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Trade: LDO/USDT/240/SSF/HWMA/9896

Strategy
LDO/USDT/240/SSF/HWMA/9896
Pair
LDO_USDT
Interval
4h
Score
340186
Daily Profit
0.230715
Profit Factor
1.301264
Profitability
48.675497
Streak
6.675000
Best Strategy
Training Data Length
1234.330000
Evaluation Time
2025-09-27 03:12
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 304608.6363 284778.0176 19830.6187 72355.6866 564116.6337 -491760.9471
Total P&L (%) 304.6086 284.778 19.8306 72.3557 564.1166 -491.7609
Avg Daily Profit (%) 0.2468 0.2307 0.0161 0.0441 0.1535 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167884 -95744 -145275 -1223608 -573303 -1057213
Profit Factor 1.1665 1.3013 1.0224 1.0101 1.1548 0.8616
Total Trades 604 302 302 604 302 302
Winning Trades 301 147 154 301 147 154
Losing Trades 303 155 148 303 155 148
Profitability (%) 49.8344 48.6755 50.9934 49.8344 48.6755 50.9934
Ratio Avg Win / Avg Loss 1.1743 1.3721 0.9826 1.0168 1.2176 0.828
Largest Winning Trade 73095 73095 38837 225345 225345 174427
Largest Losing Trade -28338 -23494 -28338 -274796 -132754 -274796
Avg Bars in Trades 11 11 12 11 11 12
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 11 11 11 11 11 11
Bars Traded 7228 3601 3628 7228 3601 3628
Profit Streak 6.675 6.675 8.675 6.675 6.675 8.675
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -24774 340186 -373796 -338925 -41178 -578677
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": 1652083200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758931920035,
    "expiration_time": 1761914592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 223,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.38694,
            "nb": 0.1,
            "nc": 0.76191
        }
    }
}
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": [
        [
            304608.6362890315,
            284778.0176316333,
            19830.6186573982,
            72355.6865605559,
            564116.6336594688,
            -491760.9470989122
        ],
        [
            304.608636,
            284.778018,
            19.830619,
            72.355687,
            564.116634,
            -491.760947
        ],
        [
            0.246781,
            0.230715,
            0.016066,
            0.044114,
            0.153504,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167884,
            -95744,
            -145275,
            -1223608,
            -573303,
            -1057213
        ],
        [
            1.166546,
            1.301264,
            1.02244,
            1.010053,
            1.154758,
            0.861555
        ],
        [
            604,
            302,
            302,
            604,
            302,
            302
        ],
        [
            301,
            147,
            154,
            301,
            147,
            154
        ],
        [
            303,
            155,
            148,
            303,
            155,
            148
        ],
        [
            49.834437,
            48.675497,
            50.993377,
            49.834437,
            48.675497,
            50.993377
        ],
        [
            1.174297,
            1.372081,
            0.982605,
            1.016765,
            1.217602,
            0.827988
        ],
        [
            73095,
            73095,
            38837,
            225345,
            225345,
            174427
        ],
        [
            -28338,
            -23494,
            -28338,
            -274796,
            -132754,
            -274796
        ],
        [
            11,
            11,
            12,
            11,
            11,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            7228,
            3601,
            3628,
            7228,
            3601,
            3628
        ],
        [
            6.675,
            6.675,
            8.675,
            6.675,
            6.675,
            8.675
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -24774,
            340186,
            -373796,
            -338925,
            -41178,
            -578677
        ]
    ]
}
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": 1652083200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758931920035,
    "expiration_time": 1761914592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 223,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.38694,
            "nb": 0.1,
            "nc": 0.76191
        }
    }
}

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)