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Trade: LDO/USDT/5/SMA/JMA/9157

Strategy
LDO/USDT/5/SMA/JMA/9157
Pair
LDO_USDT
Interval
5m
Score
402822
Daily Profit
0.946790
Profit Factor
1.520688
Profitability
44.604317
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 13:02
Expiration Time
2025-12-26 11:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 66132.1769 82190.8048 -16058.6279 -15487.1567 56437.7111 -71924.8678
Total P&L (%) 66.1322 82.1908 -16.0586 -15.4872 56.4377 -71.9249
Avg Daily Profit (%) 0.7618 0.9468 -0.185 -0.1936 0.5168 -1.4526
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85436 -52599 -49485 -67468 -36269 -69401
Profit Factor 1.1854 1.5207 0.9192 0.9443 1.5354 0.5834
Total Trades 279 139 140 279 139 140
Winning Trades 116 62 54 116 62 54
Losing Trades 163 77 86 163 77 86
Profitability (%) 41.5771 44.6043 38.5714 41.5771 44.6043 38.5714
Ratio Avg Win / Avg Loss 1.6657 1.8886 1.464 1.3269 1.9069 0.9291
Largest Winning Trade 119408 119408 75549 82712 82712 29810
Largest Losing Trade -39778 -11628 -39778 -60455 -8655 -60455
Avg Bars in Trades 88 86 91 88 86 91
Avg Bars in Winners 118 105 134 118 105 134
Avg Bars in Losers 66 70 63 66 70 63
Bars Traded 24705 11963 12742 24705 11963 12742
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 -7052 402822 -585685 -582874 281798 -587352
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752763200000,
    "first_datapoint_time": 1752811800000,
    "last_datapoint_time": 1760262900000,
    "evaluation_time": 1760263333443,
    "expiration_time": 1766742900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 163,
            "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": [
        [
            66132.17688744,
            82190.8047743247,
            -16058.6278868848,
            -15487.1566924174,
            56437.7111087622,
            -71924.8678011796
        ],
        [
            66.132177,
            82.190805,
            -16.058628,
            -15.487157,
            56.437711,
            -71.924868
        ],
        [
            0.761804,
            0.94679,
            -0.184986,
            -0.193646,
            0.51681,
            -1.45264
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85436,
            -52599,
            -49485,
            -67468,
            -36269,
            -69401
        ],
        [
            1.18542,
            1.520688,
            0.919227,
            0.944298,
            1.535445,
            0.58337
        ],
        [
            279,
            139,
            140,
            279,
            139,
            140
        ],
        [
            116,
            62,
            54,
            116,
            62,
            54
        ],
        [
            163,
            77,
            86,
            163,
            77,
            86
        ],
        [
            41.577061,
            44.604317,
            38.571429,
            41.577061,
            44.604317,
            38.571429
        ],
        [
            1.665719,
            1.888596,
            1.463954,
            1.326902,
            1.906924,
            0.92907
        ],
        [
            119408,
            119408,
            75549,
            82712,
            82712,
            29810
        ],
        [
            -39778,
            -11628,
            -39778,
            -60455,
            -8655,
            -60455
        ],
        [
            88,
            86,
            91,
            88,
            86,
            91
        ],
        [
            118,
            105,
            134,
            118,
            105,
            134
        ],
        [
            66,
            70,
            63,
            66,
            70,
            63
        ],
        [
            24705,
            11963,
            12742,
            24705,
            11963,
            12742
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -7052,
            402822,
            -585685,
            -582874,
            281798,
            -587352
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752763200000,
    "first_datapoint_time": 1752811800000,
    "last_datapoint_time": 1760262900000,
    "evaluation_time": 1760263333443,
    "expiration_time": 1766742900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 163,
            "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)