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Trade: LDO/USDT/60/SSF/PWMA/4600

Strategy
LDO/USDT/60/SSF/PWMA/4600
Pair
LDO_USDT
Interval
1h
Score
322514
Daily Profit
0.187660
Profit Factor
1.414036
Profitability
52.727273
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-12 12:56
Expiration Time
2025-12-26 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 231579.2739 195479.4001 36099.8738 -61278.7663 44706.0735 -105984.8398
Total P&L (%) 231.5793 195.4794 36.0999 -61.2788 44.7061 -105.9848
Avg Daily Profit (%) 0.2223 0.1877 0.0347 -0.091 0.0355 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94204 -63138 -93223 -127965 -36259 -135086
Profit Factor 1.2275 1.414 1.0662 0.8564 1.2947 0.6147
Total Trades 331 165 166 331 165 166
Winning Trades 183 87 96 183 87 96
Losing Trades 148 78 70 148 78 70
Profitability (%) 55.287 52.7273 57.8313 55.287 52.7273 57.8313
Ratio Avg Win / Avg Loss 0.9928 1.2678 0.7774 0.6926 1.1608 0.4482
Largest Winning Trade 38829 38829 30934 14183 14183 10679
Largest Losing Trade -93223 -37949 -93223 -127965 -25214 -127965
Avg Bars in Trades 74 77 71 74 77 71
Avg Bars in Winners 64 62 67 64 62 67
Avg Bars in Losers 85 93 76 85 93 76
Bars Traded 24586 12760 11827 24586 12760 11827
Profit Streak 3.4144 0 5.0811 3.4144 0 5.0811
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 267941 322514 -296544 -579121 -146588 -578733
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670259600000,
    "first_datapoint_time": 1671102000000,
    "last_datapoint_time": 1760259600000,
    "evaluation_time": 1760263005508,
    "expiration_time": 1766739600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 247,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "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": [
        [
            231579.2738888398,
            195479.400117321,
            36099.8737715187,
            -61278.7662819475,
            44706.0734920021,
            -105984.8397739496
        ],
        [
            231.579274,
            195.4794,
            36.099874,
            -61.278766,
            44.706073,
            -105.98484
        ],
        [
            0.222315,
            0.18766,
            0.034656,
            -0.091041,
            0.035481,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94204,
            -63138,
            -93223,
            -127965,
            -36259,
            -135086
        ],
        [
            1.227527,
            1.414036,
            1.066156,
            0.856407,
            1.294728,
            0.614695
        ],
        [
            331,
            165,
            166,
            331,
            165,
            166
        ],
        [
            183,
            87,
            96,
            183,
            87,
            96
        ],
        [
            148,
            78,
            70,
            148,
            78,
            70
        ],
        [
            55.287009,
            52.727273,
            57.831325,
            55.287009,
            52.727273,
            57.831325
        ],
        [
            0.992754,
            1.267757,
            0.777405,
            0.692613,
            1.16079,
            0.448215
        ],
        [
            38829,
            38829,
            30934,
            14183,
            14183,
            10679
        ],
        [
            -93223,
            -37949,
            -93223,
            -127965,
            -25214,
            -127965
        ],
        [
            74,
            77,
            71,
            74,
            77,
            71
        ],
        [
            64,
            62,
            67,
            64,
            62,
            67
        ],
        [
            85,
            93,
            76,
            85,
            93,
            76
        ],
        [
            24586,
            12760,
            11827,
            24586,
            12760,
            11827
        ],
        [
            3.414415,
            0,
            5.081082,
            3.414416,
            0,
            5.081082
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            267941,
            322514,
            -296544,
            -579121,
            -146588,
            -578733
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670259600000,
    "first_datapoint_time": 1671102000000,
    "last_datapoint_time": 1760259600000,
    "evaluation_time": 1760263005508,
    "expiration_time": 1766739600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 247,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "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)