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Trade: LDO/USDT/720/DEMA/MIDPRICE/9956

Strategy
LDO/USDT/720/DEMA/MIDPRICE/9956
Pair
LDO_USDT
Interval
12h
Score
356961
Daily Profit
0.226326
Profit Factor
2.629098
Profitability
58.974359
Streak
72.292355
Best Strategy
Training Data Length
1250.000000
Evaluation Time
2025-10-09 22:00
Expiration Time
2025-11-16 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 332174.7151 282908.0606 49266.6545 426420.2396 270099.4953 156320.7444
Total P&L (%) 332.1747 282.9081 49.2667 426.4202 270.0995 156.3207
Avg Daily Profit (%) 0.2657 0.2263 0.0394 0.133 0.1047 0.0753
Buy And Hold Return (%) 124.6838 124.6838 124.6838 124.6838 124.6838 124.6838
Max Trade Drawdown -73959 -59880 -70774 -238971 -216898 -174262
Profit Factor 1.8089 2.6291 1.2079 1.436 1.5145 1.3451
Total Trades 77 39 38 77 39 38
Winning Trades 44 23 21 44 23 21
Losing Trades 33 16 17 33 16 17
Profitability (%) 57.1429 58.9744 55.2632 57.1429 58.9744 55.2632
Ratio Avg Win / Avg Loss 1.3566 1.8289 0.9778 1.077 1.0536 1.0889
Largest Winning Trade 106615 106615 33506 144613 144613 89334
Largest Losing Trade -47416 -37928 -47416 -127912 -127912 -56128
Avg Bars in Trades 30 39 21 30 39 21
Avg Bars in Winners 33 37 28 33 37 28
Avg Bars in Losers 26 42 11 26 42 11
Bars Traded 2334 1534 800 2334 1534 800
Profit Streak 72.2924 72.2924 311.2924 72.2924 72.2924 311.2924
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -36554 356961 -305839 -60992 -55383 -176505
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2500,
    "evaluation_days": 1250,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1656460800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760036459479,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "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": [
        [
            332174.7150721696,
            282908.060598417,
            49266.6544737524,
            426420.2396409905,
            270099.4952646451,
            156320.7443763455
        ],
        [
            332.174715,
            282.908061,
            49.266654,
            426.42024,
            270.099495,
            156.320744
        ],
        [
            0.26574,
            0.226326,
            0.039413,
            0.132963,
            0.104743,
            0.075329
        ],
        [
            124.683794,
            124.683794,
            124.683794,
            124.683794,
            124.683794,
            124.683794
        ],
        [
            -73959,
            -59880,
            -70774,
            -238971,
            -216898,
            -174262
        ],
        [
            1.808858,
            2.629098,
            1.207866,
            1.436043,
            1.51453,
            1.345089
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            57.142857,
            58.974359,
            55.263158,
            57.142857,
            58.974359,
            55.263158
        ],
        [
            1.356644,
            1.828938,
            0.977796,
            1.077032,
            1.053586,
            1.088881
        ],
        [
            106615,
            106615,
            33506,
            144613,
            144613,
            89334
        ],
        [
            -47416,
            -37928,
            -47416,
            -127912,
            -127912,
            -56128
        ],
        [
            30,
            39,
            21,
            30,
            39,
            21
        ],
        [
            33,
            37,
            28,
            33,
            37,
            28
        ],
        [
            26,
            42,
            11,
            26,
            42,
            11
        ],
        [
            2334,
            1534,
            800,
            2334,
            1534,
            800
        ],
        [
            72.292355,
            72.292355,
            311.292355,
            72.292355,
            72.292355,
            311.292355
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -36554,
            356961,
            -305839,
            -60992,
            -55383,
            -176505
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2500,
    "evaluation_days": 1250,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1656460800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760036459479,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "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)