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Trade: LDO/USDT/120/BBM/MIDPRICE/4434

Strategy
LDO/USDT/120/BBM/MIDPRICE/4434
Pair
LDO_USDT
Interval
2h
Score
503519
Daily Profit
0.346942
Profit Factor
1.766576
Profitability
61.194030
Streak
19.802643
Best Strategy
Training Data Length
1251.000000
Evaluation Time
2025-10-11 12:15
Expiration Time
2025-11-25 10:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 434024.0182 333806.2361 100217.7821 1112911.2646 615203.5853 497707.6794
Total P&L (%) 434.024 333.8062 100.2178 1112.9113 615.2036 497.7077
Avg Daily Profit (%) 0.3469 0.2668 0.0801 0.1997 0.1574 0.143
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76076 -39030 -89824 -673088 -432350 -408785
Profit Factor 1.7666 2.4623 1.2966 1.5638 1.6893 1.4602
Total Trades 134 67 67 134 67 67
Winning Trades 82 40 42 82 40 42
Losing Trades 52 27 25 52 27 25
Profitability (%) 61.194 59.7015 62.6866 61.194 59.7015 62.6866
Ratio Avg Win / Avg Loss 1.1203 1.662 0.7718 0.9917 1.1403 0.8692
Largest Winning Trade 65663 65663 25036 336038 336038 199764
Largest Losing Trade -53996 -36638 -53996 -249871 -249871 -223359
Avg Bars in Trades 108 129 87 108 129 87
Avg Bars in Winners 106 136 77 106 136 77
Avg Bars in Losers 111 118 104 111 118 104
Bars Traded 14520 8672 5848 14520 8672 5848
Profit Streak 19.8026 19.8026 85.7193 19.8026 19.8026 85.7193
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 503519 -101981 -201224 393669 -105103 -116341
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 15012,
    "evaluation_days": 1251,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653609600000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760174148376,
    "expiration_time": 1764060710400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 71,
            "offset": 0,
            "std": 4.70834
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 212,
            "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": [
        [
            434024.0181547658,
            333806.2360931745,
            100217.7820615914,
            1112911.2646407615,
            615203.5852635517,
            497707.6793772094
        ],
        [
            434.024018,
            333.806236,
            100.217782,
            1112.911265,
            615.203585,
            497.707679
        ],
        [
            0.346942,
            0.266832,
            0.08011,
            0.199688,
            0.15739,
            0.143022
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76076,
            -39030,
            -89824,
            -673088,
            -432350,
            -408785
        ],
        [
            1.766576,
            2.462253,
            1.296587,
            1.563784,
            1.68932,
            1.460191
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            82,
            40,
            42,
            82,
            40,
            42
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            61.19403,
            59.701493,
            62.686567,
            61.19403,
            59.701493,
            62.686567
        ],
        [
            1.120268,
            1.662021,
            0.771778,
            0.991668,
            1.140291,
            0.869161
        ],
        [
            65663,
            65663,
            25036,
            336038,
            336038,
            199764
        ],
        [
            -53996,
            -36638,
            -53996,
            -249871,
            -249871,
            -223359
        ],
        [
            108,
            129,
            87,
            108,
            129,
            87
        ],
        [
            106,
            136,
            77,
            106,
            136,
            77
        ],
        [
            111,
            118,
            104,
            111,
            118,
            104
        ],
        [
            14520,
            8672,
            5848,
            14520,
            8672,
            5848
        ],
        [
            19.802643,
            19.802643,
            85.71931,
            19.802643,
            19.802643,
            85.71931
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            503519,
            -101981,
            -201224,
            393669,
            -105103,
            -116341
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 15012,
    "evaluation_days": 1251,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653609600000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760174148376,
    "expiration_time": 1764060710400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 71,
            "offset": 0,
            "std": 4.70834
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 212,
            "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)