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Trade: LDO/USDT/120/SWMA/MIDPRICE/5956

Strategy
LDO/USDT/120/SWMA/MIDPRICE/5956
Pair
LDO_USDT
Interval
2h
Score
398291
Daily Profit
0.189632
Profit Factor
1.335063
Profitability
56.521739
Streak
45.189654
Best Strategy
Training Data Length
1234.250000
Evaluation Time
2025-09-25 13:33
Expiration Time
2025-11-08 02:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 234053.1198 214463.2697 19589.8501 97978.2168 157671.3571 -59693.1403
Total P&L (%) 234.0531 214.4633 19.5899 97.9782 157.6714 -59.6931
Avg Daily Profit (%) 0.1896 0.1738 0.0159 0.0554 0.0767 -0.0736
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104679 -52523 -104346 -122500 -74343 -141046
Profit Factor 1.3351 1.76 1.0471 1.1434 1.6234 0.8612
Total Trades 161 80 81 161 80 81
Winning Trades 91 44 47 91 44 47
Losing Trades 70 36 34 70 36 34
Profitability (%) 56.5217 55 58.0247 56.5217 55 58.0247
Ratio Avg Win / Avg Loss 1.027 1.44 0.7574 0.8796 1.3282 0.623
Largest Winning Trade 50285 50285 33588 44594 44594 31226
Largest Losing Trade -50954 -29048 -50954 -52262 -30968 -52262
Avg Bars in Trades 87 104 70 87 104 70
Avg Bars in Winners 86 91 81 86 91 81
Avg Bars in Losers 89 120 56 89 120 56
Bars Traded 14077 8353 5724 14077 8353 5724
Profit Streak 45.1897 45.1897 45.4397 45.1897 45.1897 45.4397
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398291 -8199 -358464 -180185 -106376 -589998

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14811,
    "evaluation_days": 1234.25,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653818400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758796386107,
    "expiration_time": 1762561411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 241,
            "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": [
        [
            234053.119750899,
            214463.269663828,
            19589.850087071,
            97978.2167622976,
            157671.3571023248,
            -59693.1403400273
        ],
        [
            234.05312,
            214.46327,
            19.58985,
            97.978217,
            157.671357,
            -59.69314
        ],
        [
            0.189632,
            0.17376,
            0.015872,
            0.055351,
            0.076717,
            -0.073592
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104679,
            -52523,
            -104346,
            -122500,
            -74343,
            -141046
        ],
        [
            1.335063,
            1.760021,
            1.047051,
            1.143437,
            1.623415,
            0.861231
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            91,
            44,
            47,
            91,
            44,
            47
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            56.521739,
            55,
            58.024691,
            56.521739,
            55,
            58.024691
        ],
        [
            1.026971,
            1.440017,
            0.757441,
            0.879567,
            1.328248,
            0.623018
        ],
        [
            50285,
            50285,
            33588,
            44594,
            44594,
            31226
        ],
        [
            -50954,
            -29048,
            -50954,
            -52262,
            -30968,
            -52262
        ],
        [
            87,
            104,
            70,
            87,
            104,
            70
        ],
        [
            86,
            91,
            81,
            86,
            91,
            81
        ],
        [
            89,
            120,
            56,
            89,
            120,
            56
        ],
        [
            14077,
            8353,
            5724,
            14077,
            8353,
            5724
        ],
        [
            45.189654,
            45.189654,
            45.439654,
            45.189654,
            45.189654,
            45.439654
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398291,
            -8199,
            -358464,
            -180185,
            -106376,
            -589998
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14811,
    "evaluation_days": 1234.25,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653818400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758796386107,
    "expiration_time": 1762561411200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 241,
            "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)