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Trade: LDO/USDT/720/HWMA/MIDPOINT/9130

Strategy
LDO/USDT/720/HWMA/MIDPOINT/9130
Pair
LDO_USDT
Interval
12h
Score
583068
Daily Profit
0.303776
Profit Factor
1.966340
Profitability
83.505155
Streak
38.151795
Best Strategy
Training Data Length
1253.000000
Evaluation Time
2025-10-12 18:38
Expiration Time
2025-11-19 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 380631.7243 260484.71 120147.0144 340545.0714 217732.299 122812.7724
Total P&L (%) 380.6317 260.4847 120.147 340.5451 217.7323 122.8128
Avg Daily Profit (%) 0.3038 0.2079 0.0959 0.1184 0.0923 0.064
Buy And Hold Return (%) 40.3932 40.3932 40.3932 40.3932 40.3932 40.3932
Max Trade Drawdown -96278 -44935 -86143 -99237 -99237 -44666
Profit Factor 1.9663 2.6664 1.5057 2.111 2.576 1.7294
Total Trades 97 48 49 97 48 49
Winning Trades 81 40 41 81 40 41
Losing Trades 16 8 8 16 8 8
Profitability (%) 83.5052 83.3333 83.6735 83.5052 83.3333 83.6735
Ratio Avg Win / Avg Loss 0.3884 0.5333 0.2938 0.417 0.5152 0.3374
Largest Winning Trade 28599 28599 19155 59423 59423 45940
Largest Losing Trade -86143 -44935 -86143 -99237 -99237 -62406
Avg Bars in Trades 24 29 19 24 29 19
Avg Bars in Winners 10 12 9 10 12 9
Avg Bars in Losers 93 116 69 93 116 69
Bars Traded 2352 1416 936 2352 1416 936
Profit Streak 38.1518 93.6518 38.1518 38.1518 93.6518 38.1518
Trades During Streak 10 6 5 10 6 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 583068 564945 -62259 -26954 -62610 -103944
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2506,
    "evaluation_days": 1253,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1656979200000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760283515085,
    "expiration_time": 1763518176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.52049,
            "nb": 0.05659,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 115,
            "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": [
        [
            380631.7243300237,
            260484.7099646154,
            120147.0143654084,
            340545.0714394073,
            217732.2990100657,
            122812.7724293417
        ],
        [
            380.631724,
            260.48471,
            120.147014,
            340.545071,
            217.732299,
            122.812772
        ],
        [
            0.303776,
            0.207889,
            0.095887,
            0.118413,
            0.092304,
            0.06396
        ],
        [
            40.393162,
            40.393162,
            40.393162,
            40.393162,
            40.393162,
            40.393162
        ],
        [
            -96278,
            -44935,
            -86143,
            -99237,
            -99237,
            -44666
        ],
        [
            1.96634,
            2.666439,
            1.505716,
            2.110973,
            2.575966,
            1.729419
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            16,
            8,
            8,
            16,
            8,
            8
        ],
        [
            83.505155,
            83.333333,
            83.673469,
            83.505155,
            83.333333,
            83.673469
        ],
        [
            0.388413,
            0.533288,
            0.293798,
            0.416982,
            0.515193,
            0.337448
        ],
        [
            28599,
            28599,
            19155,
            59423,
            59423,
            45940
        ],
        [
            -86143,
            -44935,
            -86143,
            -99237,
            -99237,
            -62406
        ],
        [
            24,
            29,
            19,
            24,
            29,
            19
        ],
        [
            10,
            12,
            9,
            10,
            12,
            9
        ],
        [
            93,
            116,
            69,
            93,
            116,
            69
        ],
        [
            2352,
            1416,
            936,
            2352,
            1416,
            936
        ],
        [
            38.151795,
            93.651795,
            38.151795,
            38.151795,
            93.651795,
            38.151795
        ],
        [
            10,
            6,
            5,
            10,
            6,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            583068,
            564945,
            -62259,
            -26954,
            -62610,
            -103944
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2506,
    "evaluation_days": 1253,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1656979200000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760283515085,
    "expiration_time": 1763518176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.52049,
            "nb": 0.05659,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 115,
            "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)