← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: LDO/USDT/5/T3/SMA/2777

Strategy
LDO/USDT/5/T3/SMA/2777
Pair
LDO_USDT
Interval
5m
Score
303075
Daily Profit
1.356228
Profit Factor
2.238297
Profitability
40.909091
Streak
3.679736
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-05 07:13
Expiration Time
2025-12-19 06:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 117734.1515 89558.6852 28175.4664 156063.5948 103819.5456 52244.0492
Total P&L (%) 117.7342 89.5587 28.1755 156.0636 103.8195 52.244
Avg Daily Profit (%) 1.3562 1.0317 0.3246 1.089 0.8236 0.4854
Buy And Hold Return (%) 42.4118 42.4118 42.4118 42.4118 42.4118 42.4118
Max Trade Drawdown -18099 -17239 -10987 -41939 -40649 -17889
Profit Factor 2.2383 2.7347 1.6485 1.8539 1.986 1.6744
Total Trades 88 44 44 88 44 44
Winning Trades 36 16 20 36 16 20
Losing Trades 52 28 24 52 28 24
Profitability (%) 40.9091 36.3636 45.4545 40.9091 36.3636 45.4545
Ratio Avg Win / Avg Loss 3.2331 4.7857 1.9782 2.6779 3.4755 2.0093
Largest Winning Trade 66622 66622 11088 84765 84765 24503
Largest Losing Trade -5354 -4551 -5354 -12028 -10714 -12028
Avg Bars in Trades 274 286 262 274 286 262
Avg Bars in Winners 493 571 431 493 571 431
Avg Bars in Losers 122 122 121 122 122 121
Bars Traded 24128 12585 11542 24128 12585 11542
Profit Streak 3.6797 7.1277 0 3.6797 7.1277 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303075 225390 -157626 296941 237577 -84077
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752137700000,
    "first_datapoint_time": 1752208800000,
    "last_datapoint_time": 1759637400000,
    "evaluation_time": 1759637629180,
    "expiration_time": 1766117400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 129,
            "offset": 0,
            "a": 0.19733
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    }
}
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": [
        [
            117734.1515365505,
            89558.6851744645,
            28175.466362086,
            156063.5948054172,
            103819.5455564967,
            52244.0492489205
        ],
        [
            117.734152,
            89.558685,
            28.175466,
            156.063595,
            103.819546,
            52.244049
        ],
        [
            1.356228,
            1.031663,
            0.324565,
            1.089006,
            0.82363,
            0.485352
        ],
        [
            42.411765,
            42.411765,
            42.411765,
            42.411765,
            42.411765,
            42.411765
        ],
        [
            -18099,
            -17239,
            -10987,
            -41939,
            -40649,
            -17889
        ],
        [
            2.238297,
            2.734676,
            1.648472,
            1.853942,
            1.986018,
            1.674421
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            40.909091,
            36.363636,
            45.454545,
            40.909091,
            36.363636,
            45.454545
        ],
        [
            3.233096,
            4.785683,
            1.978167,
            2.677916,
            3.475531,
            2.009306
        ],
        [
            66622,
            66622,
            11088,
            84765,
            84765,
            24503
        ],
        [
            -5354,
            -4551,
            -5354,
            -12028,
            -10714,
            -12028
        ],
        [
            274,
            286,
            262,
            274,
            286,
            262
        ],
        [
            493,
            571,
            431,
            493,
            571,
            431
        ],
        [
            122,
            122,
            121,
            122,
            122,
            121
        ],
        [
            24128,
            12585,
            11542,
            24128,
            12585,
            11542
        ],
        [
            3.679736,
            7.127652,
            0,
            3.679736,
            7.127653,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303075,
            225390,
            -157626,
            296941,
            237577,
            -84077
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752137700000,
    "first_datapoint_time": 1752208800000,
    "last_datapoint_time": 1759637400000,
    "evaluation_time": 1759637629180,
    "expiration_time": 1766117400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 129,
            "offset": 0,
            "a": 0.19733
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    }
}

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)