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Trade: LDO/USDT/360/DCL/SSF/5446

Strategy
LDO/USDT/360/DCL/SSF/5446
Pair
LDO_USDT
Interval
6h
Score
351873
Daily Profit
0.153660
Profit Factor
1.436249
Profitability
63.636364
Streak
31.387261
Best Strategy
Training Data Length
1252.000000
Evaluation Time
2025-10-12 06:17
Expiration Time
2025-11-18 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 182954.0867 192382.209 -9428.1224 -117519.3859 -55550.305 -61969.0809
Total P&L (%) 182.9541 192.3822 -9.4281 -117.5194 -55.5503 -61.9691
Avg Daily Profit (%) 0.1461 0.1537 -0.0075 0 -0.0647 -0.0772
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159723 -62067 -187661 -84277 -14765 -77146
Profit Factor 1.2024 1.4362 0.9796 0.5156 0.5418 0.4894
Total Trades 264 132 132 264 132 132
Winning Trades 181 84 97 81 47 34
Losing Trades 83 48 35 183 85 98
Profitability (%) 68.5606 63.6364 73.4848 30.6818 35.6061 25.7576
Ratio Avg Win / Avg Loss 0.5514 0.8207 0.3535 1.1649 0.9799 1.4107
Largest Winning Trade 36486 36486 15892 15071 9776 15071
Largest Losing Trade -120603 -50356 -120603 -63121 -50356 -63121
Avg Bars in Trades 18 24 13 18 24 13
Avg Bars in Winners 10 12 8 36 44 25
Avg Bars in Losers 37 45 26 11 13 8
Bars Traded 4957 3235 1722 4957 3235 1722
Profit Streak 31.3873 31.3873 54.8873 0 0 0
Trades During Streak 7 3 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 198776 351873 -576130 -584965 -586301 -605513
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 1252,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1652097600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760239059348,
    "expiration_time": 1763472384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 115,
            "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": [
        [
            182954.086671118,
            192382.209038062,
            -9428.1223669441,
            -117519.3858873806,
            -55550.3050316799,
            -61969.0808557006
        ],
        [
            182.954087,
            192.382209,
            -9.428122,
            -117.519386,
            -55.550305,
            -61.969081
        ],
        [
            0.146129,
            0.15366,
            -0.00753,
            0,
            -0.06474,
            -0.077188
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159723,
            -62067,
            -187661,
            -84277,
            -14765,
            -77146
        ],
        [
            1.202428,
            1.436249,
            0.979628,
            0.515607,
            0.541802,
            0.489443
        ],
        [
            264,
            132,
            132,
            264,
            132,
            132
        ],
        [
            181,
            84,
            97,
            81,
            47,
            34
        ],
        [
            83,
            48,
            35,
            183,
            85,
            98
        ],
        [
            68.560606,
            63.636364,
            73.484848,
            30.681818,
            35.606061,
            25.757576
        ],
        [
            0.55139,
            0.820714,
            0.353474,
            1.164891,
            0.979854,
            1.410747
        ],
        [
            36486,
            36486,
            15892,
            15071,
            9776,
            15071
        ],
        [
            -120603,
            -50356,
            -120603,
            -63121,
            -50356,
            -63121
        ],
        [
            18,
            24,
            13,
            18,
            24,
            13
        ],
        [
            10,
            12,
            8,
            36,
            44,
            25
        ],
        [
            37,
            45,
            26,
            11,
            13,
            8
        ],
        [
            4957,
            3235,
            1722,
            4957,
            3235,
            1722
        ],
        [
            31.387261,
            31.387261,
            54.887261,
            0,
            0,
            0
        ],
        [
            7,
            3,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            198776,
            351873,
            -576130,
            -584965,
            -586301,
            -605513
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 1252,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1652097600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760239059348,
    "expiration_time": 1763472384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 115,
            "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)