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Trade: LDO/USDT/240/FWMA/MIDPRICE/3108

Strategy
LDO/USDT/240/FWMA/MIDPRICE/3108
Pair
LDO_USDT
Interval
4h
Score
315440
Daily Profit
0.147789
Profit Factor
1.568331
Profitability
75.833333
Streak
16.713698
Best Strategy
Training Data Length
1234.330000
Evaluation Time
2025-09-26 00:07
Expiration Time
2025-10-31 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 66326.4707 182420.4624 -116093.9917 -221303.8499 13561.1578 -234865.0077
Total P&L (%) 66.3265 182.4205 -116.094 -221.3039 13.5612 -234.865
Avg Daily Profit (%) 0.0537 0.1478 -0.0941 0 0.0103 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -281533 -66801 -272741 -303277 -119468 -282803
Profit Factor 1.0742 1.5683 0.7974 0.7707 1.0377 0.6119
Total Trades 241 120 121 241 120 121
Winning Trades 183 91 92 57 30 27
Losing Trades 58 29 29 184 90 94
Profitability (%) 75.9336 75.8333 76.0331 23.6515 25 22.3141
Ratio Avg Win / Avg Loss 0.3405 0.4998 0.2514 2.4879 3.113 2.1303
Largest Winning Trade 19332 19332 15040 127232 70672 127232
Largest Losing Trade -215087 -39892 -215087 -230252 -21461 -230252
Avg Bars in Trades 29 32 26 29 32 26
Avg Bars in Winners 17 18 15 65 73 56
Avg Bars in Losers 67 75 59 17 18 17
Bars Traded 7039 3856 3183 7039 3856 3183
Profit Streak 16.7137 16.7137 36.547 0 0 0
Trades During Streak 5 2 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -255497 315440 -575544 -612219 -442077 -619608

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7406,
    "evaluation_days": 1234.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1653192000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834463551,
    "expiration_time": 1761914592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 78,
            "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": [
        [
            66326.4707401785,
            182420.4624455284,
            -116093.9917053499,
            -221303.8499235758,
            13561.1577826044,
            -234865.0077061803
        ],
        [
            66.326471,
            182.420462,
            -116.093992,
            -221.30385,
            13.561158,
            -234.865008
        ],
        [
            0.053735,
            0.147789,
            -0.094054,
            0,
            0.010303,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -281533,
            -66801,
            -272741,
            -303277,
            -119468,
            -282803
        ],
        [
            1.074194,
            1.568331,
            0.797389,
            0.770695,
            1.037676,
            0.6119
        ],
        [
            241,
            120,
            121,
            241,
            120,
            121
        ],
        [
            183,
            91,
            92,
            57,
            30,
            27
        ],
        [
            58,
            29,
            29,
            184,
            90,
            94
        ],
        [
            75.93361,
            75.833333,
            76.033058,
            23.651452,
            25,
            22.31405
        ],
        [
            0.340455,
            0.499798,
            0.251351,
            2.487857,
            3.113028,
            2.130317
        ],
        [
            19332,
            19332,
            15040,
            127232,
            70672,
            127232
        ],
        [
            -215087,
            -39892,
            -215087,
            -230252,
            -21461,
            -230252
        ],
        [
            29,
            32,
            26,
            29,
            32,
            26
        ],
        [
            17,
            18,
            15,
            65,
            73,
            56
        ],
        [
            67,
            75,
            59,
            17,
            18,
            17
        ],
        [
            7039,
            3856,
            3183,
            7039,
            3856,
            3183
        ],
        [
            16.713698,
            16.713698,
            36.547032,
            0,
            0,
            0
        ],
        [
            5,
            2,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -255497,
            315440,
            -575544,
            -612219,
            -442077,
            -619608
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7406,
    "evaluation_days": 1234.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1653192000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834463551,
    "expiration_time": 1761914592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 78,
            "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)