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Trade: LDO/USDT/720/SINWMA/JMA/5116

Strategy
LDO/USDT/720/SINWMA/JMA/5116
Pair
LDO_USDT
Interval
12h
Score
577819
Daily Profit
0.213205
Profit Factor
3.096567
Profitability
79.411765
Streak
166.043373
Best Strategy
Training Data Length
1251.000000
Evaluation Time
2025-10-11 04:02
Expiration Time
2025-11-17 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 427417.6483 266719.44 160698.2082 1030760.5632 724403.2936 306357.2695
Total P&L (%) 427.4176 266.7194 160.6982 1030.7606 724.4033 306.3573
Avg Daily Profit (%) 0.3417 0.2132 0.1285 0.1941 0.1688 0.1121
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69324 -50834 -69324 -429137 -419043 -429137
Profit Factor 2.3404 3.0966 1.8385 1.7331 2.1791 1.387
Total Trades 68 34 34 68 34 34
Winning Trades 54 27 27 54 27 27
Losing Trades 14 7 7 14 7 7
Profitability (%) 79.4118 79.4118 79.4118 79.4118 79.4118 79.4118
Ratio Avg Win / Avg Loss 0.6068 0.8028 0.4767 0.4493 0.5649 0.3596
Largest Winning Trade 47047 41838 47047 317176 317176 163163
Largest Losing Trade -69324 -50834 -69324 -429137 -419043 -429137
Avg Bars in Trades 32 40 24 32 40 24
Avg Bars in Winners 22 25 19 22 25 19
Avg Bars in Losers 70 97 43 70 97 43
Bars Traded 2208 1371 837 2208 1371 837
Profit Streak 71.0434 166.0434 71.0434 71.0434 166.0434 71.0434
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -98208 577819 -16189 -100225 515403 -39708
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2502,
    "evaluation_days": 1251,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1660003200000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760144547411,
    "expiration_time": 1763340192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 185,
            "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": [
        [
            427417.6482740765,
            266719.4400465279,
            160698.2082275485,
            1030760.5631714782,
            724403.2936484198,
            306357.2695230583
        ],
        [
            427.417648,
            266.71944,
            160.698208,
            1030.760563,
            724.403294,
            306.35727
        ],
        [
            0.341661,
            0.213205,
            0.128456,
            0.194071,
            0.168767,
            0.112138
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69324,
            -50834,
            -69324,
            -429137,
            -419043,
            -429137
        ],
        [
            2.340433,
            3.096567,
            1.838506,
            1.733121,
            2.179073,
            1.387007
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            14,
            7,
            7,
            14,
            7,
            7
        ],
        [
            79.411765,
            79.411765,
            79.411765,
            79.411765,
            79.411765,
            79.411765
        ],
        [
            0.606779,
            0.802814,
            0.47665,
            0.449328,
            0.564945,
            0.359594
        ],
        [
            47047,
            41838,
            47047,
            317176,
            317176,
            163163
        ],
        [
            -69324,
            -50834,
            -69324,
            -429137,
            -419043,
            -429137
        ],
        [
            32,
            40,
            24,
            32,
            40,
            24
        ],
        [
            22,
            25,
            19,
            22,
            25,
            19
        ],
        [
            70,
            97,
            43,
            70,
            97,
            43
        ],
        [
            2208,
            1371,
            837,
            2208,
            1371,
            837
        ],
        [
            71.043373,
            166.043373,
            71.043373,
            71.043373,
            166.043373,
            71.043373
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -98208,
            577819,
            -16189,
            -100225,
            515403,
            -39708
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2502,
    "evaluation_days": 1251,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1660003200000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760144547411,
    "expiration_time": 1763340192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 185,
            "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)