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Trade: LDO/USDT/720/HLC3/MIDPRICE/6449

Strategy
LDO/USDT/720/HLC3/MIDPRICE/6449
Pair
LDO_USDT
Interval
12h
Score
505071
Daily Profit
0.178032
Profit Factor
1.761705
Profitability
78.651685
Streak
17.846796
Best Strategy
Training Data Length
1250.000000
Evaluation Time
2025-10-09 23:19
Expiration Time
2025-11-16 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 222540.4582 136876.9488 85663.5093 334257.5742 192911.9064 141345.6678
Total P&L (%) 222.5405 136.8769 85.6635 334.2576 192.9119 141.3457
Avg Daily Profit (%) 0.178 0.1095 0.0685 0.1175 0.086 0.0705
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64412 -41181 -53425 -92996 -89539 -71047
Profit Factor 1.7617 2.0457 1.5312 1.7371 1.8741 1.6072
Total Trades 89 44 45 89 44 45
Winning Trades 70 33 37 70 33 37
Losing Trades 19 11 8 19 11 8
Profitability (%) 78.6517 75 82.2222 78.6517 75 82.2222
Ratio Avg Win / Avg Loss 0.4782 0.6819 0.3311 0.4715 0.6247 0.3475
Largest Winning Trade 22739 22739 21180 54555 54555 30160
Largest Losing Trade -40437 -35294 -40437 -82268 -82268 -45647
Avg Bars in Trades 26 33 19 26 33 19
Avg Bars in Winners 8 10 7 8 10 7
Avg Bars in Losers 90 103 73 90 103 73
Bars Traded 2337 1476 861 2337 1476 861
Profit Streak 17.8468 140.8468 17.8468 17.8468 140.8468 17.8468
Trades During Streak 4 6 2 4 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 505071 -40947 -96086 -29529 -72597 -93013
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2500,
    "evaluation_days": 1250,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1658750400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760041163165,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "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": [
        [
            222540.4581554468,
            136876.9488467344,
            85663.5093087125,
            334257.5741595874,
            192911.9063849537,
            141345.6677746338
        ],
        [
            222.540458,
            136.876949,
            85.663509,
            334.257574,
            192.911906,
            141.345668
        ],
        [
            0.178032,
            0.109502,
            0.068531,
            0.117546,
            0.086013,
            0.07051
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64412,
            -41181,
            -53425,
            -92996,
            -89539,
            -71047
        ],
        [
            1.761705,
            2.045665,
            1.531208,
            1.737113,
            1.874131,
            1.607211
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            70,
            33,
            37,
            70,
            33,
            37
        ],
        [
            19,
            11,
            8,
            19,
            11,
            8
        ],
        [
            78.651685,
            75,
            82.222222,
            78.651685,
            75,
            82.222222
        ],
        [
            0.478177,
            0.681888,
            0.331072,
            0.471502,
            0.62471,
            0.347505
        ],
        [
            22739,
            22739,
            21180,
            54555,
            54555,
            30160
        ],
        [
            -40437,
            -35294,
            -40437,
            -82268,
            -82268,
            -45647
        ],
        [
            26,
            33,
            19,
            26,
            33,
            19
        ],
        [
            8,
            10,
            7,
            8,
            10,
            7
        ],
        [
            90,
            103,
            73,
            90,
            103,
            73
        ],
        [
            2337,
            1476,
            861,
            2337,
            1476,
            861
        ],
        [
            17.846796,
            140.846796,
            17.846796,
            17.846796,
            140.846796,
            17.846796
        ],
        [
            4,
            6,
            2,
            4,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            505071,
            -40947,
            -96086,
            -29529,
            -72597,
            -93013
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2500,
    "evaluation_days": 1250,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1658750400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760041163165,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "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)