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Trade: LDO/USDT/120/PWMA/MIDPOINT/2763

Strategy
LDO/USDT/120/PWMA/MIDPOINT/2763
Pair
LDO_USDT
Interval
2h
Score
362705
Daily Profit
0.238402
Profit Factor
1.257419
Profitability
55.374593
Streak
0.000000
Best Strategy
Training Data Length
1241.750000
Evaluation Time
2025-10-02 06:31
Expiration Time
2025-11-15 20:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296035.2973 259618.5642 36416.733 21520.4363 43103.3482 -21582.9119
Total P&L (%) 296.0353 259.6186 36.4167 21.5204 43.1033 -21.5829
Avg Daily Profit (%) 0.2384 0.2091 0.0293 0.0157 0.0289 -0.0196
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133713 -75951 -132383 -98506 -80388 -120226
Profit Factor 1.2574 1.4874 1.059 1.0274 1.1161 0.948
Total Trades 307 153 154 307 153 154
Winning Trades 170 84 86 170 84 86
Losing Trades 137 69 68 137 69 68
Profitability (%) 55.3746 54.902 55.8442 55.3746 54.902 55.8442
Ratio Avg Win / Avg Loss 1.0133 1.2218 0.8373 0.8279 0.9168 0.7496
Largest Winning Trade 64905 64905 27946 28252 23685 28252
Largest Losing Trade -66582 -46050 -66582 -47704 -33444 -47704
Avg Bars in Trades 47 53 41 47 53 41
Avg Bars in Winners 48 51 44 48 51 44
Avg Bars in Losers 46 56 37 46 56 37
Bars Traded 14633 8257 6376 14633 8257 6376
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362705 353145 -312545 -367547 -249850 -579768
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14901,
    "evaluation_days": 1241.75,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1652976000000,
    "last_datapoint_time": 1759370400000,
    "evaluation_time": 1759375905443,
    "expiration_time": 1763232739200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 124,
            "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": [
        [
            296035.2972507725,
            259618.5642028786,
            36416.7330478936,
            21520.4363449095,
            43103.3482221492,
            -21582.9118772395
        ],
        [
            296.035297,
            259.618564,
            36.416733,
            21.520436,
            43.103348,
            -21.582912
        ],
        [
            0.238402,
            0.209075,
            0.029327,
            0.015698,
            0.028866,
            -0.019578
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133713,
            -75951,
            -132383,
            -98506,
            -80388,
            -120226
        ],
        [
            1.257419,
            1.487435,
            1.058985,
            1.027359,
            1.116115,
            0.948039
        ],
        [
            307,
            153,
            154,
            307,
            153,
            154
        ],
        [
            170,
            84,
            86,
            170,
            84,
            86
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            55.374593,
            54.901961,
            55.844156,
            55.374593,
            54.901961,
            55.844156
        ],
        [
            1.013331,
            1.221821,
            0.837337,
            0.827931,
            0.916809,
            0.749613
        ],
        [
            64905,
            64905,
            27946,
            28252,
            23685,
            28252
        ],
        [
            -66582,
            -46050,
            -66582,
            -47704,
            -33444,
            -47704
        ],
        [
            47,
            53,
            41,
            47,
            53,
            41
        ],
        [
            48,
            51,
            44,
            48,
            51,
            44
        ],
        [
            46,
            56,
            37,
            46,
            56,
            37
        ],
        [
            14633,
            8257,
            6376,
            14633,
            8257,
            6376
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362705,
            353145,
            -312545,
            -367547,
            -249850,
            -579768
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14901,
    "evaluation_days": 1241.75,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1652976000000,
    "last_datapoint_time": 1759370400000,
    "evaluation_time": 1759375905443,
    "expiration_time": 1763232739200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 124,
            "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)