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Trade: LDO/USDT/120/JMA/SMA/5799

Strategy
LDO/USDT/120/JMA/SMA/5799
Pair
LDO_USDT
Interval
2h
Score
552325
Daily Profit
0.195173
Profit Factor
2.686411
Profitability
62.222222
Streak
41.038591
Best Strategy
Training Data Length
1244.330000
Evaluation Time
2025-10-04 19:55
Expiration Time
2025-11-18 13:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 153984.6423 242860.0051 -88875.3629 511972.5617 592657.8428 -80685.281
Total P&L (%) 153.9846 242.86 -88.8754 511.9726 592.6578 -80.6853
Avg Daily Profit (%) 0.1237 0.1952 -0.0714 0.1457 0.1557 -0.1321
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -292376 -49287 -273850 -377257 -218008 -393460
Profit Factor 1.2319 2.6864 0.8291 1.3356 2.6984 0.9314
Total Trades 90 45 45 90 45 45
Winning Trades 61 28 33 61 30 31
Losing Trades 29 17 12 29 15 14
Profitability (%) 67.7778 62.2222 73.3333 67.7778 66.6667 68.8889
Ratio Avg Win / Avg Loss 0.5857 1.631 0.3015 0.6349 1.3492 0.4206
Largest Winning Trade 53264 53264 29652 232721 110742 232721
Largest Losing Trade -178430 -41384 -178430 -341245 -193914 -341245
Avg Bars in Trades 159 165 152 159 165 152
Avg Bars in Winners 124 140 110 130 142 119
Avg Bars in Losers 232 207 267 218 212 226
Bars Traded 14314 7455 6860 14314 7455 6860
Profit Streak 41.0386 41.0386 41.7053 41.0386 41.0386 41.7053
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -25478 552325 -576700 173631 536738 -577276
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14932,
    "evaluation_days": 1244.33,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653645600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759596934270,
    "expiration_time": 1763463974400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 152,
            "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": [
        [
            153984.6422682649,
            242860.0051408268,
            -88875.3628725618,
            511972.5617453652,
            592657.842757991,
            -80685.2810126261
        ],
        [
            153.984642,
            242.860005,
            -88.875363,
            511.972562,
            592.657843,
            -80.685281
        ],
        [
            0.123749,
            0.195173,
            -0.071424,
            0.145688,
            0.155656,
            -0.132056
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -292376,
            -49287,
            -273850,
            -377257,
            -218008,
            -393460
        ],
        [
            1.231933,
            2.686411,
            0.829056,
            1.335567,
            2.698374,
            0.931433
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            61,
            28,
            33,
            61,
            30,
            31
        ],
        [
            29,
            17,
            12,
            29,
            15,
            14
        ],
        [
            67.777778,
            62.222222,
            73.333333,
            67.777778,
            66.666667,
            68.888889
        ],
        [
            0.585673,
            1.631035,
            0.301475,
            0.634942,
            1.349187,
            0.420647
        ],
        [
            53264,
            53264,
            29652,
            232721,
            110742,
            232721
        ],
        [
            -178430,
            -41384,
            -178430,
            -341245,
            -193914,
            -341245
        ],
        [
            159,
            165,
            152,
            159,
            165,
            152
        ],
        [
            124,
            140,
            110,
            130,
            142,
            119
        ],
        [
            232,
            207,
            267,
            218,
            212,
            226
        ],
        [
            14314,
            7455,
            6860,
            14314,
            7455,
            6860
        ],
        [
            41.038591,
            41.038591,
            41.705258,
            41.038591,
            41.038591,
            41.705258
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -25478,
            552325,
            -576700,
            173631,
            536738,
            -577276
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 14932,
    "evaluation_days": 1244.33,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653645600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759596934270,
    "expiration_time": 1763463974400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 152,
            "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)