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Trade: LDO/USDT/360/PWMA/SMA/4273

Strategy
LDO/USDT/360/PWMA/SMA/4273
Pair
LDO_USDT
Interval
6h
Score
336420
Daily Profit
0.272913
Profit Factor
2.478794
Profitability
42.500000
Streak
37.147132
Best Strategy
Training Data Length
1252.500000
Evaluation Time
2025-10-12 18:31
Expiration Time
2025-11-19 03:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 402861.6937 341824.0145 61037.6793 498153.2889 289423.8419 208729.4469
Total P&L (%) 402.8617 341.824 61.0377 498.1533 289.4238 208.7294
Avg Daily Profit (%) 0.3216 0.2729 0.0487 0.1429 0.1086 0.09
Buy And Hold Return (%) 67.2746 67.2746 67.2746 67.2746 67.2746 67.2746
Max Trade Drawdown -125670 -94597 -34159 -730038 -557606 -250809
Profit Factor 1.9982 2.4788 1.354 1.2337 1.2408 1.2245
Total Trades 79 40 39 79 40 39
Winning Trades 43 17 26 43 17 26
Losing Trades 36 23 13 36 23 13
Profitability (%) 54.4304 42.5 66.6667 54.4304 42.5 66.6667
Ratio Avg Win / Avg Loss 1.6729 3.3537 0.677 1.0329 1.6788 0.6123
Largest Winning Trade 217830 217830 27567 221146 221146 182074
Largest Losing Trade -32345 -29549 -32345 -229706 -221460 -229706
Avg Bars in Trades 59 59 60 59 59 60
Avg Bars in Winners 70 84 60 70 84 60
Avg Bars in Losers 47 40 60 47 40 60
Bars Traded 4733 2366 2367 4733 2366 2367
Profit Streak 37.1471 37.1471 89.1471 37.1471 37.1471 89.1471
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -17930 336420 -291718 -32293 -51468 -74670
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5010,
    "evaluation_days": 1252.5,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1656763200000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760283112172,
    "expiration_time": 1763516880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 168,
            "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": [
        [
            402861.6937278673,
            341824.0144561912,
            61037.6792716763,
            498153.2888778043,
            289423.8419440329,
            208729.4469337717
        ],
        [
            402.861694,
            341.824014,
            61.037679,
            498.153289,
            289.423842,
            208.729447
        ],
        [
            0.321646,
            0.272913,
            0.048733,
            0.142911,
            0.108602,
            0.090044
        ],
        [
            67.27459,
            67.27459,
            67.27459,
            67.27459,
            67.27459,
            67.27459
        ],
        [
            -125670,
            -94597,
            -34159,
            -730038,
            -557606,
            -250809
        ],
        [
            1.998183,
            2.478794,
            1.353955,
            1.23371,
            1.240823,
            1.224515
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            43,
            17,
            26,
            43,
            17,
            26
        ],
        [
            36,
            23,
            13,
            36,
            23,
            13
        ],
        [
            54.43038,
            42.5,
            66.666667,
            54.43038,
            42.5,
            66.666667
        ],
        [
            1.672897,
            3.353663,
            0.676977,
            1.032873,
            1.67876,
            0.612258
        ],
        [
            217830,
            217830,
            27567,
            221146,
            221146,
            182074
        ],
        [
            -32345,
            -29549,
            -32345,
            -229706,
            -221460,
            -229706
        ],
        [
            59,
            59,
            60,
            59,
            59,
            60
        ],
        [
            70,
            84,
            60,
            70,
            84,
            60
        ],
        [
            47,
            40,
            60,
            47,
            40,
            60
        ],
        [
            4733,
            2366,
            2367,
            4733,
            2366,
            2367
        ],
        [
            37.147132,
            37.147132,
            89.147132,
            37.147132,
            37.147132,
            89.147132
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -17930,
            336420,
            -291718,
            -32293,
            -51468,
            -74670
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5010,
    "evaluation_days": 1252.5,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1656763200000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760283112172,
    "expiration_time": 1763516880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 168,
            "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)