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Trade: LDO/USDT/120/ALMA/SSF/1726

Strategy
LDO/USDT/120/ALMA/SSF/1726
Pair
LDO_USDT
Interval
2h
Score
409106
Daily Profit
0.202707
Profit Factor
1.576243
Profitability
55.303030
Streak
26.924402
Best Strategy
Training Data Length
1242.580000
Evaluation Time
2025-10-03 01:11
Expiration Time
2025-11-16 17:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 304428.0843 251879.29 52548.7943 37660.6619 84385.1827 -46724.5208
Total P&L (%) 304.4281 251.8793 52.5488 37.6607 84.3852 -46.7245
Avg Daily Profit (%) 0.245 0.2027 0.0423 0.0257 0.0493 -0.0507
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101418 -85061 -128985 -114156 -103105 -144944
Profit Factor 1.2943 1.5762 1.088 1.0442 1.2304 0.904
Total Trades 264 132 132 264 132 132
Winning Trades 152 73 79 152 73 79
Losing Trades 112 59 53 112 59 53
Profitability (%) 57.5758 55.303 59.8485 57.5758 55.303 59.8485
Ratio Avg Win / Avg Loss 0.9537 1.274 0.7299 0.7694 0.9944 0.6065
Largest Winning Trade 46122 46122 36631 47265 47265 31765
Largest Losing Trade -67896 -29912 -67896 -59922 -59922 -56681
Avg Bars in Trades 56 60 52 56 60 52
Avg Bars in Winners 49 51 48 49 51 48
Avg Bars in Losers 65 71 58 65 71 58
Bars Traded 14855 7946 6909 14855 7946 6909
Profit Streak 26.9244 26.9244 46.1744 26.9244 26.9244 46.1744
Trades During Streak 6 3 4 6 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371834 409106 -260443 -330617 -127195 -578214
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14911,
    "evaluation_days": 1242.58,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1652371200000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759443068331,
    "expiration_time": 1763307331200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 245,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            304428.0843049295,
            251879.2899866044,
            52548.7943183253,
            37660.6618983963,
            84385.1826827583,
            -46724.520784362
        ],
        [
            304.428084,
            251.87929,
            52.548794,
            37.660662,
            84.385183,
            -46.724521
        ],
        [
            0.244997,
            0.202707,
            0.04229,
            0.025726,
            0.049253,
            -0.050663
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101418,
            -85061,
            -128985,
            -114156,
            -103105,
            -144944
        ],
        [
            1.294295,
            1.576243,
            1.087973,
            1.044155,
            1.230399,
            0.90399
        ],
        [
            264,
            132,
            132,
            264,
            132,
            132
        ],
        [
            152,
            73,
            79,
            152,
            73,
            79
        ],
        [
            112,
            59,
            53,
            112,
            59,
            53
        ],
        [
            57.575758,
            55.30303,
            59.848485,
            57.575758,
            55.30303,
            59.848485
        ],
        [
            0.953691,
            1.27395,
            0.729906,
            0.769377,
            0.994432,
            0.606474
        ],
        [
            46122,
            46122,
            36631,
            47265,
            47265,
            31765
        ],
        [
            -67896,
            -29912,
            -67896,
            -59922,
            -59922,
            -56681
        ],
        [
            56,
            60,
            52,
            56,
            60,
            52
        ],
        [
            49,
            51,
            48,
            49,
            51,
            48
        ],
        [
            65,
            71,
            58,
            65,
            71,
            58
        ],
        [
            14855,
            7946,
            6909,
            14855,
            7946,
            6909
        ],
        [
            26.924402,
            26.924402,
            46.174402,
            26.924402,
            26.924402,
            46.174402
        ],
        [
            6,
            3,
            4,
            6,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371834,
            409106,
            -260443,
            -330617,
            -127195,
            -578214
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14911,
    "evaluation_days": 1242.58,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1652371200000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759443068331,
    "expiration_time": 1763307331200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 245,
            "offset": 0,
            "poles": 2
        }
    }
}

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)