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Trade: LDO/USDT/480/FWMA/MIDPRICE/7396

Strategy
LDO/USDT/480/FWMA/MIDPRICE/7396
Pair
LDO_USDT
Interval
8h
Score
463172
Daily Profit
0.176140
Profit Factor
1.666857
Profitability
75.757576
Streak
28.211730
Best Strategy
Training Data Length
1247.000000
Evaluation Time
2025-10-07 08:04
Expiration Time
2025-11-13 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 176313.6568 219646.6112 -43332.9544 -478861.1164 -112302.1029 -366559.0135
Total P&L (%) 176.3137 219.6466 -43.333 -478.8611 -112.3021 -366.559
Avg Daily Profit (%) 0.1414 0.1761 -0.0348 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166884 -69837 -176651 -545200 -253781 -442259
Profit Factor 1.2241 1.6669 0.9052 0.7394 0.8674 0.6299
Total Trades 198 99 99 198 99 99
Winning Trades 146 75 71 51 25 26
Losing Trades 52 24 28 147 74 73
Profitability (%) 73.7374 75.7576 71.7172 25.7576 25.2525 26.2626
Ratio Avg Win / Avg Loss 0.436 0.5334 0.357 2.1312 2.5675 1.7687
Largest Winning Trade 32045 32045 15208 147408 147408 113812
Largest Losing Trade -164711 -37845 -164711 -212021 -47152 -212021
Avg Bars in Trades 17 19 16 17 19 16
Avg Bars in Winners 11 11 10 36 42 30
Avg Bars in Losers 37 43 31 11 11 11
Bars Traded 3549 1935 1614 3549 1935 1614
Profit Streak 22.2117 28.2117 22.2117 0 0 0
Trades During Streak 3 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -474 463172 -577148 -603161 -606714 -602262
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3741,
    "evaluation_days": 1247,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1653926400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759813493450,
    "expiration_time": 1763027424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 36,
            "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": [
        [
            176313.6568217736,
            219646.6111800272,
            -43332.9543582535,
            -478861.1163870816,
            -112302.1028601411,
            -366559.0135269408
        ],
        [
            176.313657,
            219.646611,
            -43.332954,
            -478.861116,
            -112.302103,
            -366.559014
        ],
        [
            0.14139,
            0.17614,
            -0.03475,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166884,
            -69837,
            -176651,
            -545200,
            -253781,
            -442259
        ],
        [
            1.224129,
            1.666857,
            0.905238,
            0.739397,
            0.867411,
            0.629932
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            146,
            75,
            71,
            51,
            25,
            26
        ],
        [
            52,
            24,
            28,
            147,
            74,
            73
        ],
        [
            73.737374,
            75.757576,
            71.717172,
            25.757576,
            25.252525,
            26.262626
        ],
        [
            0.435991,
            0.533394,
            0.356995,
            2.131202,
            2.567535,
            1.768655
        ],
        [
            32045,
            32045,
            15208,
            147408,
            147408,
            113812
        ],
        [
            -164711,
            -37845,
            -164711,
            -212021,
            -47152,
            -212021
        ],
        [
            17,
            19,
            16,
            17,
            19,
            16
        ],
        [
            11,
            11,
            10,
            36,
            42,
            30
        ],
        [
            37,
            43,
            31,
            11,
            11,
            11
        ],
        [
            3549,
            1935,
            1614,
            3549,
            1935,
            1614
        ],
        [
            22.21173,
            28.21173,
            22.21173,
            0,
            0,
            0
        ],
        [
            3,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -474,
            463172,
            -577148,
            -603161,
            -606714,
            -602262
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 3741,
    "evaluation_days": 1247,
    "actual_first_datapoint_time": 1652083200000,
    "first_datapoint_time": 1653926400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759813493450,
    "expiration_time": 1763027424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 36,
            "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)