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Trade: LDO/USDT/5/RMA/SINWMA/6521

Strategy
LDO/USDT/5/RMA/SINWMA/6521
Pair
LDO_USDT
Interval
5m
Score
436139
Daily Profit
1.230193
Profit Factor
1.791095
Profitability
45.454545
Streak
6.730106
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-28 08:36
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 125685.6498 93993.0401 31692.6098 189045.9226 122802.16 66243.7626
Total P&L (%) 125.6857 93.993 31.6926 189.0459 122.8022 66.2438
Avg Daily Profit (%) 1.4478 1.0827 0.3651 1.2302 0.9271 0.5872
Buy And Hold Return (%) 51.7047 51.7047 51.7047 51.7047 51.7047 51.7047
Max Trade Drawdown -20650 -14501 -14899 -62642 -45073 -44314
Profit Factor 2.2379 2.7947 1.6447 1.7911 2.024 1.5565
Total Trades 99 49 50 99 49 50
Winning Trades 45 19 26 45 19 26
Losing Trades 54 30 24 54 30 24
Profitability (%) 45.4545 38.7755 52 45.4545 38.7755 52
Ratio Avg Win / Avg Loss 2.6855 4.4126 1.5182 2.1493 3.1958 1.4367
Largest Winning Trade 51822 51822 9509 97915 97915 24534
Largest Losing Trade -9766 -4969 -9766 -28053 -14253 -28053
Avg Bars in Trades 250 248 251 250 248 251
Avg Bars in Winners 347 376 326 347 376 326
Avg Bars in Losers 169 168 170 169 168 170
Bars Traded 24768 12190 12578 24768 12190 12578
Profit Streak 6.7301 6.7301 10.1572 6.7301 6.7301 10.1572
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420384 179102 -333833 436139 244422 -245915
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751274000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759037781140,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 148,
            "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": [
        [
            125685.6498254495,
            93993.0400538973,
            31692.6097715521,
            189045.9225706621,
            122802.1599703088,
            66243.7626003532
        ],
        [
            125.68565,
            93.99304,
            31.69261,
            189.045923,
            122.80216,
            66.243763
        ],
        [
            1.447825,
            1.082744,
            0.36508,
            1.230193,
            0.927107,
            0.587232
        ],
        [
            51.704698,
            51.704698,
            51.704698,
            51.704698,
            51.704698,
            51.704698
        ],
        [
            -20650,
            -14501,
            -14899,
            -62642,
            -45073,
            -44314
        ],
        [
            2.237932,
            2.794664,
            1.644747,
            1.791095,
            2.02402,
            1.556456
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            54,
            30,
            24,
            54,
            30,
            24
        ],
        [
            45.454545,
            38.77551,
            52,
            45.454545,
            38.77551,
            52
        ],
        [
            2.685519,
            4.412628,
            1.518228,
            2.149314,
            3.195821,
            1.436729
        ],
        [
            51822,
            51822,
            9509,
            97915,
            97915,
            24534
        ],
        [
            -9766,
            -4969,
            -9766,
            -28053,
            -14253,
            -28053
        ],
        [
            250,
            248,
            251,
            250,
            248,
            251
        ],
        [
            347,
            376,
            326,
            347,
            376,
            326
        ],
        [
            169,
            168,
            170,
            169,
            168,
            170
        ],
        [
            24768,
            12190,
            12578,
            24768,
            12190,
            12578
        ],
        [
            6.730106,
            6.730106,
            10.157189,
            6.730106,
            6.730106,
            10.157189
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420384,
            179102,
            -333833,
            436139,
            244422,
            -245915
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751227200000,
    "first_datapoint_time": 1751274000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759037781140,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 148,
            "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)