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Trade: LDO/USDT/720/WMA/PSAR/3408

Strategy
LDO/USDT/720/WMA/PSAR/3408
Pair
LDO_USDT
Interval
12h
Score
343448
Daily Profit
0.171868
Profit Factor
1.473320
Profitability
50.588235
Streak
37.423268
Best Strategy
Training Data Length
1250.000000
Evaluation Time
2025-10-10 01:09
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 133890.3468 214835.3457 -80944.9989 -67928.0818 67437.1023 -135365.184
Total P&L (%) 133.8903 214.8353 -80.945 -67.9281 67.4371 -135.3652
Avg Daily Profit (%) 0.1071 0.1719 -0.0648 -0.0909 0.0412 0
Buy And Hold Return (%) 14.6507 14.6507 14.6507 14.6507 14.6507 14.6507
Max Trade Drawdown -204123 -98326 -131846 -597524 -378094 -272822
Profit Factor 1.1475 1.4733 0.8217 0.9733 1.0489 0.8835
Total Trades 171 85 86 171 85 86
Winning Trades 89 43 46 89 43 46
Losing Trades 82 42 40 82 42 40
Profitability (%) 52.0468 50.5882 53.4884 52.0468 50.5882 53.4884
Ratio Avg Win / Avg Loss 1.0572 1.4391 0.7145 0.8967 1.0245 0.7682
Largest Winning Trade 158372 158372 24594 190128 190128 104430
Largest Losing Trade -56778 -24421 -56778 -168125 -117619 -168125
Avg Bars in Trades 14 14 13 14 14 13
Avg Bars in Winners 13 12 14 13 12 14
Avg Bars in Losers 14 16 12 14 16 12
Bars Traded 2419 1227 1192 2419 1227 1192
Profit Streak 0 37.4233 0 0 37.4233 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -106837 343448 -580372 -579339 -305212 -580372
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2500,
    "evaluation_days": 1250,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1654689600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760047770332,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            133890.3467748927,
            214835.3457206876,
            -80944.998945795,
            -67928.0817626874,
            67437.1022675034,
            -135365.1840301908
        ],
        [
            133.890347,
            214.835346,
            -80.944999,
            -67.928082,
            67.437102,
            -135.365184
        ],
        [
            0.107112,
            0.171868,
            -0.064756,
            -0.090934,
            0.041244,
            0
        ],
        [
            14.650699,
            14.650699,
            14.650699,
            14.650699,
            14.650699,
            14.650699
        ],
        [
            -204123,
            -98326,
            -131846,
            -597524,
            -378094,
            -272822
        ],
        [
            1.147492,
            1.47332,
            0.821663,
            0.973263,
            1.048908,
            0.883479
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            89,
            43,
            46,
            89,
            43,
            46
        ],
        [
            82,
            42,
            40,
            82,
            42,
            40
        ],
        [
            52.046784,
            50.588235,
            53.488372,
            52.046784,
            50.588235,
            53.488372
        ],
        [
            1.05724,
            1.439057,
            0.71449,
            0.896714,
            1.024515,
            0.768242
        ],
        [
            158372,
            158372,
            24594,
            190128,
            190128,
            104430
        ],
        [
            -56778,
            -24421,
            -56778,
            -168125,
            -117619,
            -168125
        ],
        [
            14,
            14,
            13,
            14,
            14,
            13
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            14,
            16,
            12,
            14,
            16,
            12
        ],
        [
            2419,
            1227,
            1192,
            2419,
            1227,
            1192
        ],
        [
            0,
            37.423268,
            0,
            0,
            37.423268,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -106837,
            343448,
            -580372,
            -579339,
            -305212,
            -580372
        ]
    ]
}
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": 1654689600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760047770332,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)