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Trade: LDO/USDT/120/JMA/SINWMA/1208

Strategy
LDO/USDT/120/JMA/SINWMA/1208
Pair
LDO_USDT
Interval
2h
Score
489114
Daily Profit
0.234750
Profit Factor
1.531084
Profitability
75.961538
Streak
26.487404
Best Strategy
Training Data Length
1247.500000
Evaluation Time
2025-10-08 00:41
Expiration Time
2025-11-21 19:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 148777.7813 260617.3027 -111839.5214 1763564.612 1083485.5347 680079.0773
Total P&L (%) 148.7778 260.6173 -111.8395 1763.5646 1083.4855 680.0791
Avg Daily Profit (%) 0.1193 0.2089 -0.0897 0.2348 0.1983 0.1648
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -368341 -57734 -344985 -1011945 -705286 -886819
Profit Factor 1.1953 2.2803 0.7996 1.5311 1.7769 1.3531
Total Trades 104 52 52 104 52 52
Winning Trades 75 35 40 79 38 41
Losing Trades 29 17 12 25 14 11
Profitability (%) 72.1154 67.3077 76.9231 75.9615 73.0769 78.8462
Ratio Avg Win / Avg Loss 0.4622 1.1076 0.2399 0.4845 0.6547 0.363
Largest Winning Trade 32852 32852 30965 348867 280096 348867
Largest Losing Trade -263979 -40865 -263979 -765990 -564408 -765990
Avg Bars in Trades 137 145 130 137 145 130
Avg Bars in Winners 89 86 91 106 110 103
Avg Bars in Losers 263 265 261 236 239 232
Bars Traded 14332 7542 6791 14332 7542 6791
Profit Streak 26.4874 26.4874 47.4041 26.4874 26.4874 47.4041
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -36193 -165867 -755925 489114 -167432 -168419
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14970,
    "evaluation_days": 1247.5,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653451200000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759873311712,
    "expiration_time": 1763747424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 190,
            "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": [
        [
            148777.7812683653,
            260617.3026978301,
            -111839.5214294648,
            1763564.6119681632,
            1083485.5346687431,
            680079.0772994203
        ],
        [
            148.777781,
            260.617303,
            -111.839521,
            1763.564612,
            1083.485535,
            680.079077
        ],
        [
            0.119261,
            0.208912,
            -0.089651,
            0.23475,
            0.198276,
            0.164803
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -368341,
            -57734,
            -344985,
            -1011945,
            -705286,
            -886819
        ],
        [
            1.195335,
            2.280302,
            0.799605,
            1.531084,
            1.776906,
            1.353091
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            75,
            35,
            40,
            79,
            38,
            41
        ],
        [
            29,
            17,
            12,
            25,
            14,
            11
        ],
        [
            72.115385,
            67.307692,
            76.923077,
            75.961538,
            73.076923,
            78.846154
        ],
        [
            0.462196,
            1.107575,
            0.239881,
            0.48452,
            0.65465,
            0.363025
        ],
        [
            32852,
            32852,
            30965,
            348867,
            280096,
            348867
        ],
        [
            -263979,
            -40865,
            -263979,
            -765990,
            -564408,
            -765990
        ],
        [
            137,
            145,
            130,
            137,
            145,
            130
        ],
        [
            89,
            86,
            91,
            106,
            110,
            103
        ],
        [
            263,
            265,
            261,
            236,
            239,
            232
        ],
        [
            14332,
            7542,
            6791,
            14332,
            7542,
            6791
        ],
        [
            26.487404,
            26.487404,
            47.404071,
            26.487404,
            26.487404,
            47.404071
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -36193,
            -165867,
            -755925,
            489114,
            -167432,
            -168419
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14970,
    "evaluation_days": 1247.5,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653451200000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759873311712,
    "expiration_time": 1763747424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 190,
            "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)