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Trade: LDO/USDT/60/BBM/SINWMA/5687

Strategy
LDO/USDT/60/BBM/SINWMA/5687
Pair
LDO_USDT
Interval
1h
Score
456902
Daily Profit
0.164132
Profit Factor
2.248733
Profitability
60.000000
Streak
92.903353
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-06 07:40
Expiration Time
2025-12-20 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 250611.244 170971.1614 79640.0826 174136.1674 74475.2906 99660.8768
Total P&L (%) 250.6112 170.9712 79.6401 174.1362 74.4753 99.6609
Avg Daily Profit (%) 0.2406 0.1641 0.0765 0.0969 0.0534 0.0664
Buy And Hold Return (%) 19.5719 19.5719 19.5719 19.5719 19.5719 19.5719
Max Trade Drawdown -80540 -56275 -47030 -186647 -145720 -90890
Profit Factor 1.8108 2.2487 1.4626 1.4323 1.3784 1.4838
Total Trades 61 30 31 61 30 31
Winning Trades 39 18 21 39 18 21
Losing Trades 22 12 10 22 12 10
Profitability (%) 63.9344 60 67.7419 63.9344 60 67.7419
Ratio Avg Win / Avg Loss 1.0215 1.4992 0.6965 0.8079 0.9189 0.7066
Largest Winning Trade 67220 67220 23224 82388 82388 50297
Largest Losing Trade -76870 -22026 -76870 -76870 -68108 -76870
Avg Bars in Trades 391 413 370 391 413 370
Avg Bars in Winners 277 287 268 277 287 268
Avg Bars in Losers 594 602 583 594 602 583
Bars Traded 23890 12413 11477 23890 12413 11477
Profit Streak 64.9867 92.9034 64.9867 64.9867 92.9034 64.9867
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152461 456902 -90385 -227190 -122832 -102771
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669723200000,
    "first_datapoint_time": 1671397200000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759725649715,
    "expiration_time": 1766203200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 250,
            "offset": 0,
            "std": 3.50018
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 216,
            "offset": 250
        }
    }
}
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": [
        [
            250611.2440224344,
            170971.1614079284,
            79640.082614506,
            174136.1673961085,
            74475.2905749307,
            99660.8768211778
        ],
        [
            250.611244,
            170.971161,
            79.640083,
            174.136167,
            74.475291,
            99.660877
        ],
        [
            0.240586,
            0.164132,
            0.076454,
            0.096858,
            0.053449,
            0.066401
        ],
        [
            19.571865,
            19.571865,
            19.571865,
            19.571865,
            19.571865,
            19.571865
        ],
        [
            -80540,
            -56275,
            -47030,
            -186647,
            -145720,
            -90890
        ],
        [
            1.810806,
            2.248733,
            1.462558,
            1.432267,
            1.378377,
            1.483754
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            22,
            12,
            10,
            22,
            12,
            10
        ],
        [
            63.934426,
            60,
            67.741935,
            63.934426,
            60,
            67.741935
        ],
        [
            1.02148,
            1.499155,
            0.696456,
            0.807946,
            0.918918,
            0.70655
        ],
        [
            67220,
            67220,
            23224,
            82388,
            82388,
            50297
        ],
        [
            -76870,
            -22026,
            -76870,
            -76870,
            -68108,
            -76870
        ],
        [
            391,
            413,
            370,
            391,
            413,
            370
        ],
        [
            277,
            287,
            268,
            277,
            287,
            268
        ],
        [
            594,
            602,
            583,
            594,
            602,
            583
        ],
        [
            23890,
            12413,
            11477,
            23890,
            12413,
            11477
        ],
        [
            64.986686,
            92.903353,
            64.986686,
            64.986686,
            92.903353,
            64.986687
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152461,
            456902,
            -90385,
            -227190,
            -122832,
            -102771
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669723200000,
    "first_datapoint_time": 1671397200000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759725649715,
    "expiration_time": 1766203200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 250,
            "offset": 0,
            "std": 3.50018
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 216,
            "offset": 250
        }
    }
}

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)