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Trade: LDO/USDT/720/MIDPOINT/HWMA/7303

Strategy
LDO/USDT/720/MIDPOINT/HWMA/7303
Pair
LDO_USDT
Interval
12h
Score
409210
Daily Profit
0.176505
Profit Factor
1.749596
Profitability
52.380952
Streak
0.000000
Best Strategy
Training Data Length
1250.000000
Evaluation Time
2025-10-09 22:01
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 166960.2762 220631.2386 -53670.9624 -100533.2369 50933.1336 -151466.3705
Total P&L (%) 166.9603 220.6312 -53.671 -100.5332 50.9331 -151.4664
Avg Daily Profit (%) 0.1336 0.1765 -0.0429 0 0.0329 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129358 -74586 -109447 -185236 -29675 -155886
Profit Factor 1.2635 1.7496 0.8418 0.652 1.5934 0.2541
Total Trades 83 42 41 83 42 41
Winning Trades 45 22 23 40 20 20
Losing Trades 38 20 18 43 22 21
Profitability (%) 54.2169 52.381 56.0976 48.1928 47.619 48.7805
Ratio Avg Win / Avg Loss 1.0669 1.5905 0.6588 0.7009 1.7527 0.2668
Largest Winning Trade 221293 221293 33497 126220 126220 21016
Largest Losing Trade -100403 -46675 -100403 -107740 -46675 -107740
Avg Bars in Trades 29 28 29 29 28 29
Avg Bars in Winners 30 29 31 30 29 30
Avg Bars in Losers 28 28 27 28 28 28
Bars Traded 2430 1212 1218 2430 1212 1218
Profit Streak 0 0 0 77.7924 77.7924 95.2924
Trades During Streak 0 0 0 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -15308 409210 -579674 -581062 -146811 -579979
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2500,
    "evaluation_days": 1250,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1652486400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760036463334,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08885,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            166960.2762136353,
            220631.2386008487,
            -53670.9623872135,
            -100533.2369385891,
            50933.1335554112,
            -151466.3704940002
        ],
        [
            166.960276,
            220.631239,
            -53.670962,
            -100.533237,
            50.933134,
            -151.46637
        ],
        [
            0.133568,
            0.176505,
            -0.042937,
            0,
            0.032939,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129358,
            -74586,
            -109447,
            -185236,
            -29675,
            -155886
        ],
        [
            1.263479,
            1.749596,
            0.841839,
            0.652003,
            1.593392,
            0.254072
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            45,
            22,
            23,
            40,
            20,
            20
        ],
        [
            38,
            20,
            18,
            43,
            22,
            21
        ],
        [
            54.216867,
            52.380952,
            56.097561,
            48.192771,
            47.619048,
            48.780488
        ],
        [
            1.066937,
            1.590542,
            0.65883,
            0.700904,
            1.752731,
            0.266775
        ],
        [
            221293,
            221293,
            33497,
            126220,
            126220,
            21016
        ],
        [
            -100403,
            -46675,
            -100403,
            -107740,
            -46675,
            -107740
        ],
        [
            29,
            28,
            29,
            29,
            28,
            29
        ],
        [
            30,
            29,
            31,
            30,
            29,
            30
        ],
        [
            28,
            28,
            27,
            28,
            28,
            28
        ],
        [
            2430,
            1212,
            1218,
            2430,
            1212,
            1218
        ],
        [
            0,
            0,
            0,
            77.7924,
            77.7924,
            95.2924
        ],
        [
            0,
            0,
            0,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -15308,
            409210,
            -579674,
            -581062,
            -146811,
            -579979
        ]
    ]
}
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": 1652486400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760036463334,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08885,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)