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Trade: LDO/USDT/360/SSF/SMA/3025

Strategy
LDO/USDT/360/SSF/SMA/3025
Pair
LDO_USDT
Interval
6h
Score
463714
Daily Profit
0.207886
Profit Factor
2.660033
Profitability
82.051282
Streak
156.134564
Best Strategy
Training Data Length
1238.500000
Evaluation Time
2025-09-28 18:13
Expiration Time
2025-11-04 17:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 266757.6432 257466.9631 9290.6801 133786.6045 125369.5243 8417.0802
Total P&L (%) 266.7576 257.467 9.2907 133.7866 125.3695 8.4171
Avg Daily Profit (%) 0.2154 0.2079 0.0075 0.0686 0.0656 0.0065
Buy And Hold Return (%) 73.2692 73.2692 73.2692 73.2692 73.2692 73.2692
Max Trade Drawdown -204321 -53022 -209927 -239443 -126359 -232786
Profit Factor 1.5419 2.66 1.0276 1.2591 1.6483 1.0261
Total Trades 79 39 40 79 39 40
Winning Trades 65 32 33 63 31 32
Losing Trades 14 7 7 16 8 8
Profitability (%) 82.2785 82.0513 82.5 79.7468 79.4872 80
Ratio Avg Win / Avg Loss 0.3321 0.5819 0.218 0.3198 0.4254 0.2565
Largest Winning Trade 38650 38650 33246 102693 35245 102693
Largest Losing Trade -143110 -50246 -143110 -208155 -119902 -208155
Avg Bars in Trades 59 68 49 59 68 49
Avg Bars in Winners 33 37 30 38 40 37
Avg Bars in Losers 177 214 139 140 180 99
Bars Traded 4684 2686 1998 4684 2686 1998
Profit Streak 28.6346 156.1346 28.6346 28.6346 156.1346 28.6346
Trades During Streak 2 6 1 2 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -20775 463714 -535767 -137366 -108485 -538950
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4954,
    "evaluation_days": 1238.5,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1655164800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759072426295,
    "expiration_time": 1762270992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 20,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 144,
            "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": [
        [
            266757.6432339833,
            257466.963141652,
            9290.6800923311,
            133786.6045004577,
            125369.5242697758,
            8417.0802306819
        ],
        [
            266.757643,
            257.466963,
            9.29068,
            133.786605,
            125.369524,
            8.41708
        ],
        [
            0.215388,
            0.207886,
            0.007502,
            0.068593,
            0.065631,
            0.006525
        ],
        [
            73.269231,
            73.269231,
            73.269231,
            73.269231,
            73.269231,
            73.269231
        ],
        [
            -204321,
            -53022,
            -209927,
            -239443,
            -126359,
            -232786
        ],
        [
            1.541854,
            2.660033,
            1.027552,
            1.259109,
            1.648257,
            1.026064
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            65,
            32,
            33,
            63,
            31,
            32
        ],
        [
            14,
            7,
            7,
            16,
            8,
            8
        ],
        [
            82.278481,
            82.051282,
            82.5,
            79.746835,
            79.487179,
            80
        ],
        [
            0.332092,
            0.581882,
            0.217966,
            0.319774,
            0.425357,
            0.256516
        ],
        [
            38650,
            38650,
            33246,
            102693,
            35245,
            102693
        ],
        [
            -143110,
            -50246,
            -143110,
            -208155,
            -119902,
            -208155
        ],
        [
            59,
            68,
            49,
            59,
            68,
            49
        ],
        [
            33,
            37,
            30,
            38,
            40,
            37
        ],
        [
            177,
            214,
            139,
            140,
            180,
            99
        ],
        [
            4684,
            2686,
            1998,
            4684,
            2686,
            1998
        ],
        [
            28.634563,
            156.134564,
            28.634564,
            28.634564,
            156.134564,
            28.634564
        ],
        [
            2,
            6,
            1,
            2,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -20775,
            463714,
            -535767,
            -137366,
            -108485,
            -538950
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4954,
    "evaluation_days": 1238.5,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1655164800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759072426295,
    "expiration_time": 1762270992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 20,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 144,
            "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)