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Trade: LDO/USDT/120/KCL/SMA/1695

Strategy
LDO/USDT/120/KCL/SMA/1695
Pair
LDO_USDT
Interval
2h
Score
522586
Daily Profit
0.377148
Profit Factor
1.711741
Profitability
72.972973
Streak
51.237632
Best Strategy
Training Data Length
1247.170000
Evaluation Time
2025-10-07 16:42
Expiration Time
2025-11-21 11:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 470367.0972 361256.1877 109110.9095 240317.7361 197156.4875 43161.2486
Total P&L (%) 470.3671 361.2562 109.1109 240.3177 197.1565 43.1612
Avg Daily Profit (%) 0.3771 0.2897 0.0875 0.0982 0.0874 0.0288
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85289 -68905 -114568 -290640 -297596 -218913
Profit Factor 1.7117 2.164 1.3113 1.2348 1.4009 1.0811
Total Trades 148 74 74 148 74 74
Winning Trades 108 51 57 108 51 57
Losing Trades 40 23 17 40 23 17
Profitability (%) 72.973 68.9189 77.027 72.973 68.9189 77.027
Ratio Avg Win / Avg Loss 0.634 0.9759 0.3911 0.4573 0.6318 0.3224
Largest Winning Trade 39627 39627 21869 85702 85702 81710
Largest Losing Trade -85289 -39264 -85289 -202676 -202676 -133489
Avg Bars in Trades 96 133 60 96 133 60
Avg Bars in Winners 59 80 40 59 80 40
Avg Bars in Losers 197 249 126 197 249 126
Bars Traded 14333 9848 4485 14333 9848 4485
Profit Streak 51.2376 99.6543 51.2376 51.2376 99.6543 51.2376
Trades During Streak 5 6 2 5 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 522586 -50525 -137358 -58876 -137540 -349008
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14966,
    "evaluation_days": 1247.17,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1652918400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759844531389,
    "expiration_time": 1763717587200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 45,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 116,
            "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": [
        [
            470367.0972484121,
            361256.1877180379,
            109110.9095303748,
            240317.7361448229,
            197156.4875421529,
            43161.2486026699
        ],
        [
            470.367097,
            361.256188,
            109.11091,
            240.317736,
            197.156488,
            43.161249
        ],
        [
            0.377148,
            0.289661,
            0.087487,
            0.098247,
            0.087363,
            0.028773
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85289,
            -68905,
            -114568,
            -290640,
            -297596,
            -218913
        ],
        [
            1.711741,
            2.163984,
            1.311295,
            1.234763,
            1.400932,
            1.081143
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            108,
            51,
            57,
            108,
            51,
            57
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            72.972973,
            68.918919,
            77.027027,
            72.972973,
            68.918919,
            77.027027
        ],
        [
            0.633978,
            0.975915,
            0.391088,
            0.45732,
            0.631793,
            0.322446
        ],
        [
            39627,
            39627,
            21869,
            85702,
            85702,
            81710
        ],
        [
            -85289,
            -39264,
            -85289,
            -202676,
            -202676,
            -133489
        ],
        [
            96,
            133,
            60,
            96,
            133,
            60
        ],
        [
            59,
            80,
            40,
            59,
            80,
            40
        ],
        [
            197,
            249,
            126,
            197,
            249,
            126
        ],
        [
            14333,
            9848,
            4485,
            14333,
            9848,
            4485
        ],
        [
            51.237632,
            99.654298,
            51.237632,
            51.237632,
            99.654298,
            51.237632
        ],
        [
            5,
            6,
            2,
            5,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            522586,
            -50525,
            -137358,
            -58876,
            -137540,
            -349008
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14966,
    "evaluation_days": 1247.17,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1652918400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759844531389,
    "expiration_time": 1763717587200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 45,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 116,
            "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)