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Trade: LDO/USDT/360/HL2/MIDPRICE/3756

Strategy
LDO/USDT/360/HL2/MIDPRICE/3756
Pair
LDO_USDT
Interval
6h
Score
399085
Daily Profit
0.208875
Profit Factor
1.492170
Profitability
83.233533
Streak
29.319841
Best Strategy
Training Data Length
1239.000000
Evaluation Time
2025-09-29 04:40
Expiration Time
2025-11-05 06:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 258796.4545 218052.1746 40744.2799 -350604.0277 -60910.8303 -289693.1975
Total P&L (%) 258.7965 218.0522 40.7443 -350.604 -60.9108 -289.6932
Avg Daily Profit (%) 0.2089 0.176 0.0329 0 -0.0758 0
Buy And Hold Return (%) 102.5227 102.5227 102.5227 102.5227 102.5227 102.5227
Max Trade Drawdown -143977 -55315 -148731 -395125 -142711 -326297
Profit Factor 1.4922 2.0787 1.1259 0.5807 0.8297 0.3945
Total Trades 167 83 84 167 83 84
Winning Trades 139 68 71 37 18 19
Losing Trades 28 15 13 130 65 65
Profitability (%) 83.2335 81.9277 84.5238 22.1557 21.6867 22.619
Ratio Avg Win / Avg Loss 0.3006 0.4585 0.2061 2.0403 2.9962 1.3498
Largest Winning Trade 27967 27967 19024 137233 137233 39889
Largest Losing Trade -122815 -54498 -122815 -93111 -31980 -93111
Avg Bars in Trades 27 35 20 27 35 20
Avg Bars in Winners 12 15 9 59 84 36
Avg Bars in Losers 105 126 81 18 22 15
Bars Traded 4665 2945 1719 4665 2945 1719
Profit Streak 29.3198 79.3198 29.3198 0 0 0
Trades During Streak 10 7 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399085 292520 -392376 -619198 -622749 -619471
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4956,
    "evaluation_days": 1239,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1656374400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759110034244,
    "expiration_time": 1762315488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "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": [
        [
            258796.4545433765,
            218052.1746440846,
            40744.2798992919,
            -350604.0277283,
            -60910.8302761769,
            -289693.197452123
        ],
        [
            258.796455,
            218.052175,
            40.74428,
            -350.604028,
            -60.91083,
            -289.693197
        ],
        [
            0.208875,
            0.17599,
            0.032885,
            0,
            -0.075784,
            0
        ],
        [
            102.522686,
            102.522686,
            102.522686,
            102.522686,
            102.522686,
            102.522686
        ],
        [
            -143977,
            -55315,
            -148731,
            -395125,
            -142711,
            -326297
        ],
        [
            1.49217,
            2.078712,
            1.125876,
            0.580709,
            0.82972,
            0.394547
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            139,
            68,
            71,
            37,
            18,
            19
        ],
        [
            28,
            15,
            13,
            130,
            65,
            65
        ],
        [
            83.233533,
            81.927711,
            84.52381,
            22.155689,
            21.686747,
            22.619048
        ],
        [
            0.300581,
            0.458539,
            0.206146,
            2.04033,
            2.996211,
            1.349767
        ],
        [
            27967,
            27967,
            19024,
            137233,
            137233,
            39889
        ],
        [
            -122815,
            -54498,
            -122815,
            -93111,
            -31980,
            -93111
        ],
        [
            27,
            35,
            20,
            27,
            35,
            20
        ],
        [
            12,
            15,
            9,
            59,
            84,
            36
        ],
        [
            105,
            126,
            81,
            18,
            22,
            15
        ],
        [
            4665,
            2945,
            1719,
            4665,
            2945,
            1719
        ],
        [
            29.319841,
            79.319841,
            29.319841,
            0,
            0,
            0
        ],
        [
            10,
            7,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399085,
            292520,
            -392376,
            -619198,
            -622749,
            -619471
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4956,
    "evaluation_days": 1239,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1656374400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759110034244,
    "expiration_time": 1762315488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "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)