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Trade: LDO/USDT/360/SINWMA/MIDPRICE/4120

Strategy
LDO/USDT/360/SINWMA/MIDPRICE/4120
Pair
LDO_USDT
Interval
6h
Score
443926
Daily Profit
0.275375
Profit Factor
1.817939
Profitability
63.025210
Streak
0.000000
Best Strategy
Training Data Length
1244.000000
Evaluation Time
2025-10-04 09:05
Expiration Time
2025-11-10 09:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 442402.4501 342567.0512 99835.399 493664.3932 390183.8892 103480.504
Total P&L (%) 442.4025 342.5671 99.8354 493.6644 390.1839 103.4805
Avg Daily Profit (%) 0.3556 0.2754 0.0803 0.1433 0.1279 0.0571
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99849 -69343 -99462 -312665 -308565 -221694
Profit Factor 1.4791 1.8179 1.1978 1.2485 1.4123 1.0995
Total Trades 238 119 119 238 119 119
Winning Trades 151 75 76 151 75 76
Losing Trades 87 44 43 87 44 43
Profitability (%) 63.4454 63.0252 63.8655 63.4454 63.0252 63.8655
Ratio Avg Win / Avg Loss 0.8522 1.0665 0.6777 0.7194 0.8286 0.6221
Largest Winning Trade 54864 54864 27658 110995 107223 110995
Largest Losing Trade -60602 -42918 -60602 -231481 -231481 -197114
Avg Bars in Trades 20 22 18 20 22 18
Avg Bars in Winners 17 19 15 17 19 15
Avg Bars in Losers 25 27 22 25 27 22
Bars Traded 4839 2686 2153 4839 2686 2153
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422236 443926 -88546 -396 -21489 -227539
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4976,
    "evaluation_days": 1244,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1652853600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759557902766,
    "expiration_time": 1762760448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 37,
            "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": [
        [
            442402.4501340173,
            342567.0511512121,
            99835.3989828051,
            493664.3931980979,
            390183.8891827345,
            103480.5040153634
        ],
        [
            442.40245,
            342.567051,
            99.835399,
            493.664393,
            390.183889,
            103.480504
        ],
        [
            0.355629,
            0.275375,
            0.080254,
            0.143281,
            0.127864,
            0.057122
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99849,
            -69343,
            -99462,
            -312665,
            -308565,
            -221694
        ],
        [
            1.479063,
            1.817939,
            1.197828,
            1.248549,
            1.412333,
            1.09951
        ],
        [
            238,
            119,
            119,
            238,
            119,
            119
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            63.445378,
            63.02521,
            63.865546,
            63.445378,
            63.02521,
            63.865546
        ],
        [
            0.852175,
            1.066524,
            0.677718,
            0.719363,
            0.828568,
            0.622091
        ],
        [
            54864,
            54864,
            27658,
            110995,
            107223,
            110995
        ],
        [
            -60602,
            -42918,
            -60602,
            -231481,
            -231481,
            -197114
        ],
        [
            20,
            22,
            18,
            20,
            22,
            18
        ],
        [
            17,
            19,
            15,
            17,
            19,
            15
        ],
        [
            25,
            27,
            22,
            25,
            27,
            22
        ],
        [
            4839,
            2686,
            2153,
            4839,
            2686,
            2153
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422236,
            443926,
            -88546,
            -396,
            -21489,
            -227539
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 4976,
    "evaluation_days": 1244,
    "actual_first_datapoint_time": 1652076000000,
    "first_datapoint_time": 1652853600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759557902766,
    "expiration_time": 1762760448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 37,
            "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)