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Trade: LDO/USDT/120/JMA/PWMA/8447

Strategy
LDO/USDT/120/JMA/PWMA/8447
Pair
LDO_USDT
Interval
2h
Score
440120
Daily Profit
0.296540
Profit Factor
1.522905
Profitability
66.216216
Streak
23.675365
Best Strategy
Training Data Length
1243.420000
Evaluation Time
2025-10-03 21:12
Expiration Time
2025-11-17 14:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 368723.5777 307320.1971 61403.3805 -129733.6376 -18699.5096 -111034.128
Total P&L (%) 368.7236 307.3202 61.4034 -129.7336 -18.6995 -111.0341
Avg Daily Profit (%) 0.2965 0.2472 0.0494 0 -0.0166 0
Buy And Hold Return (%) 15.0885 15.0885 15.0885 15.0885 15.0885 15.0885
Max Trade Drawdown -116062 -69301 -166260 -230070 -36500 -210160
Profit Factor 1.5229 2.2753 1.1323 0.6534 0.8264 0.5835
Total Trades 148 74 74 148 74 74
Winning Trades 98 46 52 49 27 22
Losing Trades 50 28 22 99 47 52
Profitability (%) 66.2162 62.1622 70.2703 33.1081 36.4865 29.7297
Ratio Avg Win / Avg Loss 0.777 1.385 0.479 1.3201 1.4385 1.3792
Largest Winning Trade 52441 52441 34701 72035 44520 72035
Largest Losing Trade -116062 -39221 -116062 -180725 -24954 -180725
Avg Bars in Trades 98 102 94 98 102 94
Avg Bars in Winners 70 73 67 150 149 151
Avg Bars in Losers 154 150 159 72 75 70
Bars Traded 14594 7570 7024 14594 7570 7024
Profit Streak 23.6754 23.6754 45.1754 0 0 0
Trades During Streak 4 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440120 -50326 -265931 -585288 -648824 -652538
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14921,
    "evaluation_days": 1243.42,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653638400000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759515151540,
    "expiration_time": 1763381923200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 216,
            "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": [
        [
            368723.5776734059,
            307320.1971295841,
            61403.3805438218,
            -129733.6376252171,
            -18699.5096022255,
            -111034.1280229916
        ],
        [
            368.723578,
            307.320197,
            61.403381,
            -129.733638,
            -18.69951,
            -111.034128
        ],
        [
            0.29654,
            0.247157,
            0.049383,
            0,
            -0.016648,
            0
        ],
        [
            15.088537,
            15.088537,
            15.088537,
            15.088537,
            15.088537,
            15.088537
        ],
        [
            -116062,
            -69301,
            -166260,
            -230070,
            -36500,
            -210160
        ],
        [
            1.522905,
            2.275276,
            1.132289,
            0.653379,
            0.826374,
            0.583489
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            98,
            46,
            52,
            49,
            27,
            22
        ],
        [
            50,
            28,
            22,
            99,
            47,
            52
        ],
        [
            66.216216,
            62.162162,
            70.27027,
            33.108108,
            36.486486,
            29.72973
        ],
        [
            0.776992,
            1.384951,
            0.479045,
            1.320093,
            1.438502,
            1.379156
        ],
        [
            52441,
            52441,
            34701,
            72035,
            44520,
            72035
        ],
        [
            -116062,
            -39221,
            -116062,
            -180725,
            -24954,
            -180725
        ],
        [
            98,
            102,
            94,
            98,
            102,
            94
        ],
        [
            70,
            73,
            67,
            150,
            149,
            151
        ],
        [
            154,
            150,
            159,
            72,
            75,
            70
        ],
        [
            14594,
            7570,
            7024,
            14594,
            7570,
            7024
        ],
        [
            23.675365,
            23.675365,
            45.175365,
            0,
            0,
            0
        ],
        [
            4,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440120,
            -50326,
            -265931,
            -585288,
            -648824,
            -652538
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14921,
    "evaluation_days": 1243.42,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653638400000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759515151540,
    "expiration_time": 1763381923200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 216,
            "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)