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Trade: LDO/USDT/360/FWMA/SMA/2923

Strategy
LDO/USDT/360/FWMA/SMA/2923
Pair
LDO_USDT
Interval
6h
Score
328985
Daily Profit
0.243328
Profit Factor
1.616858
Profitability
89.256198
Streak
19.924377
Best Strategy
Training Data Length
1234.500000
Evaluation Time
2025-09-26 01:11
Expiration Time
2025-10-31 14:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 300388.8955 238623.1889 61765.7066 -213469.9601 -55051.4479 -158418.5122
Total P&L (%) 300.3889 238.6232 61.7657 -213.47 -55.0514 -158.4185
Avg Daily Profit (%) 0.2433 0.1933 0.05 0 -0.0648 0
Buy And Hold Return (%) 142.1413 142.1413 142.1413 142.1413 142.1413 142.1413
Max Trade Drawdown -138399 -49369 -112779 -155828 -65385 -110594
Profit Factor 1.6169 2.3306 1.2008 0.4179 0.6005 0.3081
Total Trades 121 60 61 121 60 61
Winning Trades 108 53 55 18 9 9
Losing Trades 13 7 6 103 51 52
Profitability (%) 89.2562 88.3333 90.1639 14.876 15 14.7541
Ratio Avg Win / Avg Loss 0.1946 0.3078 0.131 2.3916 3.4027 1.7801
Largest Winning Trade 22107 22107 19024 55343 55343 41896
Largest Losing Trade -112779 -49369 -112779 -82868 -11408 -82868
Avg Bars in Trades 38 42 34 38 42 34
Avg Bars in Winners 16 17 15 116 141 92
Avg Bars in Losers 220 236 202 24 25 24
Bars Traded 4665 2577 2088 4665 2577 2088
Profit Streak 19.9244 146.4244 19.9244 0 0 0
Trades During Streak 6 8 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328985 -162781 -449395 -652114 -821347 -814931

Evaluation Data

{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4938,
    "evaluation_days": 1234.5,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1656784800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758838266199,
    "expiration_time": 1761915024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 219,
            "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": [
        [
            300388.8955091834,
            238623.1888856089,
            61765.7066235747,
            -213469.9600732721,
            -55051.4479045925,
            -158418.5121686796
        ],
        [
            300.388896,
            238.623189,
            61.765707,
            -213.46996,
            -55.051448,
            -158.418512
        ],
        [
            0.243328,
            0.193295,
            0.050033,
            0,
            -0.064754,
            0
        ],
        [
            142.141328,
            142.141328,
            142.141328,
            142.141328,
            142.141328,
            142.141328
        ],
        [
            -138399,
            -49369,
            -112779,
            -155828,
            -65385,
            -110594
        ],
        [
            1.616858,
            2.330614,
            1.200777,
            0.417947,
            0.600477,
            0.308098
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            108,
            53,
            55,
            18,
            9,
            9
        ],
        [
            13,
            7,
            6,
            103,
            51,
            52
        ],
        [
            89.256198,
            88.333333,
            90.163934,
            14.876033,
            15,
            14.754098
        ],
        [
            0.194622,
            0.307817,
            0.130994,
            2.391588,
            3.402703,
            1.780119
        ],
        [
            22107,
            22107,
            19024,
            55343,
            55343,
            41896
        ],
        [
            -112779,
            -49369,
            -112779,
            -82868,
            -11408,
            -82868
        ],
        [
            38,
            42,
            34,
            38,
            42,
            34
        ],
        [
            16,
            17,
            15,
            116,
            141,
            92
        ],
        [
            220,
            236,
            202,
            24,
            25,
            24
        ],
        [
            4665,
            2577,
            2088,
            4665,
            2577,
            2088
        ],
        [
            19.924377,
            146.424377,
            19.924377,
            0,
            0,
            0
        ],
        [
            6,
            8,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328985,
            -162781,
            -449395,
            -652114,
            -821347,
            -814931
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4938,
    "evaluation_days": 1234.5,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1656784800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758838266199,
    "expiration_time": 1761915024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 219,
            "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)