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Trade: LDO/USDT/5/DEMA/BBM/3333

Strategy
LDO/USDT/5/DEMA/BBM/3333
Pair
LDO_USDT
Interval
5m
Score
529235
Daily Profit
1.024521
Profit Factor
3.478296
Profitability
53.846154
Streak
0.751085
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 15:11
Expiration Time
2025-12-25 14:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 212923.2581 183204.0331 29719.2249 134239.3067 142264.8619 -8025.5552
Total P&L (%) 212.9233 183.204 29.7192 134.2393 142.2649 -8.0256
Avg Daily Profit (%) 2.4528 2.1104 0.3423 0.9853 1.0245 -0.0963
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87692 -33746 -63198 -65534 -23170 -44247
Profit Factor 1.8381 2.7554 1.1986 1.8816 3.4783 0.9154
Total Trades 234 117 117 234 117 117
Winning Trades 133 63 70 133 63 70
Losing Trades 101 54 47 101 54 47
Profitability (%) 56.8376 53.8462 59.8291 56.8376 53.8462 59.8291
Ratio Avg Win / Avg Loss 1.3959 2.3618 0.8047 1.4289 2.9814 0.6146
Largest Winning Trade 196870 196870 75214 154534 154534 33695
Largest Losing Trade -41118 -8740 -41118 -29463 -6703 -29463
Avg Bars in Trades 105 108 102 105 108 102
Avg Bars in Winners 89 90 88 89 90 88
Avg Bars in Losers 126 129 124 126 129 124
Bars Traded 24672 12656 12016 24672 12656 12016
Profit Streak 0.7511 0.7511 3.6191 0.7511 0.7511 3.6191
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 513386 512950 48538 470550 529235 -581345
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752684600000,
    "first_datapoint_time": 1752732600000,
    "last_datapoint_time": 1760184300000,
    "evaluation_time": 1760184693714,
    "expiration_time": 1766664300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 59,
            "offset": 0,
            "std": 1.3211
        }
    }
}
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": [
        [
            212923.2580511401,
            183204.0331225141,
            29719.2249286259,
            134239.3066979143,
            142264.8618953451,
            -8025.5551974309
        ],
        [
            212.923258,
            183.204033,
            29.719225,
            134.239307,
            142.264862,
            -8.025555
        ],
        [
            2.45275,
            2.110402,
            0.342348,
            0.985324,
            1.024521,
            -0.096324
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87692,
            -33746,
            -63198,
            -65534,
            -23170,
            -44247
        ],
        [
            1.838141,
            2.755446,
            1.198553,
            1.88163,
            3.478296,
            0.915394
        ],
        [
            234,
            117,
            117,
            234,
            117,
            117
        ],
        [
            133,
            63,
            70,
            133,
            63,
            70
        ],
        [
            101,
            54,
            47,
            101,
            54,
            47
        ],
        [
            56.837607,
            53.846154,
            59.82906,
            56.837607,
            53.846154,
            59.82906
        ],
        [
            1.395881,
            2.361811,
            0.804743,
            1.428907,
            2.981396,
            0.614622
        ],
        [
            196870,
            196870,
            75214,
            154534,
            154534,
            33695
        ],
        [
            -41118,
            -8740,
            -41118,
            -29463,
            -6703,
            -29463
        ],
        [
            105,
            108,
            102,
            105,
            108,
            102
        ],
        [
            89,
            90,
            88,
            89,
            90,
            88
        ],
        [
            126,
            129,
            124,
            126,
            129,
            124
        ],
        [
            24672,
            12656,
            12016,
            24672,
            12656,
            12016
        ],
        [
            0.751085,
            0.751085,
            3.61914,
            0.751085,
            0.751085,
            3.61914
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            513386,
            512950,
            48538,
            470550,
            529235,
            -581345
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752684600000,
    "first_datapoint_time": 1752732600000,
    "last_datapoint_time": 1760184300000,
    "evaluation_time": 1760184693714,
    "expiration_time": 1766664300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 59,
            "offset": 0,
            "std": 1.3211
        }
    }
}

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)