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Trade: LDO/USDT/60/SSF/SMA/6439

Strategy
LDO/USDT/60/SSF/SMA/6439
Pair
LDO_USDT
Interval
1h
Score
452452
Daily Profit
0.200738
Profit Factor
1.642265
Profitability
61.797753
Streak
32.759234
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-07 13:13
Expiration Time
2025-12-21 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 251963.3043 209103.1283 42860.176 -14867.5838 51409.404 -66276.9878
Total P&L (%) 251.9633 209.1031 42.8602 -14.8676 51.4094 -66.277
Avg Daily Profit (%) 0.2419 0.2007 0.0411 -0.0155 0.0398 -0.1043
Buy And Hold Return (%) 18.1467 18.1467 18.1467 18.1467 18.1467 18.1467
Max Trade Drawdown -104124 -84201 -87889 -183714 -134672 -126233
Profit Factor 1.3578 1.6423 1.1132 0.9813 1.144 0.8482
Total Trades 178 89 89 178 89 89
Winning Trades 118 55 63 118 55 63
Losing Trades 60 34 26 60 34 26
Profitability (%) 66.2921 61.7978 70.7865 66.2921 61.7978 70.7865
Ratio Avg Win / Avg Loss 0.6904 1.0152 0.4594 0.4989 0.7072 0.35
Largest Winning Trade 36100 36100 30224 49914 39933 49914
Largest Losing Trade -85601 -44653 -85601 -111223 -105559 -111223
Avg Bars in Trades 137 145 130 137 145 130
Avg Bars in Winners 96 101 91 96 101 91
Avg Bars in Losers 219 216 223 219 216 223
Bars Traded 24504 12930 11574 24504 12930 11574
Profit Streak 32.0509 32.7592 32.0509 32.0509 32.7592 32.0509
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407843 452452 -236417 -576198 -203865 -577124
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669827600000,
    "first_datapoint_time": 1670418000000,
    "last_datapoint_time": 1759827600000,
    "evaluation_time": 1759831997831,
    "expiration_time": 1766307600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 124,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 165,
            "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": [
        [
            251963.3043135563,
            209103.1282911737,
            42860.1760223825,
            -14867.5837936848,
            51409.4040151222,
            -66276.9878088069
        ],
        [
            251.963304,
            209.103128,
            42.860176,
            -14.867584,
            51.409404,
            -66.276988
        ],
        [
            0.241884,
            0.200738,
            0.041146,
            -0.015451,
            0.03983,
            -0.104296
        ],
        [
            18.146718,
            18.146718,
            18.146718,
            18.146718,
            18.146718,
            18.146718
        ],
        [
            -104124,
            -84201,
            -87889,
            -183714,
            -134672,
            -126233
        ],
        [
            1.357841,
            1.642265,
            1.113222,
            0.981266,
            1.143951,
            0.848156
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            118,
            55,
            63,
            118,
            55,
            63
        ],
        [
            60,
            34,
            26,
            60,
            34,
            26
        ],
        [
            66.292135,
            61.797753,
            70.786517,
            66.292135,
            61.797753,
            70.786517
        ],
        [
            0.690427,
            1.015218,
            0.459425,
            0.498949,
            0.70717,
            0.350033
        ],
        [
            36100,
            36100,
            30224,
            49914,
            39933,
            49914
        ],
        [
            -85601,
            -44653,
            -85601,
            -111223,
            -105559,
            -111223
        ],
        [
            137,
            145,
            130,
            137,
            145,
            130
        ],
        [
            96,
            101,
            91,
            96,
            101,
            91
        ],
        [
            219,
            216,
            223,
            219,
            216,
            223
        ],
        [
            24504,
            12930,
            11574,
            24504,
            12930,
            11574
        ],
        [
            32.0509,
            32.759234,
            32.0509,
            32.050901,
            32.759234,
            32.050901
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407843,
            452452,
            -236417,
            -576198,
            -203865,
            -577124
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669827600000,
    "first_datapoint_time": 1670418000000,
    "last_datapoint_time": 1759827600000,
    "evaluation_time": 1759831997831,
    "expiration_time": 1766307600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 124,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 165,
            "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)