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Trade: LDO/USDT/120/WMA/KCB/1305

Strategy
LDO/USDT/120/WMA/KCB/1305
Pair
LDO_USDT
Interval
2h
Score
511136
Daily Profit
0.163526
Profit Factor
2.405443
Profitability
78.378378
Streak
94.770002
Best Strategy
Training Data Length
1253.170000
Evaluation Time
2025-10-13 15:28
Expiration Time
2025-11-27 16:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 188013.7469 204925.5585 -16911.8116 105723.1123 83831.6126 21891.4998
Total P&L (%) 188.0137 204.9256 -16.9118 105.7231 83.8316 21.8915
Avg Daily Profit (%) 0.15 0.1635 -0.0135 0.0576 0.0486 0.0158
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119713 -47768 -112321 -53740 -53740 -23047
Profit Factor 1.3747 2.4054 0.9525 1.3439 1.9135 1.1015
Total Trades 75 37 38 75 37 38
Winning Trades 59 29 30 57 27 30
Losing Trades 16 8 8 18 10 8
Profitability (%) 78.6667 78.3784 78.9474 76 72.973 78.9474
Ratio Avg Win / Avg Loss 0.3728 0.6636 0.254 0.4244 0.7087 0.2937
Largest Winning Trade 34694 29175 34694 82465 23419 82465
Largest Losing Trade -147762 -47768 -147762 -147762 -53740 -147762
Avg Bars in Trades 190 213 167 190 213 167
Avg Bars in Winners 114 128 100 134 141 127
Avg Bars in Losers 471 521 420 367 407 317
Bars Traded 14282 7911 6371 14282 7911 6371
Profit Streak 45.27 94.77 45.27 45.27 94.77 45.27
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -49644 511136 -575593 -173406 -122771 -282733
Evaluation Data
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 15038,
    "evaluation_days": 1253.17,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653789600000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760358528174,
    "expiration_time": 1764254649600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 237,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            188013.7468546826,
            204925.5584860498,
            -16911.8116313671,
            105723.1123353829,
            83831.6125522982,
            21891.4997830847
        ],
        [
            188.013747,
            204.925558,
            -16.911812,
            105.723112,
            83.831613,
            21.8915
        ],
        [
            0.150031,
            0.163526,
            -0.013495,
            0.057579,
            0.048597,
            0.015798
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119713,
            -47768,
            -112321,
            -53740,
            -53740,
            -23047
        ],
        [
            1.374698,
            2.405443,
            0.95249,
            1.343866,
            1.913527,
            1.101496
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            59,
            29,
            30,
            57,
            27,
            30
        ],
        [
            16,
            8,
            8,
            18,
            10,
            8
        ],
        [
            78.666667,
            78.378378,
            78.947368,
            76,
            72.972973,
            78.947368
        ],
        [
            0.372799,
            0.66357,
            0.253997,
            0.424379,
            0.708714,
            0.293732
        ],
        [
            34694,
            29175,
            34694,
            82465,
            23419,
            82465
        ],
        [
            -147762,
            -47768,
            -147762,
            -147762,
            -53740,
            -147762
        ],
        [
            190,
            213,
            167,
            190,
            213,
            167
        ],
        [
            114,
            128,
            100,
            134,
            141,
            127
        ],
        [
            471,
            521,
            420,
            367,
            407,
            317
        ],
        [
            14282,
            7911,
            6371,
            14282,
            7911,
            6371
        ],
        [
            45.270002,
            94.770002,
            45.270002,
            45.270002,
            94.770002,
            45.270002
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49644,
            511136,
            -575593,
            -173406,
            -122771,
            -282733
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LDO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 15038,
    "evaluation_days": 1253.17,
    "actual_first_datapoint_time": 1652090400000,
    "first_datapoint_time": 1653789600000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760358528174,
    "expiration_time": 1764254649600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 237,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)