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Trade: LDO/USDT/120/SWMA/MIDPRICE/5694

Strategy
LDO/USDT/120/SWMA/MIDPRICE/5694
Pair
LDO_USDT
Interval
2h
Score
570600
Daily Profit
0.486577
Profit Factor
1.617636
Profitability
53.932584
Streak
12.919983
Best Strategy
Training Data Length
1234.250000
Evaluation Time
2025-09-26 05:04
Expiration Time
2025-11-08 02:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 600558.164 447250.8462 153307.3178 -1810286.086 -122105.6642 -1688180.4218
Total P&L (%) 600.5582 447.2508 153.3073 -1810.2861 -122.1057 -1688.1804
Avg Daily Profit (%) 0.4866 0.3624 0.1242 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160579 -72918 -159188 -3230861 -966049 -2513966
Profit Factor 1.6176 2.0042 1.2909 0.7448 0.9596 0.5856
Total Trades 267 133 134 267 133 134
Winning Trades 144 66 78 126 65 61
Losing Trades 123 67 56 141 68 73
Profitability (%) 53.9326 49.6241 58.209 47.191 48.8722 45.5224
Ratio Avg Win / Avg Loss 1.3817 2.0346 0.9268 0.8335 1.0039 0.7008
Largest Winning Trade 117111 117111 33456 370146 370146 316715
Largest Losing Trade -113605 -35448 -113605 -1706281 -315549 -1706281
Avg Bars in Trades 53 60 47 53 60 47
Avg Bars in Winners 58 63 53 51 62 39
Avg Bars in Losers 48 57 38 56 58 54
Bars Traded 14406 8046 6360 14406 8046 6360
Profit Streak 12.92 12.92 13.0867 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 570600 470856 -26884 -580473 -579751 -582718

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14811,
    "evaluation_days": 1234.25,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1652932800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758852286538,
    "expiration_time": 1762561411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 118,
            "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": [
        [
            600558.1640083591,
            447250.8461758572,
            153307.3178325015,
            -1810286.0859937957,
            -122105.6642053097,
            -1688180.4217884857
        ],
        [
            600.558164,
            447.250846,
            153.307318,
            -1810.286086,
            -122.105664,
            -1688.180422
        ],
        [
            0.486577,
            0.362366,
            0.124211,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160579,
            -72918,
            -159188,
            -3230861,
            -966049,
            -2513966
        ],
        [
            1.617636,
            2.004226,
            1.290916,
            0.744823,
            0.959576,
            0.585585
        ],
        [
            267,
            133,
            134,
            267,
            133,
            134
        ],
        [
            144,
            66,
            78,
            126,
            65,
            61
        ],
        [
            123,
            67,
            56,
            141,
            68,
            73
        ],
        [
            53.932584,
            49.62406,
            58.208955,
            47.191011,
            48.87218,
            45.522388
        ],
        [
            1.381731,
            2.034593,
            0.926812,
            0.833493,
            1.003864,
            0.700783
        ],
        [
            117111,
            117111,
            33456,
            370146,
            370146,
            316715
        ],
        [
            -113605,
            -35448,
            -113605,
            -1706281,
            -315549,
            -1706281
        ],
        [
            53,
            60,
            47,
            53,
            60,
            47
        ],
        [
            58,
            63,
            53,
            51,
            62,
            39
        ],
        [
            48,
            57,
            38,
            56,
            58,
            54
        ],
        [
            14406,
            8046,
            6360,
            14406,
            8046,
            6360
        ],
        [
            12.919983,
            12.919983,
            13.08665,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            570600,
            470856,
            -26884,
            -580473,
            -579751,
            -582718
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14811,
    "evaluation_days": 1234.25,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1652932800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758852286538,
    "expiration_time": 1762561411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 118,
            "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)