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Trade: LDO/USDT/15/MIDPRICE/BBM/5077

Strategy
LDO/USDT/15/MIDPRICE/BBM/5077
Pair
LDO_USDT
Interval
15m
Score
305729
Daily Profit
0.499380
Profit Factor
1.346612
Profitability
41.269841
Streak
4.911116
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 02:22
Expiration Time
2025-12-14 01:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 130048.5648 58789.9013 71258.6635 130176.1361 54003.1233 76173.0128
Total P&L (%) 130.0486 58.7899 71.2587 130.1761 54.0031 76.173
Avg Daily Profit (%) 0.4994 0.2258 0.2736 0.3206 0.1659 0.2177
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54027 -46134 -25870 -58342 -48857 -32776
Profit Factor 1.3466 1.3016 1.3953 1.2877 1.2286 1.3523
Total Trades 189 94 95 189 94 95
Winning Trades 78 34 44 78 34 44
Losing Trades 111 60 51 111 60 51
Profitability (%) 41.2698 36.1702 46.3158 41.2698 36.1702 46.3158
Ratio Avg Win / Avg Loss 1.9163 2.2969 1.6173 1.8325 2.1681 1.5674
Largest Winning Trade 59425 59425 17454 79360 79360 30503
Largest Losing Trade -12306 -12306 -10153 -12699 -12699 -12496
Avg Bars in Trades 127 120 134 127 120 134
Avg Bars in Winners 214 218 211 214 218 211
Avg Bars in Losers 67 65 69 67 65 69
Bars Traded 24174 11352 12822 24174 11352 12822
Profit Streak 4.9111 0 11.9736 4.9111 0 11.9736
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305729 43970 302904 237767 -54 276219
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736688600000,
    "first_datapoint_time": 1736897400000,
    "last_datapoint_time": 1759187700000,
    "evaluation_time": 1759188120415,
    "expiration_time": 1765667700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 28,
            "offset": 0,
            "std": 1.58819
        }
    }
}
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": [
        [
            130048.5647941264,
            58789.9012861662,
            71258.66350796,
            130176.1361147058,
            54003.1233040804,
            76173.0128106254
        ],
        [
            130.048565,
            58.789901,
            71.258664,
            130.176136,
            54.003123,
            76.173013
        ],
        [
            0.49938,
            0.22575,
            0.27363,
            0.32064,
            0.165948,
            0.217692
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54027,
            -46134,
            -25870,
            -58342,
            -48857,
            -32776
        ],
        [
            1.346612,
            1.30157,
            1.395325,
            1.287684,
            1.228575,
            1.352267
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            78,
            34,
            44,
            78,
            34,
            44
        ],
        [
            111,
            60,
            51,
            111,
            60,
            51
        ],
        [
            41.269841,
            36.170213,
            46.315789,
            41.269841,
            36.170213,
            46.315789
        ],
        [
            1.916332,
            2.296888,
            1.617308,
            1.832473,
            2.168073,
            1.5674
        ],
        [
            59425,
            59425,
            17454,
            79360,
            79360,
            30503
        ],
        [
            -12306,
            -12306,
            -10153,
            -12699,
            -12699,
            -12496
        ],
        [
            127,
            120,
            134,
            127,
            120,
            134
        ],
        [
            214,
            218,
            211,
            214,
            218,
            211
        ],
        [
            67,
            65,
            69,
            67,
            65,
            69
        ],
        [
            24174,
            11352,
            12822,
            24174,
            11352,
            12822
        ],
        [
            4.911116,
            0,
            11.973616,
            4.911116,
            0,
            11.973616
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305729,
            43970,
            302904,
            237767,
            -54,
            276219
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736688600000,
    "first_datapoint_time": 1736897400000,
    "last_datapoint_time": 1759187700000,
    "evaluation_time": 1759188120415,
    "expiration_time": 1765667700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 28,
            "offset": 0,
            "std": 1.58819
        }
    }
}

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)