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Trade: LDO/USDT/720/FWMA/SUPERTREND/8955

Strategy
LDO/USDT/720/FWMA/SUPERTREND/8955
Pair
LDO_USDT
Interval
12h
Score
668112
Daily Profit
0.248400
Profit Factor
3.622205
Profitability
76.190476
Streak
154.292361
Best Strategy
Training Data Length
1250.000000
Evaluation Time
2025-10-09 22:01
Expiration Time
2025-11-16 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 557530.5001 310500.4257 247030.0744 6576280.7856 3371731.5832 3204549.2024
Total P&L (%) 557.5305 310.5004 247.0301 6576.2808 3371.7316 3204.5492
Avg Daily Profit (%) 0.446 0.2484 0.1976 0.3367 0.2842 0.2802
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69955 -36161 -62990 -2761685 -2279287 -2833193
Profit Factor 2.7882 3.6222 2.2775 1.9554 2.1611 1.8053
Total Trades 83 42 41 83 42 41
Winning Trades 64 32 32 64 32 32
Losing Trades 19 10 9 19 10 9
Profitability (%) 77.1084 76.1905 78.0488 77.1084 76.1905 78.0488
Ratio Avg Win / Avg Loss 0.8277 1.1319 0.6405 0.5805 0.6753 0.5077
Largest Winning Trade 30133 30133 26490 1240392 1033730 1240392
Largest Losing Trade -62990 -31745 -62990 -2039744 -2039744 -1585236
Avg Bars in Trades 27 35 19 27 35 19
Avg Bars in Winners 19 22 17 19 22 17
Avg Bars in Losers 53 74 29 53 74 29
Bars Traded 2282 1473 809 2282 1473 809
Profit Streak 52.7924 154.2924 52.7924 52.7924 154.2924 52.7924
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 607867 668112 492167 516358 537878 499776
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2500,
    "evaluation_days": 1250,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1658534400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760036459991,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 197,
            "offset": 0,
            "multiplier": 2.69318
        }
    }
}
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": [
        [
            557530.5001230462,
            310500.4256969584,
            247030.0744260882,
            6576280.7855719,
            3371731.5831754617,
            3204549.202396437
        ],
        [
            557.5305,
            310.500426,
            247.030074,
            6576.280786,
            3371.731583,
            3204.549202
        ],
        [
            0.446024,
            0.2484,
            0.197624,
            0.336657,
            0.284182,
            0.280223
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69955,
            -36161,
            -62990,
            -2761685,
            -2279287,
            -2833193
        ],
        [
            2.788182,
            3.622205,
            2.277472,
            1.955376,
            2.161098,
            1.805258
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            19,
            10,
            9,
            19,
            10,
            9
        ],
        [
            77.108434,
            76.190476,
            78.04878,
            77.108434,
            76.190476,
            78.04878
        ],
        [
            0.827742,
            1.131939,
            0.640539,
            0.580502,
            0.675343,
            0.507729
        ],
        [
            30133,
            30133,
            26490,
            1240392,
            1033730,
            1240392
        ],
        [
            -62990,
            -31745,
            -62990,
            -2039744,
            -2039744,
            -1585236
        ],
        [
            27,
            35,
            19,
            27,
            35,
            19
        ],
        [
            19,
            22,
            17,
            19,
            22,
            17
        ],
        [
            53,
            74,
            29,
            53,
            74,
            29
        ],
        [
            2282,
            1473,
            809,
            2282,
            1473,
            809
        ],
        [
            52.792361,
            154.292361,
            52.792361,
            52.792361,
            154.292361,
            52.792361
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            607867,
            668112,
            492167,
            516358,
            537878,
            499776
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2500,
    "evaluation_days": 1250,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1658534400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760036459991,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 197,
            "offset": 0,
            "multiplier": 2.69318
        }
    }
}

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)