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Trade: LDO/USDT/360/HWMA/MIDPRICE/9035

Strategy
LDO/USDT/360/HWMA/MIDPRICE/9035
Pair
LDO_USDT
Interval
6h
Score
505311
Daily Profit
0.251943
Profit Factor
3.312756
Profitability
83.673469
Streak
162.362844
Best Strategy
Training Data Length
1244.250000
Evaluation Time
2025-10-04 11:42
Expiration Time
2025-11-10 15:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 401530.0689 313479.6567 88050.4122 207094.9919 140344.2475 66750.7444
Total P&L (%) 401.5301 313.4797 88.0504 207.095 140.3442 66.7507
Avg Daily Profit (%) 0.3227 0.2519 0.0708 0.0902 0.0705 0.0411
Buy And Hold Return (%) 121.4364 121.4364 121.4364 121.4364 121.4364 121.4364
Max Trade Drawdown -114777 -51356 -114777 -110483 -110483 -82451
Profit Factor 1.8305 3.3128 1.2531 1.533 1.931 1.2807
Total Trades 98 49 49 98 49 49
Winning Trades 83 41 42 75 37 38
Losing Trades 15 8 7 23 12 11
Profitability (%) 84.6939 83.6735 85.7143 76.5306 75.5102 77.551
Ratio Avg Win / Avg Loss 0.3308 0.6464 0.2088 0.4701 0.6263 0.3707
Largest Winning Trade 37054 26392 37054 46371 29667 46371
Largest Losing Trade -114777 -51356 -114777 -112399 -110483 -112399
Avg Bars in Trades 48 59 36 48 59 36
Avg Bars in Winners 30 40 20 29 32 27
Avg Bars in Losers 145 153 136 107 141 69
Bars Traded 4706 2906 1800 4706 2906 1800
Profit Streak 45.8628 162.3628 45.8628 45.8628 162.3628 45.8628
Trades During Streak 9 10 4 9 10 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 470297 505311 -260066 -75901 -210293 -300320
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4977,
    "evaluation_days": 1244.25,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1656028800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759567349749,
    "expiration_time": 1762782696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 181,
            "offset": 3
        }
    }
}
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": [
        [
            401530.0689346369,
            313479.6567161821,
            88050.4122184548,
            207094.9919107447,
            140344.247478667,
            66750.7444320777
        ],
        [
            401.530069,
            313.479657,
            88.050412,
            207.094992,
            140.344247,
            66.750744
        ],
        [
            0.322709,
            0.251943,
            0.070766,
            0.090214,
            0.070501,
            0.041104
        ],
        [
            121.436364,
            121.436364,
            121.436364,
            121.436364,
            121.436364,
            121.436364
        ],
        [
            -114777,
            -51356,
            -114777,
            -110483,
            -110483,
            -82451
        ],
        [
            1.830472,
            3.312756,
            1.253053,
            1.533007,
            1.93101,
            1.280705
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            83,
            41,
            42,
            75,
            37,
            38
        ],
        [
            15,
            8,
            7,
            23,
            12,
            11
        ],
        [
            84.693878,
            83.673469,
            85.714286,
            76.530612,
            75.510204,
            77.55102
        ],
        [
            0.330808,
            0.646391,
            0.208842,
            0.470122,
            0.626273,
            0.37073
        ],
        [
            37054,
            26392,
            37054,
            46371,
            29667,
            46371
        ],
        [
            -114777,
            -51356,
            -114777,
            -112399,
            -110483,
            -112399
        ],
        [
            48,
            59,
            36,
            48,
            59,
            36
        ],
        [
            30,
            40,
            20,
            29,
            32,
            27
        ],
        [
            145,
            153,
            136,
            107,
            141,
            69
        ],
        [
            4706,
            2906,
            1800,
            4706,
            2906,
            1800
        ],
        [
            45.862844,
            162.362844,
            45.862844,
            45.862844,
            162.362844,
            45.862844
        ],
        [
            9,
            10,
            4,
            9,
            10,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470297,
            505311,
            -260066,
            -75901,
            -210293,
            -300320
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4977,
    "evaluation_days": 1244.25,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1656028800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759567349749,
    "expiration_time": 1762782696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 181,
            "offset": 3
        }
    }
}

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)