8426
Total P&L (%) 200.3985 110.0449 90.3536 329.3005 167.4527 161.8478
Avg Daily Profit (%) 0.7695 0.4226 0.347 0.561 0.3785 0.3703
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58376 -45206 -30250 -107394 -80106 -53071
Profit Factor 1.7499 1.788 1.7081 1.7035 1.6775 1.7327
Total Trades 134 67 67 134 67 67
Winning Trades 57 25 32 57 25 32
Losing Trades 77 42 35 77 42 35
Profitability (%) 42.5373 37.3134 47.7612 42.5373 37.3134 47.7612
Ratio Avg Win / Avg Loss 2.3639 3.0038 1.8683 2.3013 2.8182 1.8951
Largest Winning Trade 66515 66515 18232 129046 129046 40050
Largest Losing Trade -21957 -16704 -21957 -31190 -26013 -31190
Avg Bars in Trades 183 194 173 183 194 173
Avg Bars in Winners 239 240 238 239 240 238
Avg Bars in Losers 142 167 113 142 167 113
Bars Traded 24639 13041 11598 24639 13041 11598
Profit Streak 5.0376 0 5.1522 5.0376 0 5.1522
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 452890 -110372 -106396 385524 -110962 -106149

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736399700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758877751928,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 66,
            "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": [
        [
            200398.4924603328,
            110044.9247325931,
            90353.5677277395,
            329300.4943502816,
            167452.651720976,
            161847.8426293057
        ],
        [
            200.398492,
            110.044925,
            90.353568,
            329.300494,
            167.452652,
            161.847843
        ],
        [
            0.76952,
            0.422567,
            0.346953,
            0.561044,
            0.378478,
            0.370315
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58376,
            -45206,
            -30250,
            -107394,
            -80106,
            -53071
        ],
        [
            1.749873,
            1.787998,
            1.708144,
            1.703532,
            1.677495,
            1.732665
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            57,
            25,
            32,
            57,
            25,
            32
        ],
        [
            77,
            42,
            35,
            77,
            42,
            35
        ],
        [
            42.537313,
            37.313433,
            47.761194,
            42.537313,
            37.313433,
            47.761194
        ],
        [
            2.363863,
            3.003837,
            1.868283,
            2.301263,
            2.818192,
            1.895102
        ],
        [
            66515,
            66515,
            18232,
            129046,
            129046,
            40050
        ],
        [
            -21957,
            -16704,
            -21957,
            -31190,
            -26013,
            -31190
        ],
        [
            183,
            194,
            173,
            183,
            194,
            173
        ],
        [
            239,
            240,
            238,
            239,
            240,
            238
        ],
        [
            142,
            167,
            113,
            142,
            167,
            113
        ],
        [
            24639,
            13041,
            11598,
            24639,
            13041,
            11598
        ],
        [
            5.037638,
            0,
            5.152221,
            5.037638,
            0,
            5.152221
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452890,
            -110372,
            -106396,
            385524,
            -110962,
            -106149
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736399700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758877751928,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 66,
            "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)