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Trade: LDO/USDT/720/OHLC4/WMA/9245

Strategy
LDO/USDT/720/OHLC4/WMA/9245
Pair
LDO_USDT
Interval
12h
Score
558645
Daily Profit
0.229855
Profit Factor
1.732134
Profitability
82.962963
Streak
9.413784
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 206129.2068 242343.0224 -36213.8156 1669596.7584 759649.3548 909947.4035
Total P&L (%) 206.1292 242.343 -36.2138 1669.5968 759.6494 909.9474
Avg Daily Profit (%) 0.1647 0.1936 -0.0289 0.2299 0.1721 0.1849
Buy And Hold Return (%) 35.9106 35.9106 35.9106 35.9106 35.9106 35.9106
Max Trade Drawdown -319320 -49260 -284498 -905193 -905193 -631624
Profit Factor 1.3255 2.275 0.9183 1.7321 1.6429 1.8281
Total Trades 135 67 68 135 67 68
Winning Trades 114 55 59 112 56 56
Losing Trades 21 12 9 23 11 12
Profitability (%) 84.4444 82.0896 86.7647 82.963 83.5821 82.3529
Ratio Avg Win / Avg Loss 0.2442 0.4964 0.1401 0.3557 0.3227 0.3917
Largest Winning Trade 26339 26339 21180 226200 224686 226200
Largest Losing Trade -176350 -49260 -176350 -905193 -905193 -315982
Avg Bars in Trades 17 20 15 17 20 15
Avg Bars in Winners 9 9 8 11 13 10
Avg Bars in Losers 64 67 60 45 54 37
Bars Traded 2379 1355 1024 2379 1355 1024
Profit Streak 9.4138 9.4138 43.4138 9.4138 9.4138 43.4138
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428987 -102248 -683564 558645 -102923 -94615
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": 1656028800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760176550956,
    "expiration_time": 1763384688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 93,
            "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": [
        [
            206129.2067612208,
            242343.0224046294,
            -36213.8156434087,
            1669596.75835186,
            759649.3548083726,
            909947.4035434877
        ],
        [
            206.129207,
            242.343022,
            -36.213816,
            1669.596758,
            759.649355,
            909.947404
        ],
        [
            0.164706,
            0.193642,
            -0.028936,
            0.229855,
            0.17205,
            0.184948
        ],
        [
            35.910596,
            35.910596,
            35.910596,
            35.910596,
            35.910596,
            35.910596
        ],
        [
            -319320,
            -49260,
            -284498,
            -905193,
            -905193,
            -631624
        ],
        [
            1.325546,
            2.274976,
            0.918272,
            1.732134,
            1.642878,
            1.828119
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            114,
            55,
            59,
            112,
            56,
            56
        ],
        [
            21,
            12,
            9,
            23,
            11,
            12
        ],
        [
            84.444444,
            82.089552,
            86.764706,
            82.962963,
            83.58209,
            82.352941
        ],
        [
            0.24418,
            0.496358,
            0.140075,
            0.355706,
            0.322708,
            0.39174
        ],
        [
            26339,
            26339,
            21180,
            226200,
            224686,
            226200
        ],
        [
            -176350,
            -49260,
            -176350,
            -905193,
            -905193,
            -315982
        ],
        [
            17,
            20,
            15,
            17,
            20,
            15
        ],
        [
            9,
            9,
            8,
            11,
            13,
            10
        ],
        [
            64,
            67,
            60,
            45,
            54,
            37
        ],
        [
            2379,
            1355,
            1024,
            2379,
            1355,
            1024
        ],
        [
            9.413784,
            9.413784,
            43.413784,
            9.413784,
            9.413784,
            43.413784
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428987,
            -102248,
            -683564,
            558645,
            -102923,
            -94615
        ]
    ]
}
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": 1656028800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760176550956,
    "expiration_time": 1763384688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 93,
            "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)