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Trade: LDO/USDT/720/FWMA/HMA/6962

Strategy
LDO/USDT/720/FWMA/HMA/6962
Pair
LDO_USDT
Interval
12h
Score
326009
Daily Profit
0.204911
Profit Factor
1.436304
Profitability
69.421488
Streak
28.423216
Best Strategy
Training Data Length
1250.000000
Evaluation Time
2025-10-10 01:09
Expiration Time
2025-11-16 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 256139.2117 169932.5453 86206.6664 -148130.3405 -56678.0264 -91452.3141
Total P&L (%) 256.1392 169.9325 86.2067 -148.1303 -56.678 -91.4523
Avg Daily Profit (%) 0.2049 0.1359 0.069 0 -0.0669 -0.1966
Buy And Hold Return (%) 68.9412 68.9412 68.9412 68.9412 68.9412 68.9412
Max Trade Drawdown -119438 -44687 -113009 -271503 -101925 -214882
Profit Factor 1.4363 1.6843 1.2545 0.6699 0.6768 0.6654
Total Trades 121 61 60 121 61 60
Winning Trades 84 40 44 45 21 24
Losing Trades 37 21 16 76 40 36
Profitability (%) 69.4215 65.5738 73.3333 37.1901 34.4262 40
Ratio Avg Win / Avg Loss 0.6327 0.8842 0.4562 1.1313 1.2892 0.9981
Largest Winning Trade 29068 29068 27761 24380 24071 24380
Largest Losing Trade -105150 -40119 -105150 -187418 -26373 -187418
Avg Bars in Trades 19 18 19 19 18 19
Avg Bars in Winners 11 10 13 28 28 27
Avg Bars in Losers 35 34 37 13 12 14
Bars Traded 2300 1122 1178 2300 1122 1178
Profit Streak 28.4232 28.4232 52.4232 0 0 0
Trades During Streak 4 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326009 -173296 -355045 -583494 -746848 -753847
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2500,
    "evaluation_days": 1250,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1657368000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760047765913,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 115,
            "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": [
        [
            256139.2117215649,
            169932.5453490696,
            86206.6663724954,
            -148130.3404585458,
            -56678.0263514597,
            -91452.3141070861
        ],
        [
            256.139212,
            169.932545,
            86.206666,
            -148.13034,
            -56.678026,
            -91.452314
        ],
        [
            0.204911,
            0.135946,
            0.068965,
            0,
            -0.066898,
            -0.196567
        ],
        [
            68.941176,
            68.941176,
            68.941176,
            68.941176,
            68.941176,
            68.941176
        ],
        [
            -119438,
            -44687,
            -113009,
            -271503,
            -101925,
            -214882
        ],
        [
            1.436304,
            1.68426,
            1.254506,
            0.669877,
            0.676822,
            0.66542
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            84,
            40,
            44,
            45,
            21,
            24
        ],
        [
            37,
            21,
            16,
            76,
            40,
            36
        ],
        [
            69.421488,
            65.57377,
            73.333333,
            37.190083,
            34.42623,
            40
        ],
        [
            0.632658,
            0.884237,
            0.456184,
            1.131347,
            1.289184,
            0.998131
        ],
        [
            29068,
            29068,
            27761,
            24380,
            24071,
            24380
        ],
        [
            -105150,
            -40119,
            -105150,
            -187418,
            -26373,
            -187418
        ],
        [
            19,
            18,
            19,
            19,
            18,
            19
        ],
        [
            11,
            10,
            13,
            28,
            28,
            27
        ],
        [
            35,
            34,
            37,
            13,
            12,
            14
        ],
        [
            2300,
            1122,
            1178,
            2300,
            1122,
            1178
        ],
        [
            28.423216,
            28.423217,
            52.423217,
            0,
            0,
            0
        ],
        [
            4,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326009,
            -173296,
            -355045,
            -583494,
            -746848,
            -753847
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2500,
    "evaluation_days": 1250,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1657368000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760047765913,
    "expiration_time": 1763251200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 115,
            "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)