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Trade: LDO/USDT/15/DCM/HMA/5567

Strategy
LDO/USDT/15/DCM/HMA/5567
Pair
LDO_USDT
Interval
15m
Score
310270
Daily Profit
0.534333
Profit Factor
1.324774
Profitability
46.153846
Streak
2.508884
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 08:12
Expiration Time
2025-12-18 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 139151.1158 80111.8488 59039.267 137883.9653 82520.7969 55363.1684
Total P&L (%) 139.1511 80.1118 59.0393 137.884 82.5208 55.3632
Avg Daily Profit (%) 0.5343 0.3076 0.2267 0.3333 0.2313 0.1693
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43080 -55372 -25795 -48269 -49903 -33647
Profit Factor 1.3248 1.3852 1.2678 1.2718 1.3385 1.2101
Total Trades 247 124 123 247 124 123
Winning Trades 114 55 59 114 55 59
Losing Trades 133 69 64 133 69 64
Profitability (%) 46.1538 44.3548 47.9675 46.1538 44.3548 47.9675
Ratio Avg Win / Avg Loss 1.5456 1.7378 1.3752 1.4837 1.6792 1.3126
Largest Winning Trade 64320 64320 23028 80843 80843 40254
Largest Losing Trade -13011 -9405 -13011 -20887 -14114 -20887
Avg Bars in Trades 99 94 104 99 94 104
Avg Bars in Winners 128 123 132 128 123 132
Avg Bars in Losers 74 71 78 74 71 78
Bars Traded 24591 11729 12862 24591 11729 12862
Profit Streak 2.5089 3.4568 0 2.5089 3.4568 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 310270 205928 165309 196764 172167 126140
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737054900000,
    "first_datapoint_time": 1737218700000,
    "last_datapoint_time": 1759554000000,
    "evaluation_time": 1759554767578,
    "expiration_time": 1766034000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 171,
            "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": [
        [
            139151.1158230144,
            80111.8488085441,
            59039.2670144704,
            137883.9652659335,
            82520.7968648097,
            55363.1684011237
        ],
        [
            139.151116,
            80.111849,
            59.039267,
            137.883965,
            82.520797,
            55.363168
        ],
        [
            0.534333,
            0.307626,
            0.226708,
            0.333329,
            0.231315,
            0.16933
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43080,
            -55372,
            -25795,
            -48269,
            -49903,
            -33647
        ],
        [
            1.324774,
            1.385234,
            1.267753,
            1.271776,
            1.338498,
            1.21006
        ],
        [
            247,
            124,
            123,
            247,
            124,
            123
        ],
        [
            114,
            55,
            59,
            114,
            55,
            59
        ],
        [
            133,
            69,
            64,
            133,
            69,
            64
        ],
        [
            46.153846,
            44.354839,
            47.96748,
            46.153846,
            44.354839,
            47.96748
        ],
        [
            1.54557,
            1.737839,
            1.37519,
            1.483739,
            1.679207,
            1.312608
        ],
        [
            64320,
            64320,
            23028,
            80843,
            80843,
            40254
        ],
        [
            -13011,
            -9405,
            -13011,
            -20887,
            -14114,
            -20887
        ],
        [
            99,
            94,
            104,
            99,
            94,
            104
        ],
        [
            128,
            123,
            132,
            128,
            123,
            132
        ],
        [
            74,
            71,
            78,
            74,
            71,
            78
        ],
        [
            24591,
            11729,
            12862,
            24591,
            11729,
            12862
        ],
        [
            2.508884,
            3.456801,
            0,
            2.508884,
            3.456801,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310270,
            205928,
            165309,
            196764,
            172167,
            126140
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737054900000,
    "first_datapoint_time": 1737218700000,
    "last_datapoint_time": 1759554000000,
    "evaluation_time": 1759554767578,
    "expiration_time": 1766034000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 171,
            "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)