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Trade: LDO/USDT/240/WMA/MIDPOINT/2940

Strategy
LDO/USDT/240/WMA/MIDPOINT/2940
Pair
LDO_USDT
Interval
4h
Score
617593
Daily Profit
0.601141
Profit Factor
2.309092
Profitability
53.906250
Streak
13.592917
Best Strategy
Training Data Length
1245.500000
Evaluation Time
2025-10-05 21:13
Expiration Time
2025-11-12 02:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 748720.6706 610673.4474 138047.2233 3119935.4067 2529333.5706 590601.8361
Total P&L (%) 748.7207 610.6734 138.0472 3119.9354 2529.3336 590.6018
Avg Daily Profit (%) 0.6011 0.4903 0.1108 0.2791 0.2628 0.1553
Buy And Hold Return (%) 110.625 110.625 110.625 110.625 110.625 110.625
Max Trade Drawdown -105410 -72626 -47248 -4656598 -2150639 -2813235
Profit Factor 2.3091 2.949 1.5338 1.3416 1.584 1.123
Total Trades 128 64 64 128 64 64
Winning Trades 69 34 35 69 34 35
Losing Trades 59 30 29 59 30 29
Profitability (%) 53.9063 53.125 54.6875 53.9063 53.125 54.6875
Ratio Avg Win / Avg Loss 1.9744 2.6021 1.2709 1.1471 1.3976 0.9305
Largest Winning Trade 339269 339269 35315 1785681 1785681 1320444
Largest Losing Trade -47856 -47856 -47248 -2813235 -1503129 -2813235
Avg Bars in Trades 55 76 34 55 76 34
Avg Bars in Winners 64 82 47 64 82 47
Avg Bars in Losers 45 70 20 45 70 20
Bars Traded 7158 4925 2233 7158 4925 2233
Profit Streak 13.5929 0 81.9263 13.5929 0 81.9263
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 617593 -123611 -269375 377968 -128381 -217575
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7473,
    "evaluation_days": 1245.5,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1655395200000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759688028058,
    "expiration_time": 1762908336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 168,
            "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": [
        [
            748720.6706055908,
            610673.4473522078,
            138047.223253383,
            3119935.406731079,
            2529333.5706073963,
            590601.8361236829
        ],
        [
            748.720671,
            610.673447,
            138.047223,
            3119.935407,
            2529.333571,
            590.601836
        ],
        [
            0.601141,
            0.490304,
            0.110837,
            0.279148,
            0.262835,
            0.15527
        ],
        [
            110.625,
            110.625,
            110.625,
            110.625,
            110.625,
            110.625
        ],
        [
            -105410,
            -72626,
            -47248,
            -4656598,
            -2150639,
            -2813235
        ],
        [
            2.309092,
            2.949035,
            1.533788,
            1.341579,
            1.583953,
            1.122979
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            53.90625,
            53.125,
            54.6875,
            53.90625,
            53.125,
            54.6875
        ],
        [
            1.974441,
            2.60209,
            1.270853,
            1.147147,
            1.397605,
            0.930468
        ],
        [
            339269,
            339269,
            35315,
            1785681,
            1785681,
            1320444
        ],
        [
            -47856,
            -47856,
            -47248,
            -2813235,
            -1503129,
            -2813235
        ],
        [
            55,
            76,
            34,
            55,
            76,
            34
        ],
        [
            64,
            82,
            47,
            64,
            82,
            47
        ],
        [
            45,
            70,
            20,
            45,
            70,
            20
        ],
        [
            7158,
            4925,
            2233,
            7158,
            4925,
            2233
        ],
        [
            13.592917,
            0,
            81.926251,
            13.592917,
            0,
            81.926251
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            617593,
            -123611,
            -269375,
            377968,
            -128381,
            -217575
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 7473,
    "evaluation_days": 1245.5,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1655395200000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759688028058,
    "expiration_time": 1762908336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 168,
            "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)