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Trade: LDO/USDT/720/OHLC4/JMA/3284

Strategy
LDO/USDT/720/OHLC4/JMA/3284
Pair
LDO_USDT
Interval
12h
Score
479414
Daily Profit
0.196053
Profit Factor
1.540374
Profitability
81.034483
Streak
49.744064
Best Strategy
Training Data Length
1250.500000
Evaluation Time
2025-10-10 08:51
Expiration Time
2025-11-16 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 245164.4769 153923.4017 91241.0751 -59100.9548 -20400.0853 -38700.8696
Total P&L (%) 245.1645 153.9234 91.2411 -59.101 -20.4001 -38.7009
Avg Daily Profit (%) 0.1961 0.1231 0.073 -0.0715 -0.0182 -0.0391
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110576 -51269 -95387 -82941 -42371 -73022
Profit Factor 1.5404 1.8893 1.3252 0.7614 0.8031 0.7314
Total Trades 116 58 58 116 58 58
Winning Trades 94 46 48 94 46 48
Losing Trades 22 12 10 22 12 10
Profitability (%) 81.0345 79.3103 82.7586 81.0345 79.3103 82.7586
Ratio Avg Win / Avg Loss 0.3605 0.4929 0.2761 0.1782 0.2095 0.1524
Largest Winning Trade 25684 25684 16938 10953 9765 10953
Largest Losing Trade -95387 -51269 -95387 -70059 -42371 -70059
Avg Bars in Trades 19 23 14 19 23 14
Avg Bars in Winners 10 10 9 10 10 9
Avg Bars in Losers 56 73 36 56 73 36
Bars Traded 2207 1372 835 2207 1372 835
Profit Streak 49.7441 92.2441 49.7441 49.7441 92.2441 49.7441
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 479414 -202897 -272006 -574934 -755796 -755834
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2501,
    "evaluation_days": 1250.5,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1659484800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760075487152,
    "expiration_time": 1763295696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 173,
            "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": [
        [
            245164.4768564359,
            153923.4017074299,
            91241.0751490061,
            -59100.9548144642,
            -20400.0852591895,
            -38700.8695552747
        ],
        [
            245.164477,
            153.923402,
            91.241075,
            -59.100955,
            -20.400085,
            -38.70087
        ],
        [
            0.196053,
            0.123089,
            0.072964,
            -0.071471,
            -0.018244,
            -0.039129
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110576,
            -51269,
            -95387,
            -82941,
            -42371,
            -73022
        ],
        [
            1.540374,
            1.889282,
            1.325156,
            0.761407,
            0.803106,
            0.731424
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            94,
            46,
            48,
            94,
            46,
            48
        ],
        [
            22,
            12,
            10,
            22,
            12,
            10
        ],
        [
            81.034483,
            79.310345,
            82.758621,
            81.034483,
            79.310345,
            82.758621
        ],
        [
            0.360513,
            0.492856,
            0.276074,
            0.178202,
            0.209506,
            0.15238
        ],
        [
            25684,
            25684,
            16938,
            10953,
            9765,
            10953
        ],
        [
            -95387,
            -51269,
            -95387,
            -70059,
            -42371,
            -70059
        ],
        [
            19,
            23,
            14,
            19,
            23,
            14
        ],
        [
            10,
            10,
            9,
            10,
            10,
            9
        ],
        [
            56,
            73,
            36,
            56,
            73,
            36
        ],
        [
            2207,
            1372,
            835,
            2207,
            1372,
            835
        ],
        [
            49.744064,
            92.244064,
            49.744064,
            49.744064,
            92.244064,
            49.744064
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479414,
            -202897,
            -272006,
            -574934,
            -755796,
            -755834
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2501,
    "evaluation_days": 1250.5,
    "actual_first_datapoint_time": 1652054400000,
    "first_datapoint_time": 1659484800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760075487152,
    "expiration_time": 1763295696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 173,
            "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)