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Trade: LDO/USDT/720/FWMA/SMA/3810

Strategy
LDO/USDT/720/FWMA/SMA/3810
Pair
LDO_USDT
Interval
12h
Score
499167
Daily Profit
0.150065
Profit Factor
2.244277
Profitability
79.411765
Streak
155.353816
Best Strategy
Training Data Length
1251.000000
Evaluation Time
2025-10-10 23:29
Expiration Time
2025-11-17 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 294002.5949 187731.7566 106270.8382 48491.5497 54278.1143 -5786.5646
Total P&L (%) 294.0026 187.7318 106.2708 48.4916 54.2781 -5.7866
Avg Daily Profit (%) 0.235 0.1501 0.0849 0.0316 0.0347 -0.0048
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112846 -44935 -92067 -125478 -84266 -96797
Profit Factor 1.8382 2.2443 1.5317 1.1387 1.3649 0.9712
Total Trades 68 34 34 68 34 34
Winning Trades 54 27 27 54 27 27
Losing Trades 14 7 7 14 7 7
Profitability (%) 79.4118 79.4118 79.4118 79.4118 79.4118 79.4118
Ratio Avg Win / Avg Loss 0.4766 0.5819 0.3971 0.2952 0.3539 0.2518
Largest Winning Trade 30701 30701 22985 33720 33720 20993
Largest Losing Trade -92067 -44935 -92067 -96797 -84266 -96797
Avg Bars in Trades 32 37 28 32 37 28
Avg Bars in Winners 12 14 10 12 14 10
Avg Bars in Losers 111 126 97 111 126 97
Bars Traded 2241 1271 970 2241 1271 970
Profit Streak 24.8538 155.3538 24.8538 24.8538 155.3538 24.8538
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100031 499167 -75091 -330415 -143643 -576161
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2502,
    "evaluation_days": 1251,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1659700800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760128169749,
    "expiration_time": 1763340192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 124,
            "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": [
        [
            294002.5948504378,
            187731.7566425302,
            106270.8382079077,
            48491.5496502161,
            54278.1142729726,
            -5786.5646227564
        ],
        [
            294.002595,
            187.731757,
            106.270838,
            48.49155,
            54.278114,
            -5.786565
        ],
        [
            0.235014,
            0.150065,
            0.084949,
            0.031608,
            0.034665,
            -0.004765
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112846,
            -44935,
            -92067,
            -125478,
            -84266,
            -96797
        ],
        [
            1.838179,
            2.244277,
            1.531654,
            1.1387,
            1.364853,
            0.971189
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            14,
            7,
            7,
            14,
            7,
            7
        ],
        [
            79.411765,
            79.411765,
            79.411765,
            79.411765,
            79.411765,
            79.411765
        ],
        [
            0.476565,
            0.58185,
            0.397095,
            0.295219,
            0.353851,
            0.25179
        ],
        [
            30701,
            30701,
            22985,
            33720,
            33720,
            20993
        ],
        [
            -92067,
            -44935,
            -92067,
            -96797,
            -84266,
            -96797
        ],
        [
            32,
            37,
            28,
            32,
            37,
            28
        ],
        [
            12,
            14,
            10,
            12,
            14,
            10
        ],
        [
            111,
            126,
            97,
            111,
            126,
            97
        ],
        [
            2241,
            1271,
            970,
            2241,
            1271,
            970
        ],
        [
            24.853816,
            155.353816,
            24.853816,
            24.853817,
            155.353817,
            24.853817
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100031,
            499167,
            -75091,
            -330415,
            -143643,
            -576161
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2502,
    "evaluation_days": 1251,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1659700800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760128169749,
    "expiration_time": 1763340192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 124,
            "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)