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Trade: LDO/USDT/120/FWMA/MIDPOINT/9805

Strategy
LDO/USDT/120/FWMA/MIDPOINT/9805
Pair
LDO_USDT
Interval
2h
Score
473186
Daily Profit
0.149942
Profit Factor
1.557695
Profitability
80.128205
Streak
22.437351
Best Strategy
Training Data Length
1241.330000
Evaluation Time
2025-10-01 19:29
Expiration Time
2025-11-15 10:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 33217.4548 186127.6588 -152910.204 -402937.4617 113153.9395 -516091.4012
Total P&L (%) 33.2175 186.1277 -152.9102 -402.9375 113.1539 -516.0914
Avg Daily Profit (%) 0.0268 0.1499 -0.1232 0 0.061 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -350116 -66112 -326134 -775561 -331961 -747311
Profit Factor 1.0337 1.5577 0.7653 0.847 1.1089 0.6764
Total Trades 313 156 157 313 156 157
Winning Trades 248 125 123 72 35 37
Losing Trades 65 31 34 241 121 120
Profitability (%) 79.2332 80.1282 78.3439 23.0032 22.4359 23.5669
Ratio Avg Win / Avg Loss 0.2709 0.3863 0.2115 2.8351 3.8336 2.1937
Largest Winning Trade 16678 16678 16138 266662 201148 266662
Largest Losing Trade -273848 -37418 -273848 -478381 -62993 -478381
Avg Bars in Trades 45 50 40 45 50 40
Avg Bars in Winners 21 23 20 120 141 99
Avg Bars in Losers 134 156 115 23 23 22
Bars Traded 14220 7830 6390 14220 7830 6390
Profit Streak 16.9374 22.4374 16.9374 0 0 0
Trades During Streak 10 6 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -337904 473186 -574973 -614978 -251967 -613864
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14896,
    "evaluation_days": 1241.33,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653134400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759336187132,
    "expiration_time": 1763195443200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 146,
            "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": [
        [
            33217.4547622646,
            186127.6587827248,
            -152910.2040204601,
            -402937.4616646544,
            113153.9395484395,
            -516091.4012130942
        ],
        [
            33.217455,
            186.127659,
            -152.910204,
            -402.937462,
            113.15394,
            -516.091401
        ],
        [
            0.02676,
            0.149942,
            -0.123183,
            0,
            0.060989,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -350116,
            -66112,
            -326134,
            -775561,
            -331961,
            -747311
        ],
        [
            1.033714,
            1.557695,
            0.765304,
            0.847015,
            1.1089,
            0.676388
        ],
        [
            313,
            156,
            157,
            313,
            156,
            157
        ],
        [
            248,
            125,
            123,
            72,
            35,
            37
        ],
        [
            65,
            31,
            34,
            241,
            121,
            120
        ],
        [
            79.233227,
            80.128205,
            78.343949,
            23.003195,
            22.435897,
            23.566879
        ],
        [
            0.270933,
            0.386308,
            0.211547,
            2.835149,
            3.833626,
            2.193689
        ],
        [
            16678,
            16678,
            16138,
            266662,
            201148,
            266662
        ],
        [
            -273848,
            -37418,
            -273848,
            -478381,
            -62993,
            -478381
        ],
        [
            45,
            50,
            40,
            45,
            50,
            40
        ],
        [
            21,
            23,
            20,
            120,
            141,
            99
        ],
        [
            134,
            156,
            115,
            23,
            23,
            22
        ],
        [
            14220,
            7830,
            6390,
            14220,
            7830,
            6390
        ],
        [
            16.937351,
            22.437351,
            16.937351,
            0,
            0,
            0
        ],
        [
            10,
            6,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -337904,
            473186,
            -574973,
            -614978,
            -251967,
            -613864
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14896,
    "evaluation_days": 1241.33,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653134400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759336187132,
    "expiration_time": 1763195443200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 146,
            "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)