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Trade: LDO/USDT/720/HWMA/SWMA/9837

Strategy
LDO/USDT/720/HWMA/SWMA/9837
Pair
LDO_USDT
Interval
12h
Score
343717
Daily Profit
0.151700
Profit Factor
2.309573
Profitability
81.818182
Streak
169.781670
Best Strategy
Training Data Length
1252.500000
Evaluation Time
2025-10-12 09:45
Expiration Time
2025-11-18 15:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 206602.6129 190004.1885 16598.4243 1373.9537 43352.4356 -41978.4819
Total P&L (%) 206.6026 190.0042 16.5984 1.374 43.3524 -41.9785
Avg Daily Profit (%) 0.165 0.1517 0.0133 0.0011 0.0288 -0.0435
Buy And Hold Return (%) 82.0751 82.0751 82.0751 82.0751 82.0751 82.0751
Max Trade Drawdown -111054 -49835 -111054 -22103 -22103 -11162
Profit Factor 1.4348 2.3096 1.0503 1.0069 2.1296 0.7389
Total Trades 67 33 34 67 33 34
Winning Trades 54 27 27 54 27 27
Losing Trades 13 6 7 13 6 7
Profitability (%) 80.597 81.8182 79.4118 80.597 81.8182 79.4118
Ratio Avg Win / Avg Loss 0.3454 0.5132 0.2723 0.2424 0.4732 0.1916
Largest Winning Trade 32314 28029 32314 35036 12880 35036
Largest Losing Trade -128533 -49835 -128533 -128533 -22103 -128533
Avg Bars in Trades 35 40 30 35 40 30
Avg Bars in Winners 21 24 18 23 24 21
Avg Bars in Losers 93 111 79 85 108 65
Bars Traded 2370 1322 1048 2370 1322 1048
Profit Streak 43.7817 169.7817 43.7817 43.7817 169.7817 43.7817
Trades During Streak 4 7 2 4 7 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -112534 343717 -503012 -687292 -313459 -575995
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2505,
    "evaluation_days": 1252.5,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1656676800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760251536276,
    "expiration_time": 1763473680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 108,
            "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": [
        [
            206602.6128556257,
            190004.1885119439,
            16598.4243436819,
            1373.9537032854,
            43352.4355906853,
            -41978.4818874
        ],
        [
            206.602613,
            190.004189,
            16.598424,
            1.373954,
            43.352436,
            -41.978482
        ],
        [
            0.164952,
            0.1517,
            0.013252,
            0.00109,
            0.028758,
            -0.043452
        ],
        [
            82.075055,
            82.075055,
            82.075055,
            82.075055,
            82.075055,
            82.075055
        ],
        [
            -111054,
            -49835,
            -111054,
            -22103,
            -22103,
            -11162
        ],
        [
            1.434795,
            2.309573,
            1.050285,
            1.006899,
            2.129554,
            0.738898
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            13,
            6,
            7,
            13,
            6,
            7
        ],
        [
            80.597015,
            81.818182,
            79.411765,
            80.597015,
            81.818182,
            79.411765
        ],
        [
            0.345414,
            0.513238,
            0.272296,
            0.242402,
            0.473234,
            0.191566
        ],
        [
            32314,
            28029,
            32314,
            35036,
            12880,
            35036
        ],
        [
            -128533,
            -49835,
            -128533,
            -128533,
            -22103,
            -128533
        ],
        [
            35,
            40,
            30,
            35,
            40,
            30
        ],
        [
            21,
            24,
            18,
            23,
            24,
            21
        ],
        [
            93,
            111,
            79,
            85,
            108,
            65
        ],
        [
            2370,
            1322,
            1048,
            2370,
            1322,
            1048
        ],
        [
            43.78167,
            169.78167,
            43.78167,
            43.78167,
            169.78167,
            43.78167
        ],
        [
            4,
            7,
            2,
            4,
            7,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -112534,
            343717,
            -503012,
            -687292,
            -313459,
            -575995
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2505,
    "evaluation_days": 1252.5,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1656676800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760251536276,
    "expiration_time": 1763473680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 108,
            "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)