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Trade: LDO/USDT/120/JMA/SINWMA/1903

Strategy
LDO/USDT/120/JMA/SINWMA/1903
Pair
LDO_USDT
Interval
2h
Score
521540
Daily Profit
0.198200
Profit Factor
2.356295
Profitability
65.306122
Streak
41.593811
Best Strategy
Training Data Length
1243.500000
Evaluation Time
2025-10-03 23:15
Expiration Time
2025-11-17 16:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 137654.6484 246462.1968 -108807.5484 660235.8831 586435.7748 73800.1083
Total P&L (%) 137.6546 246.4622 -108.8075 660.2359 586.4358 73.8001
Avg Daily Profit (%) 0.1107 0.1982 -0.0875 0.1633 0.155 0.0445
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -315119 -52904 -294432 -702481 -428291 -636174
Profit Factor 1.1889 2.3563 0.8011 1.2952 1.7759 1.0498
Total Trades 98 49 49 98 49 49
Winning Trades 69 32 37 71 35 36
Losing Trades 29 17 12 27 14 13
Profitability (%) 70.4082 65.3061 75.5102 72.449 71.4286 73.4694
Ratio Avg Win / Avg Loss 0.4997 1.2518 0.2598 0.4926 0.7103 0.3791
Largest Winning Trade 42876 42876 31260 303952 189146 303952
Largest Losing Trade -218477 -40025 -218477 -434741 -348365 -434741
Avg Bars in Trades 146 154 137 146 154 137
Avg Bars in Winners 97 103 93 116 127 106
Avg Bars in Losers 260 251 274 223 223 222
Bars Traded 14324 7590 6735 14324 7590 6735
Profit Streak 41.5938 41.5938 42.0938 41.5938 41.5938 42.0938
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -54839 521540 -575951 400640 451504 -296324
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14922,
    "evaluation_days": 1243.5,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653652800000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759522505313,
    "expiration_time": 1763389382400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 218,
            "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": [
        [
            137654.648353183,
            246462.1967649458,
            -108807.5484117628,
            660235.8830872413,
            586435.7747714191,
            73800.108315822
        ],
        [
            137.654648,
            246.462197,
            -108.807548,
            660.235883,
            586.435775,
            73.800108
        ],
        [
            0.110699,
            0.1982,
            -0.087501,
            0.163258,
            0.155033,
            0.04446
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -315119,
            -52904,
            -294432,
            -702481,
            -428291,
            -636174
        ],
        [
            1.188918,
            2.356295,
            0.801058,
            1.295233,
            1.775859,
            1.049849
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            69,
            32,
            37,
            71,
            35,
            36
        ],
        [
            29,
            17,
            12,
            27,
            14,
            13
        ],
        [
            70.408163,
            65.306122,
            75.510204,
            72.44898,
            71.428571,
            73.469388
        ],
        [
            0.49969,
            1.251782,
            0.259803,
            0.492553,
            0.710344,
            0.379112
        ],
        [
            42876,
            42876,
            31260,
            303952,
            189146,
            303952
        ],
        [
            -218477,
            -40025,
            -218477,
            -434741,
            -348365,
            -434741
        ],
        [
            146,
            154,
            137,
            146,
            154,
            137
        ],
        [
            97,
            103,
            93,
            116,
            127,
            106
        ],
        [
            260,
            251,
            274,
            223,
            223,
            222
        ],
        [
            14324,
            7590,
            6735,
            14324,
            7590,
            6735
        ],
        [
            41.593811,
            41.593811,
            42.093811,
            41.593811,
            41.593811,
            42.093811
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -54839,
            521540,
            -575951,
            400640,
            451504,
            -296324
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14922,
    "evaluation_days": 1243.5,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653652800000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759522505313,
    "expiration_time": 1763389382400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 218,
            "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)