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Trade: LDO/USDT/5/RMA/SWMA/4844

Strategy
LDO/USDT/5/RMA/SWMA/4844
Pair
LDO_USDT
Interval
5m
Score
445048
Daily Profit
2.951523
Profit Factor
2.034064
Profitability
44.559585
Streak
0.510385
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 11:34
Expiration Time
2025-12-25 10:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 256221.6817 206703.9342 49517.7475 278828.2268 260669.2438 18158.983
Total P&L (%) 256.2217 206.7039 49.5177 278.8282 260.6692 18.159
Avg Daily Profit (%) 2.9515 2.3811 0.5704 1.5461 1.4887 0.1924
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69239 -44598 -45309 -79233 -50182 -53357
Profit Factor 2.0341 2.5888 1.4208 2.058 2.9029 1.1435
Total Trades 193 97 96 193 97 96
Winning Trades 86 41 45 86 41 45
Losing Trades 107 56 51 107 56 51
Profitability (%) 44.5596 42.268 46.875 44.5596 42.268 46.875
Ratio Avg Win / Avg Loss 2.5308 3.5359 1.6102 2.5605 3.965 1.2959
Largest Winning Trade 199870 199870 74836 252497 252497 54074
Largest Losing Trade -10913 -7782 -10913 -16053 -7247 -16053
Avg Bars in Trades 128 125 131 128 125 131
Avg Bars in Winners 137 132 141 137 132 141
Avg Bars in Losers 121 120 122 121 120 122
Bars Traded 24778 12154 12624 24778 12154 12624
Profit Streak 0.5104 0.5104 1.2291 0.5104 0.5104 1.2291
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445048 373333 185176 402789 367269 -69472
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752671700000,
    "first_datapoint_time": 1752702900000,
    "last_datapoint_time": 1760171400000,
    "evaluation_time": 1760171697290,
    "expiration_time": 1766651400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 105,
            "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": [
        [
            256221.681652056,
            206703.934186991,
            49517.747465065,
            278828.2267711329,
            260669.2437931101,
            18158.9829780228
        ],
        [
            256.221682,
            206.703934,
            49.517747,
            278.828227,
            260.669244,
            18.158983
        ],
        [
            2.951523,
            2.381107,
            0.570415,
            1.546115,
            1.488672,
            0.192399
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69239,
            -44598,
            -45309,
            -79233,
            -50182,
            -53357
        ],
        [
            2.034064,
            2.588787,
            1.420785,
            2.057956,
            2.902946,
            1.143468
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            86,
            41,
            45,
            86,
            41,
            45
        ],
        [
            107,
            56,
            51,
            107,
            56,
            51
        ],
        [
            44.559585,
            42.268041,
            46.875,
            44.559585,
            42.268041,
            46.875
        ],
        [
            2.530754,
            3.535905,
            1.610222,
            2.560481,
            3.965,
            1.29593
        ],
        [
            199870,
            199870,
            74836,
            252497,
            252497,
            54074
        ],
        [
            -10913,
            -7782,
            -10913,
            -16053,
            -7247,
            -16053
        ],
        [
            128,
            125,
            131,
            128,
            125,
            131
        ],
        [
            137,
            132,
            141,
            137,
            132,
            141
        ],
        [
            121,
            120,
            122,
            121,
            120,
            122
        ],
        [
            24778,
            12154,
            12624,
            24778,
            12154,
            12624
        ],
        [
            0.510385,
            0.510385,
            1.229135,
            0.510385,
            0.510385,
            1.229135
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445048,
            373333,
            185176,
            402789,
            367269,
            -69472
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752671700000,
    "first_datapoint_time": 1752702900000,
    "last_datapoint_time": 1760171400000,
    "evaluation_time": 1760171697290,
    "expiration_time": 1766651400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 105,
            "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)