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Trade: LDO/USDT/60/HWMA/ZLMA/5706

Strategy
LDO/USDT/60/HWMA/ZLMA/5706
Pair
LDO_USDT
Interval
1h
Score
553359
Daily Profit
0.479245
Profit Factor
1.549417
Profitability
59.774436
Streak
10.682216
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-12 07:22
Expiration Time
2025-12-26 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 499215.4151 334494.5039 164720.9111 2679586.0148 1942365.4168 737220.598
Total P&L (%) 499.2154 334.4945 164.7209 2679.586 1942.3654 737.2206
Avg Daily Profit (%) 0.4792 0.3211 0.1581 0.3197 0.29 0.2042
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78989 -80886 -65060 -1240203 -711369 -945022
Profit Factor 1.5494 1.8162 1.3302 1.4168 1.6598 1.2116
Total Trades 266 133 133 266 133 133
Winning Trades 159 79 80 159 79 80
Losing Trades 107 54 53 107 54 53
Profitability (%) 59.7744 59.3985 60.1504 59.7744 59.3985 60.1504
Ratio Avg Win / Avg Loss 1.0427 1.2415 0.8813 0.9535 1.1345 0.8027
Largest Winning Trade 41754 41754 25711 764884 764884 306906
Largest Losing Trade -35208 -33253 -35208 -547173 -368793 -547173
Avg Bars in Trades 92 92 92 92 92 92
Avg Bars in Winners 92 92 92 92 92 92
Avg Bars in Losers 92 92 92 92 92 92
Bars Traded 24691 12349 12342 24691 12349 12342
Profit Streak 10.6822 14.5572 10.6822 10.6822 14.5572 10.6822
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 553359 453537 274582 430101 448101 277657
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670241600000,
    "first_datapoint_time": 1671051600000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760242943459,
    "expiration_time": 1766721600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.04305,
            "nb": 0.00251,
            "nc": 0.68579
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 226,
            "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": [
        [
            499215.4150506634,
            334494.5039229979,
            164720.9111276649,
            2679586.0148065677,
            1942365.4167758594,
            737220.5980307073
        ],
        [
            499.215415,
            334.494504,
            164.720911,
            2679.586015,
            1942.365417,
            737.220598
        ],
        [
            0.479245,
            0.321114,
            0.158132,
            0.319698,
            0.290021,
            0.2042
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78989,
            -80886,
            -65060,
            -1240203,
            -711369,
            -945022
        ],
        [
            1.549417,
            1.816246,
            1.330213,
            1.416839,
            1.659786,
            1.211576
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            59.774436,
            59.398496,
            60.150376,
            59.774436,
            59.398496,
            60.150376
        ],
        [
            1.042689,
            1.241485,
            0.881266,
            0.95347,
            1.134537,
            0.802669
        ],
        [
            41754,
            41754,
            25711,
            764884,
            764884,
            306906
        ],
        [
            -35208,
            -33253,
            -35208,
            -547173,
            -368793,
            -547173
        ],
        [
            92,
            92,
            92,
            92,
            92,
            92
        ],
        [
            92,
            92,
            92,
            92,
            92,
            92
        ],
        [
            92,
            92,
            92,
            92,
            92,
            92
        ],
        [
            24691,
            12349,
            12342,
            24691,
            12349,
            12342
        ],
        [
            10.682216,
            14.557216,
            10.682216,
            10.682216,
            14.557216,
            10.682216
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            553359,
            453537,
            274582,
            430101,
            448101,
            277657
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670241600000,
    "first_datapoint_time": 1671051600000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760242943459,
    "expiration_time": 1766721600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.04305,
            "nb": 0.00251,
            "nc": 0.68579
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 226,
            "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)