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Trade: LDO/USDT/720/FWMA/SINWMA/3496

Strategy
LDO/USDT/720/FWMA/SINWMA/3496
Pair
LDO_USDT
Interval
12h
Score
472285
Daily Profit
0.210174
Profit Factor
1.516953
Profitability
73.722628
Streak
30.913767
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 96738.8167 237380.4506 -140641.6339 1284010.6894 592677.9444 691332.7451
Total P&L (%) 96.7388 237.3805 -140.6416 1284.0107 592.6779 691.3327
Avg Daily Profit (%) 0.0773 0.1897 -0.1124 0.2102 0.1548 0.1654
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -393971 -59126 -392230 -627706 -477363 -671188
Profit Factor 1.1094 2.0352 0.7852 1.517 1.6326 1.4469
Total Trades 137 68 69 137 68 69
Winning Trades 109 51 58 101 49 52
Losing Trades 28 17 11 36 19 17
Profitability (%) 79.562 75 84.058 73.7226 72.0588 75.3623
Ratio Avg Win / Avg Loss 0.285 0.6784 0.1489 0.5407 0.6331 0.473
Largest Winning Trade 31083 22251 31083 546240 109095 546240
Largest Losing Trade -341926 -38278 -341926 -438050 -348074 -438050
Avg Bars in Trades 17 18 16 17 18 16
Avg Bars in Winners 10 10 10 12 13 11
Avg Bars in Losers 45 43 47 31 32 31
Bars Traded 2405 1277 1129 2405 1277 1129
Profit Streak 30.9138 30.9138 51.4138 30.9138 30.9138 51.4138
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -185296 -96038 -676418 472285 -97078 -89579
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": 1653523200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760176549483,
    "expiration_time": 1763384688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 35,
            "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": [
        [
            96738.8166934611,
            237380.4505905968,
            -140641.6338971357,
            1284010.6894420777,
            592677.9443631207,
            691332.7450789569
        ],
        [
            96.738817,
            237.380451,
            -140.641634,
            1284.010689,
            592.677944,
            691.332745
        ],
        [
            0.077298,
            0.189677,
            -0.112378,
            0.210174,
            0.154766,
            0.165422
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -393971,
            -59126,
            -392230,
            -627706,
            -477363,
            -671188
        ],
        [
            1.109412,
            2.035206,
            0.785234,
            1.516953,
            1.632609,
            1.446908
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            109,
            51,
            58,
            101,
            49,
            52
        ],
        [
            28,
            17,
            11,
            36,
            19,
            17
        ],
        [
            79.562044,
            75,
            84.057971,
            73.722628,
            72.058824,
            75.362319
        ],
        [
            0.284987,
            0.678402,
            0.148924,
            0.540696,
            0.633053,
            0.473027
        ],
        [
            31083,
            22251,
            31083,
            546240,
            109095,
            546240
        ],
        [
            -341926,
            -38278,
            -341926,
            -438050,
            -348074,
            -438050
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            10,
            10,
            10,
            12,
            13,
            11
        ],
        [
            45,
            43,
            47,
            31,
            32,
            31
        ],
        [
            2405,
            1277,
            1129,
            2405,
            1277,
            1129
        ],
        [
            30.913767,
            30.913767,
            51.413767,
            30.913767,
            30.913767,
            51.413767
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -185296,
            -96038,
            -676418,
            472285,
            -97078,
            -89579
        ]
    ]
}
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": 1653523200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760176549483,
    "expiration_time": 1763384688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 35,
            "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)