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Trade: LDO/USDT/360/SSF/HWMA/4705

Strategy
LDO/USDT/360/SSF/HWMA/4705
Pair
LDO_USDT
Interval
6h
Score
326217
Daily Profit
0.185313
Profit Factor
1.320645
Profitability
48.756219
Streak
19.280314
Best Strategy
Training Data Length
1234.500000
Evaluation Time
2025-09-26 15:43
Expiration Time
2025-10-31 14:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 233048.0378 228769.2871 4278.7507 -29833.5874 133406.0572 -163239.6446
Total P&L (%) 233.048 228.7693 4.2788 -29.8336 133.4061 -163.2396
Avg Daily Profit (%) 0.1888 0.1853 0.0035 -0.0287 0.0687 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185420 -83542 -134702 -621239 -281259 -454148
Profit Factor 1.1504 1.3206 1.0051 0.9925 1.0714 0.9231
Total Trades 403 201 202 403 201 202
Winning Trades 207 98 109 207 98 109
Losing Trades 196 103 93 196 103 93
Profitability (%) 51.3648 48.7562 53.9604 51.3648 48.7562 53.9604
Ratio Avg Win / Avg Loss 1.0893 1.388 0.8576 0.9398 1.1261 0.7876
Largest Winning Trade 76378 76378 41082 96894 96894 80911
Largest Losing Trade -42396 -28467 -42396 -131300 -131300 -125368
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 4920 2452 2468 4920 2452 2468
Profit Streak 16.2803 19.2803 16.2803 16.2803 19.2803 16.2803
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -43462 326217 -568164 -576679 -241842 -578415

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4938,
    "evaluation_days": 1234.5,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1652076000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890619143,
    "expiration_time": 1761915024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 37,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.27757,
            "nb": 0.1,
            "nc": 0.83646
        }
    }
}
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": [
        [
            233048.0378442578,
            228769.2871212377,
            4278.7507230204,
            -29833.5873950959,
            133406.0571782183,
            -163239.6445733141
        ],
        [
            233.048038,
            228.769287,
            4.278751,
            -29.833587,
            133.406057,
            -163.239645
        ],
        [
            0.188779,
            0.185313,
            0.003466,
            -0.028696,
            0.068684,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185420,
            -83542,
            -134702,
            -621239,
            -281259,
            -454148
        ],
        [
            1.150401,
            1.320645,
            1.005118,
            0.992526,
            1.071415,
            0.923129
        ],
        [
            403,
            201,
            202,
            403,
            201,
            202
        ],
        [
            207,
            98,
            109,
            207,
            98,
            109
        ],
        [
            196,
            103,
            93,
            196,
            103,
            93
        ],
        [
            51.364764,
            48.756219,
            53.960396,
            51.364764,
            48.756219,
            53.960396
        ],
        [
            1.089269,
            1.388025,
            0.857578,
            0.939783,
            1.126079,
            0.787624
        ],
        [
            76378,
            76378,
            41082,
            96894,
            96894,
            80911
        ],
        [
            -42396,
            -28467,
            -42396,
            -131300,
            -131300,
            -125368
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            4920,
            2452,
            2468,
            4920,
            2452,
            2468
        ],
        [
            16.280314,
            19.280314,
            16.280314,
            16.280314,
            19.280314,
            16.280314
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -43462,
            326217,
            -568164,
            -576679,
            -241842,
            -578415
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4938,
    "evaluation_days": 1234.5,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1652076000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890619143,
    "expiration_time": 1761915024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 37,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.27757,
            "nb": 0.1,
            "nc": 0.83646
        }
    }
}

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)