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Trade: LPT/USDT/30/SSF/SINWMA/8170

Strategy
LPT/USDT/30/SSF/SINWMA/8170
Pair
LPT_USDT
Interval
30m
Score
320824
Daily Profit
0.286265
Profit Factor
1.253912
Profitability
49.681529
Streak
5.492396
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-01 20:19
Expiration Time
2025-12-15 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 150158.4209 104774.4353 45383.9857 -70504.1912 343188.1069 -413692.2981
Total P&L (%) 150.1584 104.7744 45.384 -70.5042 343.1881 -413.6923
Avg Daily Profit (%) 0.2883 0.2012 0.0871 -0.2341 0.2863 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -180159 -62430 -128561 -1266284 -359555 -1160039
Profit Factor 1.1742 1.2591 1.0992 0.979 1.2539 0.7932
Total Trades 314 157 157 314 157 157
Winning Trades 164 78 86 164 78 86
Losing Trades 150 79 71 150 79 71
Profitability (%) 52.2293 49.6815 54.7771 52.2293 49.6815 54.7771
Ratio Avg Win / Avg Loss 1.074 1.2752 0.9075 0.8954 1.27 0.6549
Largest Winning Trade 41526 41526 20103 350401 350401 94965
Largest Losing Trade -93339 -18229 -93339 -969699 -113149 -969699
Avg Bars in Trades 79 77 80 79 77 80
Avg Bars in Winners 82 80 83 82 80 83
Avg Bars in Losers 76 74 77 76 74 77
Bars Traded 24862 12191 12671 24862 12191 12671
Profit Streak 1.6174 5.4924 0 1.6174 5.4924 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 -21572 295780 -191136 -581828 320824 -580460
Evaluation Data
{
    "trading_pair": "LPT_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714339800000,
    "first_datapoint_time": 1714523400000,
    "last_datapoint_time": 1759338000000,
    "evaluation_time": 1759339142974,
    "expiration_time": 1765818000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 235,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 103,
            "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": [
        [
            150158.4209272644,
            104774.4352715861,
            45383.9856556778,
            -70504.1912168639,
            343188.1068732736,
            -413692.2980901388
        ],
        [
            150.158421,
            104.774435,
            45.383986,
            -70.504191,
            343.188107,
            -413.692298
        ],
        [
            0.288306,
            0.201168,
            0.087138,
            -0.234144,
            0.286265,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -180159,
            -62430,
            -128561,
            -1266284,
            -359555,
            -1160039
        ],
        [
            1.174209,
            1.259095,
            1.099187,
            0.978968,
            1.253912,
            0.793211
        ],
        [
            314,
            157,
            157,
            314,
            157,
            157
        ],
        [
            164,
            78,
            86,
            164,
            78,
            86
        ],
        [
            150,
            79,
            71,
            150,
            79,
            71
        ],
        [
            52.229299,
            49.681529,
            54.77707,
            52.229299,
            49.681529,
            54.77707
        ],
        [
            1.073972,
            1.275237,
            0.907469,
            0.895397,
            1.269987,
            0.65486
        ],
        [
            41526,
            41526,
            20103,
            350401,
            350401,
            94965
        ],
        [
            -93339,
            -18229,
            -93339,
            -969699,
            -113149,
            -969699
        ],
        [
            79,
            77,
            80,
            79,
            77,
            80
        ],
        [
            82,
            80,
            83,
            82,
            80,
            83
        ],
        [
            76,
            74,
            77,
            76,
            74,
            77
        ],
        [
            24862,
            12191,
            12671,
            24862,
            12191,
            12671
        ],
        [
            1.617395,
            5.492395,
            0,
            1.617395,
            5.492396,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21572,
            295780,
            -191136,
            -581828,
            320824,
            -580460
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LPT_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714339800000,
    "first_datapoint_time": 1714523400000,
    "last_datapoint_time": 1759338000000,
    "evaluation_time": 1759339142974,
    "expiration_time": 1765818000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 235,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 103,
            "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)