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Trade: LDO/USDT/60/SSF/MIDPRICE/4081

Strategy
LDO/USDT/60/SSF/MIDPRICE/4081
Pair
LDO_USDT
Interval
1h
Score
481473
Daily Profit
0.390871
Profit Factor
1.552381
Profitability
62.149533
Streak
21.534316
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-01 03:49
Expiration Time
2025-12-15 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 407158.7515 285181.6428 121977.1087 946158.3821 400591.2096 545567.1725
Total P&L (%) 407.1588 285.1816 121.9771 946.1584 400.5912 545.5672
Avg Daily Profit (%) 0.3909 0.2738 0.1171 0.2256 0.1547 0.1792
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91770 -84017 -63739 -893089 -860774 -431065
Profit Factor 1.5524 1.7947 1.3225 1.2721 1.2039 1.3608
Total Trades 214 107 107 214 107 107
Winning Trades 133 67 66 133 67 66
Losing Trades 81 40 41 81 40 41
Profitability (%) 62.1495 62.6168 61.6822 62.1495 62.6168 61.6822
Ratio Avg Win / Avg Loss 0.9454 1.0715 0.8215 0.7747 0.7187 0.8453
Largest Winning Trade 31260 31260 28499 282520 201682 282520
Largest Losing Trade -55883 -38549 -55883 -346593 -346593 -221878
Avg Bars in Trades 114 125 103 114 125 103
Avg Bars in Winners 105 115 94 105 115 94
Avg Bars in Losers 129 143 116 129 143 116
Bars Traded 24499 13475 11024 24499 13475 11024
Profit Streak 21.5343 21.5343 21.7427 21.5343 21.5343 21.7427
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 481473 448602 -35828 383969 251295 321897
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669276800000,
    "first_datapoint_time": 1670140800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759279764940,
    "expiration_time": 1765756800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 85,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 241,
            "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": [
        [
            407158.7515300217,
            285181.6428198625,
            121977.1087101591,
            946158.3821032497,
            400591.2096274419,
            545567.1724758077
        ],
        [
            407.158752,
            285.181643,
            121.977109,
            946.158382,
            400.59121,
            545.567172
        ],
        [
            0.390871,
            0.273774,
            0.117098,
            0.225634,
            0.154739,
            0.179196
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91770,
            -84017,
            -63739,
            -893089,
            -860774,
            -431065
        ],
        [
            1.552381,
            1.794724,
            1.322474,
            1.2721,
            1.203852,
            1.36079
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            62.149533,
            62.616822,
            61.682243,
            62.149533,
            62.616822,
            61.682243
        ],
        [
            0.945435,
            1.071477,
            0.821537,
            0.774737,
            0.718718,
            0.845339
        ],
        [
            31260,
            31260,
            28499,
            282520,
            201682,
            282520
        ],
        [
            -55883,
            -38549,
            -55883,
            -346593,
            -346593,
            -221878
        ],
        [
            114,
            125,
            103,
            114,
            125,
            103
        ],
        [
            105,
            115,
            94,
            105,
            115,
            94
        ],
        [
            129,
            143,
            116,
            129,
            143,
            116
        ],
        [
            24499,
            13475,
            11024,
            24499,
            13475,
            11024
        ],
        [
            21.534316,
            21.534316,
            21.74265,
            21.534316,
            21.534316,
            21.74265
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            481473,
            448602,
            -35828,
            383969,
            251295,
            321897
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669276800000,
    "first_datapoint_time": 1670140800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759279764940,
    "expiration_time": 1765756800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 85,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 241,
            "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)