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Trade: LRC/USDT/120/BBL/SINWMA/2708

Strategy
LRC/USDT/120/BBL/SINWMA/2708
Pair
LRC_USDT
Interval
2h
Score
430363
Daily Profit
0.232631
Profit Factor
1.432946
Profitability
58.421053
Streak
47.826682
Best Strategy
Training Data Length
1929.750000
Evaluation Time
2025-09-25 12:50
Expiration Time
2025-12-03 03:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 418107.8922 448920.5437 -30812.6515 -42653.4467 16772.9448 -59426.3915
Total P&L (%) 418.1079 448.9205 -30.8127 -42.6534 16.7729 -59.4264
Avg Daily Profit (%) 0.2167 0.2326 -0.016 -0.0288 0.008 -0.0467
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -218224 -197140 -70585 -2207548 -2242535 -306356
Profit Factor 1.3135 1.4329 0.8962 0.9928 1.0034 0.9368
Total Trades 381 190 191 381 190 191
Winning Trades 214 111 103 214 111 103
Losing Trades 167 79 88 167 79 88
Profitability (%) 56.168 58.4211 53.9267 56.168 58.4211 53.9267
Ratio Avg Win / Avg Loss 1.025 1.0198 0.7656 0.7747 0.7141 0.8004
Largest Winning Trade 173761 173761 9702 1396558 1396558 55387
Largest Losing Trade -54151 -54151 -36933 -984470 -984470 -219276
Avg Bars in Trades 59 114 5 59 114 5
Avg Bars in Winners 41 74 5 41 74 5
Avg Bars in Losers 83 170 5 83 170 5
Bars Traded 22843 21776 1067 22843 21776 1067
Profit Streak 27.4933 47.8267 27.4933 27.4933 47.8267 27.4933
Trades During Streak 2 8 1 2 8 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422404 430363 -579005 -576974 -406441 -579005

Evaluation Data

{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23157,
    "evaluation_days": 1929.75,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592251200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758793825357,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 167,
            "offset": 0,
            "std": 2.7331
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 43,
            "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": [
        [
            418107.8921822999,
            448920.5437232611,
            -30812.6515409609,
            -42653.4466819164,
            16772.9448366197,
            -59426.3915185361
        ],
        [
            418.107892,
            448.920544,
            -30.812652,
            -42.653447,
            16.772945,
            -59.426392
        ],
        [
            0.216664,
            0.232631,
            -0.015967,
            -0.028811,
            0.008036,
            -0.046734
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -218224,
            -197140,
            -70585,
            -2207548,
            -2242535,
            -306356
        ],
        [
            1.313515,
            1.432946,
            0.896155,
            0.992761,
            1.003387,
            0.936804
        ],
        [
            381,
            190,
            191,
            381,
            190,
            191
        ],
        [
            214,
            111,
            103,
            214,
            111,
            103
        ],
        [
            167,
            79,
            88,
            167,
            79,
            88
        ],
        [
            56.167979,
            58.421053,
            53.926702,
            56.167979,
            58.421053,
            53.926702
        ],
        [
            1.025033,
            1.019844,
            0.765647,
            0.774725,
            0.714123,
            0.800376
        ],
        [
            173761,
            173761,
            9702,
            1396558,
            1396558,
            55387
        ],
        [
            -54151,
            -54151,
            -36933,
            -984470,
            -984470,
            -219276
        ],
        [
            59,
            114,
            5,
            59,
            114,
            5
        ],
        [
            41,
            74,
            5,
            41,
            74,
            5
        ],
        [
            83,
            170,
            5,
            83,
            170,
            5
        ],
        [
            22843,
            21776,
            1067,
            22843,
            21776,
            1067
        ],
        [
            27.493349,
            47.826682,
            27.493349,
            27.493349,
            47.826682,
            27.493349
        ],
        [
            2,
            8,
            1,
            2,
            8,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422404,
            430363,
            -579005,
            -576974,
            -406441,
            -579005
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23157,
    "evaluation_days": 1929.75,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592251200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758793825357,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 167,
            "offset": 0,
            "std": 2.7331
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 43,
            "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)