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Trade: LDO/USDT/360/SSF/WMA/6462

Strategy
LDO/USDT/360/SSF/WMA/6462
Pair
LDO_USDT
Interval
6h
Score
513798
Daily Profit
0.194212
Profit Factor
2.350213
Profitability
59.090909
Streak
44.836125
Best Strategy
Training Data Length
1248.750000
Evaluation Time
2025-10-08 23:04
Expiration Time
2025-11-15 07:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 190273.7154 242522.4142 -52248.6988 -343150.8452 -71888.909 -271261.9361
Total P&L (%) 190.2737 242.5224 -52.2487 -343.1508 -71.8889 -271.2619
Avg Daily Profit (%) 0.1524 0.1942 -0.0418 0 -0.1016 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -225965 -62573 -231781 -408964 -158782 -328253
Profit Factor 1.3302 2.3502 0.8683 0.5927 0.7512 0.5099
Total Trades 88 44 44 88 44 44
Winning Trades 55 26 29 34 19 15
Losing Trades 33 18 15 54 25 29
Profitability (%) 62.5 59.0909 65.9091 38.6364 43.1818 34.0909
Ratio Avg Win / Avg Loss 0.7981 1.6271 0.4491 0.9413 0.9884 0.9858
Largest Winning Trade 61985 61985 31178 150602 53909 150602
Largest Losing Trade -175816 -28186 -175816 -291528 -75702 -291528
Avg Bars in Trades 54 58 50 54 58 50
Avg Bars in Winners 36 42 31 77 78 76
Avg Bars in Losers 83 80 86 39 42 37
Bars Traded 4776 2552 2224 4776 2552 2224
Profit Streak 44.8361 44.8361 46.3361 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339927 513798 -577669 -584962 -583371 -586906
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4995,
    "evaluation_days": 1248.75,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1653825600000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759953841190,
    "expiration_time": 1763183160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 63,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 82,
            "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": [
        [
            190273.7154403115,
            242522.4141929878,
            -52248.6987526763,
            -343150.8451576316,
            -71888.9090133814,
            -271261.9361442501
        ],
        [
            190.273715,
            242.522414,
            -52.248699,
            -343.150845,
            -71.888909,
            -271.261936
        ],
        [
            0.152371,
            0.194212,
            -0.041841,
            0,
            -0.10157,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -225965,
            -62573,
            -231781,
            -408964,
            -158782,
            -328253
        ],
        [
            1.330167,
            2.350213,
            0.868284,
            0.59268,
            0.751214,
            0.509916
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            55,
            26,
            29,
            34,
            19,
            15
        ],
        [
            33,
            18,
            15,
            54,
            25,
            29
        ],
        [
            62.5,
            59.090909,
            65.909091,
            38.636364,
            43.181818,
            34.090909
        ],
        [
            0.7981,
            1.62707,
            0.449113,
            0.941316,
            0.98844,
            0.985838
        ],
        [
            61985,
            61985,
            31178,
            150602,
            53909,
            150602
        ],
        [
            -175816,
            -28186,
            -175816,
            -291528,
            -75702,
            -291528
        ],
        [
            54,
            58,
            50,
            54,
            58,
            50
        ],
        [
            36,
            42,
            31,
            77,
            78,
            76
        ],
        [
            83,
            80,
            86,
            39,
            42,
            37
        ],
        [
            4776,
            2552,
            2224,
            4776,
            2552,
            2224
        ],
        [
            44.836125,
            44.836125,
            46.336125,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339927,
            513798,
            -577669,
            -584962,
            -583371,
            -586906
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4995,
    "evaluation_days": 1248.75,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1653825600000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759953841190,
    "expiration_time": 1763183160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 63,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 82,
            "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)