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Trade: LDO/USDT/5/KCB/WMA/4359

Strategy
LDO/USDT/5/KCB/WMA/4359
Pair
LDO_USDT
Interval
5m
Score
582187
Daily Profit
1.903865
Profit Factor
1.814553
Profitability
51.587302
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 23:08
Expiration Time
2025-12-25 22:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 179363.1497 165274.5614 14088.5883 85076.7117 117114.3242 -32037.6125
Total P&L (%) 179.3632 165.2746 14.0886 85.0767 117.1143 -32.0376
Avg Daily Profit (%) 2.0662 1.9039 0.1623 0.7117 0.897 -0.4439
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119411 -59815 -73105 -95026 -41031 -60893
Profit Factor 1.4158 1.8146 1.0617 1.2396 1.7329 0.836
Total Trades 504 252 252 504 252 252
Winning Trades 262 130 132 262 130 132
Losing Trades 242 122 120 242 122 120
Profitability (%) 51.9841 51.5873 52.381 51.9841 51.5873 52.381
Ratio Avg Win / Avg Loss 1.3077 1.7029 0.9652 1.145 1.6262 0.76
Largest Winning Trade 194014 194014 75234 131394 131394 29076
Largest Losing Trade -11138 -8136 -11138 -11192 -9057 -11192
Avg Bars in Trades 49 48 50 49 48 50
Avg Bars in Winners 42 39 44 42 39 44
Avg Bars in Losers 57 57 56 57 57 56
Bars Traded 24878 12260 12618 24878 12260 12618
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 561029 582187 -186516 455512 545048 -581653
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752713400000,
    "first_datapoint_time": 1752732600000,
    "last_datapoint_time": 1760213100000,
    "evaluation_time": 1760213327241,
    "expiration_time": 1766693100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 49,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 65,
            "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": [
        [
            179363.1496873743,
            165274.561370804,
            14088.5883165703,
            85076.7116650619,
            117114.3242129135,
            -32037.6125478516
        ],
        [
            179.36315,
            165.274561,
            14.088588,
            85.076712,
            117.114324,
            -32.037613
        ],
        [
            2.066158,
            1.903865,
            0.162292,
            0.711655,
            0.897046,
            -0.44391
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119411,
            -59815,
            -73105,
            -95026,
            -41031,
            -60893
        ],
        [
            1.415798,
            1.814553,
            1.061665,
            1.239585,
            1.732863,
            0.835954
        ],
        [
            504,
            252,
            252,
            504,
            252,
            252
        ],
        [
            262,
            130,
            132,
            262,
            130,
            132
        ],
        [
            242,
            122,
            120,
            242,
            122,
            120
        ],
        [
            51.984127,
            51.587302,
            52.380952,
            51.984127,
            51.587302,
            52.380952
        ],
        [
            1.307722,
            1.702888,
            0.96515,
            1.14496,
            1.626225,
            0.759958
        ],
        [
            194014,
            194014,
            75234,
            131394,
            131394,
            29076
        ],
        [
            -11138,
            -8136,
            -11138,
            -11192,
            -9057,
            -11192
        ],
        [
            49,
            48,
            50,
            49,
            48,
            50
        ],
        [
            42,
            39,
            44,
            42,
            39,
            44
        ],
        [
            57,
            57,
            56,
            57,
            57,
            56
        ],
        [
            24878,
            12260,
            12618,
            24878,
            12260,
            12618
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            561029,
            582187,
            -186516,
            455512,
            545048,
            -581653
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752713400000,
    "first_datapoint_time": 1752732600000,
    "last_datapoint_time": 1760213100000,
    "evaluation_time": 1760213327241,
    "expiration_time": 1766693100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 49,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 65,
            "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)