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Trade: LRC/USDT/120/JMA/HMA/8602

Strategy
LRC/USDT/120/JMA/HMA/8602
Pair
LRC_USDT
Interval
2h
Score
389433
Daily Profit
0.194554
Profit Factor
1.214953
Profitability
51.570681
Streak
17.167184
Best Strategy
Training Data Length
1929.750000
Evaluation Time
2025-09-26 03:00
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 375440.8581 371951.7863 3489.0717 -216997.4379 190307.093 -407304.5309
Total P&L (%) 375.4409 371.9518 3.4891 -216.9974 190.3071 -407.3045
Avg Daily Profit (%) 0.1946 0.1927 0.0018 0 0.0552 0
Buy And Hold Return (%) 12.4091 12.4091 12.4091 12.4091 12.4091 12.4091
Max Trade Drawdown -179522 -102517 -278792 -665623 -284799 -496796
Profit Factor 1.215 1.4809 1.0036 0.9154 1.177 0.7268
Total Trades 382 191 191 382 191 191
Winning Trades 197 92 105 199 105 94
Losing Trades 185 99 86 183 86 97
Profitability (%) 51.5707 48.1675 54.9738 52.0942 54.9738 49.2147
Ratio Avg Win / Avg Loss 1.1409 1.5936 0.822 0.8418 0.964 0.75
Largest Winning Trade 75012 75012 29803 71830 71830 53545
Largest Losing Trade -130822 -31437 -130822 -217914 -91383 -217914
Avg Bars in Trades 59 54 64 59 54 64
Avg Bars in Winners 54 51 58 58 56 60
Avg Bars in Losers 64 57 73 60 51 68
Bars Traded 22812 10440 12372 22812 10440 12372
Profit Streak 17.1672 17.1672 20.1672 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389433 365812 -572271 -578509 -145602 -580638

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": 1593352800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758844844703,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 183,
            "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": [
        [
            375440.858064089,
            371951.7863207349,
            3489.0717433539,
            -216997.4379215027,
            190307.0929858082,
            -407304.5309073107
        ],
        [
            375.440858,
            371.951786,
            3.489072,
            -216.997438,
            190.307093,
            -407.304531
        ],
        [
            0.194554,
            0.192746,
            0.001808,
            0,
            0.055244,
            0
        ],
        [
            12.409138,
            12.409138,
            12.409138,
            12.409138,
            12.409138,
            12.409138
        ],
        [
            -179522,
            -102517,
            -278792,
            -665623,
            -284799,
            -496796
        ],
        [
            1.214953,
            1.48094,
            1.003585,
            0.915437,
            1.176954,
            0.72676
        ],
        [
            382,
            191,
            191,
            382,
            191,
            191
        ],
        [
            197,
            92,
            105,
            199,
            105,
            94
        ],
        [
            185,
            99,
            86,
            183,
            86,
            97
        ],
        [
            51.570681,
            48.167539,
            54.973822,
            52.094241,
            54.973822,
            49.21466
        ],
        [
            1.140946,
            1.593621,
            0.821984,
            0.841834,
            0.963982,
            0.749955
        ],
        [
            75012,
            75012,
            29803,
            71830,
            71830,
            53545
        ],
        [
            -130822,
            -31437,
            -130822,
            -217914,
            -91383,
            -217914
        ],
        [
            59,
            54,
            64,
            59,
            54,
            64
        ],
        [
            54,
            51,
            58,
            58,
            56,
            60
        ],
        [
            64,
            57,
            73,
            60,
            51,
            68
        ],
        [
            22812,
            10440,
            12372,
            22812,
            10440,
            12372
        ],
        [
            17.167184,
            17.167184,
            20.167184,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389433,
            365812,
            -572271,
            -578509,
            -145602,
            -580638
        ]
    ]
}
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": 1593352800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758844844703,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 183,
            "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)