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Trade: LDO/USDT/240/WMA/DCM/3291

Strategy
LDO/USDT/240/WMA/DCM/3291
Pair
LDO_USDT
Interval
4h
Score
334115
Daily Profit
0.170268
Profit Factor
1.252895
Profitability
50.207469
Streak
9.605344
Best Strategy
Training Data Length
1247.330000
Evaluation Time
2025-10-07 17:31
Expiration Time
2025-11-14 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 159195.4975 212380.0097 -53184.5122 -62104.6399 110815.1397 -172919.7796
Total P&L (%) 159.1955 212.38 -53.1845 -62.1046 110.8151 -172.9198
Avg Daily Profit (%) 0.1276 0.1703 -0.0426 -0.0778 0.0598 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -255998 -181267 -142180 -493111 -325800 -322310
Profit Factor 1.1024 1.2529 0.9256 0.9764 1.0756 0.8523
Total Trades 483 241 242 483 241 242
Winning Trades 248 121 127 248 121 127
Losing Trades 235 120 115 235 120 115
Profitability (%) 51.3458 50.2075 52.4793 51.3458 50.2075 52.4793
Ratio Avg Win / Avg Loss 1.0446 1.2425 0.8382 0.9253 1.0667 0.7718
Largest Winning Trade 157777 157777 32479 175450 175450 54495
Largest Losing Trade -37986 -20724 -37986 -91057 -91057 -74279
Avg Bars in Trades 15 18 12 15 18 12
Avg Bars in Winners 16 19 13 16 19 13
Avg Bars in Losers 14 17 10 14 17 10
Bars Traded 7388 4441 2947 7388 4441 2947
Profit Streak 7.772 9.6053 7.772 7.772 9.6053 7.772
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125960 334115 -578331 -576193 -248272 -578331
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7484,
    "evaluation_days": 1247.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1652644800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847501729,
    "expiration_time": 1763071488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 35,
            "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": [
        [
            159195.4975414138,
            212380.0097485239,
            -53184.5122071104,
            -62104.6398789384,
            110815.1397456159,
            -172919.7796245539
        ],
        [
            159.195498,
            212.38001,
            -53.184512,
            -62.10464,
            110.81514,
            -172.91978
        ],
        [
            0.127629,
            0.170268,
            -0.042639,
            -0.077763,
            0.059811,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -255998,
            -181267,
            -142180,
            -493111,
            -325800,
            -322310
        ],
        [
            1.102379,
            1.252895,
            0.925634,
            0.97644,
            1.075632,
            0.852308
        ],
        [
            483,
            241,
            242,
            483,
            241,
            242
        ],
        [
            248,
            121,
            127,
            248,
            121,
            127
        ],
        [
            235,
            120,
            115,
            235,
            120,
            115
        ],
        [
            51.345756,
            50.207469,
            52.479339,
            51.345756,
            50.207469,
            52.479339
        ],
        [
            1.044593,
            1.24254,
            0.838172,
            0.925255,
            1.066743,
            0.771775
        ],
        [
            157777,
            157777,
            32479,
            175450,
            175450,
            54495
        ],
        [
            -37986,
            -20724,
            -37986,
            -91057,
            -91057,
            -74279
        ],
        [
            15,
            18,
            12,
            15,
            18,
            12
        ],
        [
            16,
            19,
            13,
            16,
            19,
            13
        ],
        [
            14,
            17,
            10,
            14,
            17,
            10
        ],
        [
            7388,
            4441,
            2947,
            7388,
            4441,
            2947
        ],
        [
            7.772011,
            9.605344,
            7.772011,
            7.772011,
            9.605344,
            7.772011
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125960,
            334115,
            -578331,
            -576193,
            -248272,
            -578331
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7484,
    "evaluation_days": 1247.33,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1652644800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847501729,
    "expiration_time": 1763071488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 35,
            "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)