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Trade: LDO/USDT/360/SSF/BBM/9737

Strategy
LDO/USDT/360/SSF/BBM/9737
Pair
LDO_USDT
Interval
6h
Score
485615
Daily Profit
0.233201
Profit Factor
1.984891
Profitability
64.356436
Streak
15.655429
Best Strategy
Training Data Length
1234.500000
Evaluation Time
2025-09-26 06:43
Expiration Time
2025-10-31 14:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 205777.3959 287887.0205 -82109.6247 -1875954.4331 -930562.995 -945391.4381
Total P&L (%) 205.7774 287.887 -82.1096 -1875.9544 -930.563 -945.3914
Avg Daily Profit (%) 0.1667 0.2332 -0.0665 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -283875 -71097 -291948 -1969380 -1163212 -1318584
Profit Factor 1.2148 1.9849 0.8767 0.6987 0.6738 0.7197
Total Trades 203 101 102 203 101 102
Winning Trades 132 65 67 72 37 35
Losing Trades 71 36 35 131 64 67
Profitability (%) 65.0246 64.3564 65.6863 35.468 36.6337 34.3137
Ratio Avg Win / Avg Loss 0.6534 1.0993 0.458 1.2712 1.1656 1.3777
Largest Winning Trade 46620 31583 46620 653747 653747 637330
Largest Losing Trade -271510 -40554 -271510 -446848 -252768 -446848
Avg Bars in Trades 23 25 21 23 25 21
Avg Bars in Winners 17 17 17 32 38 26
Avg Bars in Losers 33 38 28 18 17 18
Bars Traded 4741 2544 2197 4741 2544 2197
Profit Streak 15.4054 15.6554 15.4054 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362334 485615 -577677 -583422 -584316 -585216

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4938,
    "evaluation_days": 1234.5,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1653393600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758858229052,
    "expiration_time": 1761915024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 12,
            "offset": 5,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 62,
            "offset": 0,
            "std": 1.6864
        }
    }
}
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": [
        [
            205777.395853252,
            287887.0205195099,
            -82109.6246662579,
            -1875954.4331327924,
            -930562.9950387559,
            -945391.4380940364
        ],
        [
            205.777396,
            287.887021,
            -82.109625,
            -1875.954433,
            -930.562995,
            -945.391438
        ],
        [
            0.166689,
            0.233201,
            -0.066512,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -283875,
            -71097,
            -291948,
            -1969380,
            -1163212,
            -1318584
        ],
        [
            1.214804,
            1.984891,
            0.876652,
            0.698688,
            0.673846,
            0.719702
        ],
        [
            203,
            101,
            102,
            203,
            101,
            102
        ],
        [
            132,
            65,
            67,
            72,
            37,
            35
        ],
        [
            71,
            36,
            35,
            131,
            64,
            67
        ],
        [
            65.024631,
            64.356436,
            65.686275,
            35.46798,
            36.633663,
            34.313725
        ],
        [
            0.653417,
            1.099324,
            0.457953,
            1.271223,
            1.165571,
            1.377715
        ],
        [
            46620,
            31583,
            46620,
            653747,
            653747,
            637330
        ],
        [
            -271510,
            -40554,
            -271510,
            -446848,
            -252768,
            -446848
        ],
        [
            23,
            25,
            21,
            23,
            25,
            21
        ],
        [
            17,
            17,
            17,
            32,
            38,
            26
        ],
        [
            33,
            38,
            28,
            18,
            17,
            18
        ],
        [
            4741,
            2544,
            2197,
            4741,
            2544,
            2197
        ],
        [
            15.405429,
            15.655429,
            15.405429,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362334,
            485615,
            -577677,
            -583422,
            -584316,
            -585216
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4938,
    "evaluation_days": 1234.5,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1653393600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758858229052,
    "expiration_time": 1761915024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 12,
            "offset": 5,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 62,
            "offset": 0,
            "std": 1.6864
        }
    }
}

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)