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Trade: LDO/USDT/120/WMA/MIDPOINT/7937

Strategy
LDO/USDT/120/WMA/MIDPOINT/7937
Pair
LDO_USDT
Interval
2h
Score
544575
Daily Profit
0.460951
Profit Factor
1.619003
Profitability
49.420849
Streak
9.819303
Best Strategy
Training Data Length
1241.580000
Evaluation Time
2025-10-02 02:39
Expiration Time
2025-11-15 16:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 572308.0935 406168.0301 166140.0634 3338607.3558 1801024.5745 1537582.7812
Total P&L (%) 572.3081 406.168 166.1401 3338.6074 1801.0246 1537.5828
Avg Daily Profit (%) 0.461 0.3271 0.1338 0.2853 0.2375 0.2254
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69609 -79557 -60968 -1946264 -2132234 -793811
Profit Factor 1.619 1.8545 1.3698 1.3184 1.3098 1.3292
Total Trades 259 129 130 259 129 130
Winning Trades 128 67 61 128 67 61
Losing Trades 131 62 69 131 62 69
Profitability (%) 49.4208 51.938 46.9231 49.4208 51.938 46.9231
Ratio Avg Win / Avg Loss 1.6569 1.7161 1.5495 1.3493 1.212 1.5035
Largest Winning Trade 97406 97406 34653 883405 883405 516539
Largest Losing Trade -34678 -25813 -34678 -682479 -638542 -682479
Avg Bars in Trades 56 69 42 56 69 42
Avg Bars in Winners 66 72 59 66 72 59
Avg Bars in Losers 46 67 28 46 67 28
Bars Traded 14598 9010 5588 14598 9010 5588
Profit Streak 9.8193 0 72.486 9.8193 0 72.486
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 544575 441590 -12747 387277 307477 347341
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14899,
    "evaluation_days": 1241.58,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653242400000,
    "last_datapoint_time": 1759356000000,
    "evaluation_time": 1759361987788,
    "expiration_time": 1763217820800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 143,
            "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": [
        [
            572308.0934746776,
            406168.0300756235,
            166140.0633990536,
            3338607.3557500765,
            1801024.5745134864,
            1537582.7812365883
        ],
        [
            572.308093,
            406.16803,
            166.140063,
            3338.607356,
            1801.024575,
            1537.582781
        ],
        [
            0.460951,
            0.327138,
            0.133813,
            0.285338,
            0.237478,
            0.225435
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69609,
            -79557,
            -60968,
            -1946264,
            -2132234,
            -793811
        ],
        [
            1.619003,
            1.854455,
            1.369849,
            1.318441,
            1.309787,
            1.329214
        ],
        [
            259,
            129,
            130,
            259,
            129,
            130
        ],
        [
            128,
            67,
            61,
            128,
            67,
            61
        ],
        [
            131,
            62,
            69,
            131,
            62,
            69
        ],
        [
            49.420849,
            51.937984,
            46.923077,
            49.420849,
            51.937984,
            46.923077
        ],
        [
            1.656948,
            1.716063,
            1.549501,
            1.349342,
            1.212042,
            1.503537
        ],
        [
            97406,
            97406,
            34653,
            883405,
            883405,
            516539
        ],
        [
            -34678,
            -25813,
            -34678,
            -682479,
            -638542,
            -682479
        ],
        [
            56,
            69,
            42,
            56,
            69,
            42
        ],
        [
            66,
            72,
            59,
            66,
            72,
            59
        ],
        [
            46,
            67,
            28,
            46,
            67,
            28
        ],
        [
            14598,
            9010,
            5588,
            14598,
            9010,
            5588
        ],
        [
            9.819303,
            0,
            72.48597,
            9.819303,
            0,
            72.48597
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            544575,
            441590,
            -12747,
            387277,
            307477,
            347341
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14899,
    "evaluation_days": 1241.58,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653242400000,
    "last_datapoint_time": 1759356000000,
    "evaluation_time": 1759361987788,
    "expiration_time": 1763217820800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 143,
            "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)