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Trade: LDO/USDT/720/JMA/SUPERTREND/8704

Strategy
LDO/USDT/720/JMA/SUPERTREND/8704
Pair
LDO_USDT
Interval
12h
Score
580483
Daily Profit
0.417875
Profit Factor
1.726010
Profitability
52.980132
Streak
63.850153
Best Strategy
Training Data Length
1251.500000
Evaluation Time
2025-10-11 11:24
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 522970.2562 433719.3444 89250.9117 1466160.7544 1180721.8459 285438.9085
Total P&L (%) 522.9703 433.7193 89.2509 1466.1608 1180.7218 285.4389
Avg Daily Profit (%) 0.4179 0.3466 0.0713 0.2201 0.204 0.1079
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122203 -97006 -73542 -1300722 -1044410 -645819
Profit Factor 1.726 2.2434 1.2402 1.2891 1.4568 1.1148
Total Trades 151 76 75 151 76 75
Winning Trades 80 42 38 80 42 38
Losing Trades 71 34 37 71 34 37
Profitability (%) 52.9801 55.2632 50.6667 52.9801 55.2632 50.6667
Ratio Avg Win / Avg Loss 1.5318 1.8161 1.2076 1.1441 1.1793 1.0855
Largest Winning Trade 103384 103384 28451 376884 376884 233750
Largest Losing Trade -54391 -54391 -44376 -791283 -791283 -303386
Avg Bars in Trades 15 20 10 15 20 10
Avg Bars in Winners 21 26 15 21 26 15
Avg Bars in Losers 9 14 5 9 14 5
Bars Traded 2404 1585 819 2404 1585 819
Profit Streak 63.8502 110.8502 63.8502 63.8502 110.8502 63.8502
Trades During Streak 5 7 2 5 7 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 580483 -33575 -153621 402473 -37605 -198854
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": 1654992000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760171053248,
    "expiration_time": 1763384688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 67,
            "offset": 0,
            "multiplier": 2.75758
        }
    }
}
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": [
        [
            522970.2561695221,
            433719.3444197199,
            89250.9117498026,
            1466160.7544292384,
            1180721.8459030946,
            285438.9085261427
        ],
        [
            522.970256,
            433.719344,
            89.250912,
            1466.160754,
            1180.721846,
            285.438909
        ],
        [
            0.417875,
            0.34656,
            0.071315,
            0.220075,
            0.203964,
            0.107866
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122203,
            -97006,
            -73542,
            -1300722,
            -1044410,
            -645819
        ],
        [
            1.72601,
            2.243432,
            1.240227,
            1.289113,
            1.456791,
            1.114799
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            80,
            42,
            38,
            80,
            42,
            38
        ],
        [
            71,
            34,
            37,
            71,
            34,
            37
        ],
        [
            52.980132,
            55.263158,
            50.666667,
            52.980132,
            55.263158,
            50.666667
        ],
        [
            1.531833,
            1.816111,
            1.20759,
            1.144088,
            1.179307,
            1.085462
        ],
        [
            103384,
            103384,
            28451,
            376884,
            376884,
            233750
        ],
        [
            -54391,
            -54391,
            -44376,
            -791283,
            -791283,
            -303386
        ],
        [
            15,
            20,
            10,
            15,
            20,
            10
        ],
        [
            21,
            26,
            15,
            21,
            26,
            15
        ],
        [
            9,
            14,
            5,
            9,
            14,
            5
        ],
        [
            2404,
            1585,
            819,
            2404,
            1585,
            819
        ],
        [
            63.850153,
            110.850153,
            63.850153,
            63.850153,
            110.850153,
            63.850153
        ],
        [
            5,
            7,
            2,
            5,
            7,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            580483,
            -33575,
            -153621,
            402473,
            -37605,
            -198854
        ]
    ]
}
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": 1654992000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760171053248,
    "expiration_time": 1763384688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 67,
            "offset": 0,
            "multiplier": 2.75758
        }
    }
}

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)