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Trade: LDO/USDT/720/HWMA/WMA/5439

Strategy
LDO/USDT/720/HWMA/WMA/5439
Pair
LDO_USDT
Interval
12h
Score
362072
Daily Profit
0.245714
Profit Factor
1.393862
Profitability
63.503650
Streak
9.913719
Best Strategy
Training Data Length
1251.500000
Evaluation Time
2025-10-11 12:55
Expiration Time
2025-11-17 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 307510.7931 251476.7358 56034.0573 -118468.6527 22578.4284 -141047.0811
Total P&L (%) 307.5108 251.4767 56.0341 -118.4687 22.5784 -141.0471
Avg Daily Profit (%) 0.2457 0.2009 0.0448 0 0.0163 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141320 -81768 -118646 -178778 -41729 -200334
Profit Factor 1.3939 1.8435 1.1161 0.7155 1.1966 0.5322
Total Trades 137 68 69 137 68 69
Winning Trades 87 42 45 61 30 31
Losing Trades 50 26 24 76 38 38
Profitability (%) 63.5037 61.7647 65.2174 44.5255 44.1176 44.9275
Ratio Avg Win / Avg Loss 0.8011 1.1412 0.5953 0.8914 1.5157 0.6523
Largest Winning Trade 66880 66880 36688 56824 56824 17817
Largest Losing Trade -106903 -35053 -106903 -132176 -41729 -132176
Avg Bars in Trades 18 18 17 18 18 17
Avg Bars in Winners 14 15 13 20 21 20
Avg Bars in Losers 24 23 25 16 15 16
Bars Traded 2476 1240 1237 2476 1240 1237
Profit Streak 9.9137 0 22.9137 0 32.4137 0
Trades During Streak 1 0 1 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362072 -97361 -327402 -582266 -290387 -684430
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2503,
    "evaluation_days": 1251.5,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1652356800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760176545361,
    "expiration_time": 1763384688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.19809,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 8,
            "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": [
        [
            307510.7931169915,
            251476.735773758,
            56034.0573432333,
            -118468.6527057969,
            22578.4283551158,
            -141047.0810609126
        ],
        [
            307.510793,
            251.476736,
            56.034057,
            -118.468653,
            22.578428,
            -141.047081
        ],
        [
            0.245714,
            0.20094,
            0.044774,
            0,
            0.016268,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141320,
            -81768,
            -118646,
            -178778,
            -41729,
            -200334
        ],
        [
            1.393862,
            1.843497,
            1.116103,
            0.715456,
            1.196583,
            0.532168
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            87,
            42,
            45,
            61,
            30,
            31
        ],
        [
            50,
            26,
            24,
            76,
            38,
            38
        ],
        [
            63.50365,
            61.764706,
            65.217391,
            44.525547,
            44.117647,
            44.927536
        ],
        [
            0.80107,
            1.141213,
            0.595255,
            0.891388,
            1.515672,
            0.652335
        ],
        [
            66880,
            66880,
            36688,
            56824,
            56824,
            17817
        ],
        [
            -106903,
            -35053,
            -106903,
            -132176,
            -41729,
            -132176
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            14,
            15,
            13,
            20,
            21,
            20
        ],
        [
            24,
            23,
            25,
            16,
            15,
            16
        ],
        [
            2476,
            1240,
            1237,
            2476,
            1240,
            1237
        ],
        [
            9.913719,
            0,
            22.913719,
            0,
            32.413719,
            0
        ],
        [
            1,
            0,
            1,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362072,
            -97361,
            -327402,
            -582266,
            -290387,
            -684430
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2503,
    "evaluation_days": 1251.5,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1652356800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760176545361,
    "expiration_time": 1763384688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.19809,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 8,
            "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)