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Trade: LDO/USDT/120/MIDPOINT/SINWMA/3105

Strategy
LDO/USDT/120/MIDPOINT/SINWMA/3105
Pair
LDO_USDT
Interval
2h
Score
340285
Daily Profit
0.170041
Profit Factor
1.428250
Profitability
55.555556
Streak
4.406676
Best Strategy
Training Data Length
1242.420000
Evaluation Time
2025-10-02 22:45
Expiration Time
2025-11-16 13:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 137921.8524 211262.8709 -73341.0185 -63296.537 -15822.655 -47473.882
Total P&L (%) 137.9219 211.2629 -73.341 -63.2965 -15.8227 -47.4739
Avg Daily Profit (%) 0.111 0.17 -0.059 -0.0806 -0.0139 -0.0518
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196280 -66283 -263734 -235537 -84846 -213258
Profit Factor 1.1126 1.4283 0.8997 0.9159 0.9504 0.8907
Total Trades 341 171 170 341 171 170
Winning Trades 203 95 108 199 98 101
Losing Trades 138 76 62 142 73 69
Profitability (%) 59.5308 55.5556 63.5294 58.3578 57.3099 59.4118
Ratio Avg Win / Avg Loss 0.7563 1.1426 0.5165 0.6536 0.7079 0.6085
Largest Winning Trade 41868 41868 29164 131747 18751 131747
Largest Losing Trade -152166 -42306 -152166 -137955 -34770 -137955
Avg Bars in Trades 43 39 46 43 39 46
Avg Bars in Winners 34 31 36 38 37 40
Avg Bars in Losers 56 49 64 49 42 56
Bars Traded 14735 6753 7982 14735 6753 7982
Profit Streak 3.24 4.4067 0 3.24 4.4067 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -141027 340285 -578689 -578833 -579330 -579223
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14909,
    "evaluation_days": 1242.42,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1652990400000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759434336795,
    "expiration_time": 1763292412800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 126,
            "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": [
        [
            137921.8524244899,
            211262.8709420522,
            -73341.0185175624,
            -63296.5369805391,
            -15822.6549538932,
            -47473.8820266458
        ],
        [
            137.921852,
            211.262871,
            -73.341019,
            -63.296537,
            -15.822655,
            -47.473882
        ],
        [
            0.111011,
            0.170041,
            -0.059031,
            -0.080641,
            -0.013863,
            -0.05181
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196280,
            -66283,
            -263734,
            -235537,
            -84846,
            -213258
        ],
        [
            1.112601,
            1.42825,
            0.899746,
            0.915935,
            0.950363,
            0.890658
        ],
        [
            341,
            171,
            170,
            341,
            171,
            170
        ],
        [
            203,
            95,
            108,
            199,
            98,
            101
        ],
        [
            138,
            76,
            62,
            142,
            73,
            69
        ],
        [
            59.530792,
            55.555556,
            63.529412,
            58.357771,
            57.309942,
            59.411765
        ],
        [
            0.756349,
            1.1426,
            0.516521,
            0.653581,
            0.707923,
            0.608469
        ],
        [
            41868,
            41868,
            29164,
            131747,
            18751,
            131747
        ],
        [
            -152166,
            -42306,
            -152166,
            -137955,
            -34770,
            -137955
        ],
        [
            43,
            39,
            46,
            43,
            39,
            46
        ],
        [
            34,
            31,
            36,
            38,
            37,
            40
        ],
        [
            56,
            49,
            64,
            49,
            42,
            56
        ],
        [
            14735,
            6753,
            7982,
            14735,
            6753,
            7982
        ],
        [
            3.240009,
            4.406676,
            0,
            3.240009,
            4.406676,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -141027,
            340285,
            -578689,
            -578833,
            -579330,
            -579223
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14909,
    "evaluation_days": 1242.42,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1652990400000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759434336795,
    "expiration_time": 1763292412800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 126,
            "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)