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Trade: LDO/USDT/720/FWMA/MIDPRICE/9705

Strategy
LDO/USDT/720/FWMA/MIDPRICE/9705
Pair
LDO_USDT
Interval
12h
Score
466882
Daily Profit
0.152599
Profit Factor
1.954558
Profitability
73.469388
Streak
92.292340
Best Strategy
Training Data Length
1250.000000
Evaluation Time
2025-10-09 22:00
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 180162.8586 190748.6347 -10585.776 -294030.2893 -52159.5532 -241870.7361
Total P&L (%) 180.1629 190.7486 -10.5858 -294.0303 -52.1596 -241.8707
Avg Daily Profit (%) 0.1441 0.1526 -0.0085 0 -0.059 0
Buy And Hold Return (%) 13.1244 13.1244 13.1244 13.1244 13.1244 13.1244
Max Trade Drawdown -78526 -51004 -76907 -250462 -139930 -125963
Profit Factor 1.3317 1.9546 0.9692 0.596 0.83 0.4253
Total Trades 99 49 50 99 49 50
Winning Trades 75 36 39 23 13 10
Losing Trades 24 13 11 76 36 40
Profitability (%) 75.7576 73.4694 78 23.2323 26.5306 20
Ratio Avg Win / Avg Loss 0.4262 0.7058 0.2734 1.9694 2.2986 1.7014
Largest Winning Trade 26707 26707 22985 135334 135334 39537
Largest Losing Trade -134296 -51004 -134296 -134296 -29358 -134296
Avg Bars in Trades 23 29 18 23 29 18
Avg Bars in Winners 13 17 10 55 64 44
Avg Bars in Losers 56 64 46 14 17 11
Bars Traded 2368 1463 905 2368 1463 905
Profit Streak 41.7923 92.2923 41.7923 0 0 0
Trades During Streak 6 4 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 133370 466882 -755501 -615064 -600972 -809907
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2500,
    "evaluation_days": 1250,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1654214400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760036458189,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 51,
            "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": [
        [
            180162.8586375889,
            190748.6346822971,
            -10585.7760447081,
            -294030.2892858856,
            -52159.5532147939,
            -241870.7360710917
        ],
        [
            180.162859,
            190.748635,
            -10.585776,
            -294.030289,
            -52.159553,
            -241.870736
        ],
        [
            0.14413,
            0.152599,
            -0.008469,
            0,
            -0.058967,
            0
        ],
        [
            13.124378,
            13.124378,
            13.124378,
            13.124378,
            13.124378,
            13.124378
        ],
        [
            -78526,
            -51004,
            -76907,
            -250462,
            -139930,
            -125963
        ],
        [
            1.331731,
            1.954558,
            0.969162,
            0.595996,
            0.830039,
            0.425347
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            75,
            36,
            39,
            23,
            13,
            10
        ],
        [
            24,
            13,
            11,
            76,
            36,
            40
        ],
        [
            75.757576,
            73.469388,
            78,
            23.232323,
            26.530612,
            20
        ],
        [
            0.426154,
            0.705813,
            0.273353,
            1.969378,
            2.29857,
            1.701387
        ],
        [
            26707,
            26707,
            22985,
            135334,
            135334,
            39537
        ],
        [
            -134296,
            -51004,
            -134296,
            -134296,
            -29358,
            -134296
        ],
        [
            23,
            29,
            18,
            23,
            29,
            18
        ],
        [
            13,
            17,
            10,
            55,
            64,
            44
        ],
        [
            56,
            64,
            46,
            14,
            17,
            11
        ],
        [
            2368,
            1463,
            905,
            2368,
            1463,
            905
        ],
        [
            41.79234,
            92.29234,
            41.79234,
            0,
            0,
            0
        ],
        [
            6,
            4,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            133370,
            466882,
            -755501,
            -615064,
            -600972,
            -809907
        ]
    ]
}
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": 1654214400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760036458189,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 51,
            "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)