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Trade: LDO/USDT/240/SSF/KCL/8469

Strategy
LDO/USDT/240/SSF/KCL/8469
Pair
LDO_USDT
Interval
4h
Score
452375
Daily Profit
0.317287
Profit Factor
1.588693
Profitability
65.765766
Streak
29.209962
Best Strategy
Training Data Length
1234.330000
Evaluation Time
2025-09-27 16:02
Expiration Time
2025-10-31 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 172007.1769 229544.7675 -57537.5906 4890753.392 1929989.1408 2960764.2512
Total P&L (%) 172.0072 229.5448 -57.5376 4890.7534 1929.9891 2960.7643
Avg Daily Profit (%) 0.1394 0.186 -0.0466 0.3173 0.2442 0.2776
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -243222 -59740 -274501 -1575470 -1665244 -1447940
Profit Factor 1.2428 2.2912 0.8916 1.5887 1.4876 1.6807
Total Trades 111 55 56 111 55 56
Winning Trades 83 40 43 73 36 37
Losing Trades 28 15 13 38 19 19
Profitability (%) 74.7748 72.7273 76.7857 65.7658 65.4545 66.0714
Ratio Avg Win / Avg Loss 0.4193 0.8592 0.2695 0.827 0.7851 0.8631
Largest Winning Trade 47223 47223 34475 1326401 895511 1326401
Largest Losing Trade -243222 -28990 -243222 -986782 -929864 -986782
Avg Bars in Trades 65 46 84 65 46 84
Avg Bars in Winners 46 33 58 51 34 69
Avg Bars in Losers 122 79 170 91 69 114
Bars Traded 7267 2543 4724 7267 2543 4724
Profit Streak 29.21 89.3766 29.21 29.21 89.3766 29.21
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -4144 -167063 -756820 452375 -169112 -168324
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7406,
    "evaluation_days": 1234.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1653249600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758978140760,
    "expiration_time": 1761914592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 47,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            172007.1768876036,
            229544.767461367,
            -57537.5905737635,
            4890753.392023557,
            1929989.1408050759,
            2960764.251218482
        ],
        [
            172.007177,
            229.544767,
            -57.537591,
            4890.753392,
            1929.989141,
            2960.764251
        ],
        [
            0.139353,
            0.185967,
            -0.046614,
            0.317287,
            0.244205,
            0.277559
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -243222,
            -59740,
            -274501,
            -1575470,
            -1665244,
            -1447940
        ],
        [
            1.242784,
            2.291169,
            0.891581,
            1.588693,
            1.487593,
            1.680696
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            83,
            40,
            43,
            73,
            36,
            37
        ],
        [
            28,
            15,
            13,
            38,
            19,
            19
        ],
        [
            74.774775,
            72.727273,
            76.785714,
            65.765766,
            65.454545,
            66.071429
        ],
        [
            0.419253,
            0.859188,
            0.269548,
            0.826991,
            0.785119,
            0.86306
        ],
        [
            47223,
            47223,
            34475,
            1326401,
            895511,
            1326401
        ],
        [
            -243222,
            -28990,
            -243222,
            -986782,
            -929864,
            -986782
        ],
        [
            65,
            46,
            84,
            65,
            46,
            84
        ],
        [
            46,
            33,
            58,
            51,
            34,
            69
        ],
        [
            122,
            79,
            170,
            91,
            69,
            114
        ],
        [
            7267,
            2543,
            4724,
            7267,
            2543,
            4724
        ],
        [
            29.209962,
            89.376629,
            29.209962,
            29.209962,
            89.376629,
            29.209962
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -4144,
            -167063,
            -756820,
            452375,
            -169112,
            -168324
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7406,
    "evaluation_days": 1234.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1653249600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758978140760,
    "expiration_time": 1761914592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 47,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)