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Trade: LDO/USDT/240/JMA/SSF/8921

Strategy
LDO/USDT/240/JMA/SSF/8921
Pair
LDO_USDT
Interval
4h
Score
507705
Daily Profit
0.205948
Profit Factor
2.343778
Profitability
65.217391
Streak
23.787421
Best Strategy
Training Data Length
1234.330000
Evaluation Time
2025-09-26 01:53
Expiration Time
2025-10-31 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 134390.3634 254208.2635 -119817.9001 3029298.0032 1493647.9696 1535650.0336
Total P&L (%) 134.3904 254.2083 -119.8179 3029.298 1493.648 1535.65
Avg Daily Profit (%) 0.1089 0.2059 -0.0971 0.2794 0.2246 0.2267
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140032 -56193 -141191 -1982247 -1982247 -1106919
Profit Factor 1.1781 2.3438 0.7881 1.5969 1.5521 1.648
Total Trades 93 46 47 93 46 47
Winning Trades 64 30 34 62 29 33
Losing Trades 29 16 13 31 17 14
Profitability (%) 68.8172 65.2174 72.3404 66.6667 63.0435 70.2128
Ratio Avg Win / Avg Loss 0.5338 1.25 0.3013 0.7984 0.9099 0.6992
Largest Winning Trade 35960 32770 35960 663013 663013 444578
Largest Losing Trade -264317 -56193 -264317 -1982247 -1982247 -624972
Avg Bars in Trades 75 81 70 75 81 70
Avg Bars in Winners 50 49 50 60 60 59
Avg Bars in Losers 131 140 121 106 117 94
Bars Traded 7037 3744 3293 7037 3744 3293
Profit Streak 16.7874 23.7874 16.7874 16.7874 23.7874 16.7874
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -69461 507705 -576732 474013 396076 445619

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7406,
    "evaluation_days": 1234.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1653364800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758840833208,
    "expiration_time": 1761914592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 116,
            "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": [
        [
            134390.3633908524,
            254208.2635344317,
            -119817.9001435794,
            3029298.0031876666,
            1493647.969551769,
            1535650.0336358973
        ],
        [
            134.390363,
            254.208264,
            -119.8179,
            3029.298003,
            1493.64797,
            1535.650034
        ],
        [
            0.108877,
            0.205948,
            -0.097071,
            0.279358,
            0.224552,
            0.226665
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140032,
            -56193,
            -141191,
            -1982247,
            -1982247,
            -1106919
        ],
        [
            1.178065,
            2.343778,
            0.788141,
            1.596893,
            1.552109,
            1.64802
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            64,
            30,
            34,
            62,
            29,
            33
        ],
        [
            29,
            16,
            13,
            31,
            17,
            14
        ],
        [
            68.817204,
            65.217391,
            72.340426,
            66.666667,
            63.043478,
            70.212766
        ],
        [
            0.533811,
            1.250015,
            0.301348,
            0.798447,
            0.909857,
            0.69916
        ],
        [
            35960,
            32770,
            35960,
            663013,
            663013,
            444578
        ],
        [
            -264317,
            -56193,
            -264317,
            -1982247,
            -1982247,
            -624972
        ],
        [
            75,
            81,
            70,
            75,
            81,
            70
        ],
        [
            50,
            49,
            50,
            60,
            60,
            59
        ],
        [
            131,
            140,
            121,
            106,
            117,
            94
        ],
        [
            7037,
            3744,
            3293,
            7037,
            3744,
            3293
        ],
        [
            16.787421,
            23.787421,
            16.787421,
            16.787421,
            23.787421,
            16.787421
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -69461,
            507705,
            -576732,
            474013,
            396076,
            445619
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7406,
    "evaluation_days": 1234.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1653364800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758840833208,
    "expiration_time": 1761914592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 116,
            "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)