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Trade: LDO/USDT/480/FWMA/WMA/4399

Strategy
LDO/USDT/480/FWMA/WMA/4399
Pair
LDO_USDT
Interval
8h
Score
435377
Daily Profit
0.154546
Profit Factor
1.540656
Profitability
83.185841
Streak
26.826324
Best Strategy
Training Data Length
1236.000000
Evaluation Time
2025-09-26 06:49
Expiration Time
2025-11-02 03:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 277157.2942 255907.1211 21250.1732 574440.5107 302563.7843 271876.7264
Total P&L (%) 277.1573 255.9071 21.2502 574.4405 302.5638 271.8767
Avg Daily Profit (%) 0.2242 0.207 0.0172 0.1545 0.1127 0.1063
Buy And Hold Return (%) 128.2942 128.2942 128.2942 128.2942 128.2942 128.2942
Max Trade Drawdown -209330 -52239 -214433 -365442 -365442 -237427
Profit Factor 1.4997 2.554 1.0545 1.5407 1.6302 1.4669
Total Trades 113 56 57 113 56 57
Winning Trades 98 49 49 94 48 46
Losing Trades 15 7 8 19 8 11
Profitability (%) 86.7257 87.5 85.9649 83.1858 85.7143 80.7018
Ratio Avg Win / Avg Loss 0.2295 0.3649 0.1722 0.3114 0.2717 0.3508
Largest Winning Trade 23282 23282 23105 110003 85096 110003
Largest Losing Trade -139900 -52239 -139900 -365442 -365442 -200429
Avg Bars in Trades 31 35 26 31 35 26
Avg Bars in Winners 15 16 14 21 23 18
Avg Bars in Losers 133 166 104 80 104 62
Bars Traded 3515 1984 1531 3515 1984 1531
Profit Streak 26.8263 154.493 26.8263 26.8263 154.493 26.8263
Trades During Streak 6 9 3 6 9 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300388 -171057 -671763 435377 -220756 -232062

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3708,
    "evaluation_days": 1236,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1656835200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758858594402,
    "expiration_time": 1762048512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 166,
            "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": [
        [
            277157.294249133,
            255907.121063466,
            21250.1731856669,
            574440.5106738107,
            302563.784267259,
            271876.7264065518
        ],
        [
            277.157294,
            255.907121,
            21.250173,
            574.440511,
            302.563784,
            271.876726
        ],
        [
            0.224237,
            0.207045,
            0.017193,
            0.154546,
            0.11274,
            0.106318
        ],
        [
            128.294243,
            128.294243,
            128.294243,
            128.294243,
            128.294243,
            128.294243
        ],
        [
            -209330,
            -52239,
            -214433,
            -365442,
            -365442,
            -237427
        ],
        [
            1.499659,
            2.553963,
            1.054486,
            1.540656,
            1.630174,
            1.466853
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            98,
            49,
            49,
            94,
            48,
            46
        ],
        [
            15,
            7,
            8,
            19,
            8,
            11
        ],
        [
            86.725664,
            87.5,
            85.964912,
            83.185841,
            85.714286,
            80.701754
        ],
        [
            0.22954,
            0.364852,
            0.172161,
            0.311409,
            0.271696,
            0.350769
        ],
        [
            23282,
            23282,
            23105,
            110003,
            85096,
            110003
        ],
        [
            -139900,
            -52239,
            -139900,
            -365442,
            -365442,
            -200429
        ],
        [
            31,
            35,
            26,
            31,
            35,
            26
        ],
        [
            15,
            16,
            14,
            21,
            23,
            18
        ],
        [
            133,
            166,
            104,
            80,
            104,
            62
        ],
        [
            3515,
            1984,
            1531,
            3515,
            1984,
            1531
        ],
        [
            26.826324,
            154.492991,
            26.826324,
            26.826324,
            154.492991,
            26.826324
        ],
        [
            6,
            9,
            3,
            6,
            9,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300388,
            -171057,
            -671763,
            435377,
            -220756,
            -232062
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3708,
    "evaluation_days": 1236,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1656835200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758858594402,
    "expiration_time": 1762048512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 166,
            "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)