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Trade: LDO/USDT/15/T3/WMA/9648

Strategy
LDO/USDT/15/T3/WMA/9648
Pair
LDO_USDT
Interval
15m
Score
402819
Daily Profit
0.650867
Profit Factor
1.554417
Profitability
40.983607
Streak
15.467390
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 04:13
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 169498.8428 95331.2566 74167.5863 221463.2012 112881.9838 108581.2174
Total P&L (%) 169.4988 95.3313 74.1676 221.4632 112.882 108.5812
Avg Daily Profit (%) 0.6509 0.3661 0.2848 0.4494 0.2906 0.2827
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53905 -50940 -28380 -74959 -56050 -35088
Profit Factor 1.5544 1.6064 1.4994 1.5266 1.5177 1.5362
Total Trades 122 61 61 122 61 61
Winning Trades 50 24 26 50 24 26
Losing Trades 72 37 35 72 37 35
Profitability (%) 40.9836 39.3443 42.623 40.9836 39.3443 42.623
Ratio Avg Win / Avg Loss 2.2384 2.4766 2.0184 2.1983 2.3398 2.068
Largest Winning Trade 58332 58332 22092 97939 97939 34733
Largest Losing Trade -12636 -12636 -10768 -16392 -16392 -16166
Avg Bars in Trades 200 197 202 200 197 202
Avg Bars in Winners 315 315 316 315 315 316
Avg Bars in Losers 120 121 118 120 121 118
Bars Traded 24432 12065 12367 24432 12065 12367
Profit Streak 15.4674 16.2174 15.4674 15.4674 16.2174 15.4674
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402819 -154347 -154392 334711 -155507 -154184

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736372700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758849182466,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 162,
            "offset": 0,
            "a": 0.61365
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 77,
            "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": [
        [
            169498.8428231371,
            95331.2565583744,
            74167.5862647626,
            221463.2011836435,
            112881.9837844421,
            108581.2173992015
        ],
        [
            169.498843,
            95.331257,
            74.167586,
            221.463201,
            112.881984,
            108.581217
        ],
        [
            0.650867,
            0.366067,
            0.2848,
            0.449403,
            0.290556,
            0.282696
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53905,
            -50940,
            -28380,
            -74959,
            -56050,
            -35088
        ],
        [
            1.554417,
            1.606425,
            1.499371,
            1.526604,
            1.517678,
            1.536217
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            72,
            37,
            35,
            72,
            37,
            35
        ],
        [
            40.983607,
            39.344262,
            42.622951,
            40.983607,
            39.344262,
            42.622951
        ],
        [
            2.238361,
            2.476571,
            2.018384,
            2.19831,
            2.339754,
            2.067984
        ],
        [
            58332,
            58332,
            22092,
            97939,
            97939,
            34733
        ],
        [
            -12636,
            -12636,
            -10768,
            -16392,
            -16392,
            -16166
        ],
        [
            200,
            197,
            202,
            200,
            197,
            202
        ],
        [
            315,
            315,
            316,
            315,
            315,
            316
        ],
        [
            120,
            121,
            118,
            120,
            121,
            118
        ],
        [
            24432,
            12065,
            12367,
            24432,
            12065,
            12367
        ],
        [
            15.46739,
            16.21739,
            15.46739,
            15.46739,
            16.21739,
            15.46739
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402819,
            -154347,
            -154392,
            334711,
            -155507,
            -154184
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736372700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758849182466,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 162,
            "offset": 0,
            "a": 0.61365
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 77,
            "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)