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Trade: LRC/USDT/120/SINWMA/BBM/9623

Strategy
LRC/USDT/120/SINWMA/BBM/9623
Pair
LRC_USDT
Interval
2h
Score
310669
Daily Profit
0.313556
Profit Factor
1.630538
Profitability
37.579618
Streak
26.383879
Best Strategy
Training Data Length
1929.750000
Evaluation Time
2025-09-26 18:12
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 605085.6258 569459.679 35625.9468 120259.985 261013.007 -140753.022
Total P&L (%) 605.0856 569.4597 35.6259 120.26 261.013 -140.753
Avg Daily Profit (%) 0.3136 0.2951 0.0185 0.0409 0.0665 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130876 -128346 -118110 -358141 -291640 -385113
Profit Factor 1.6305 2.2404 1.0712 1.0544 1.2442 0.8766
Total Trades 157 79 78 157 79 78
Winning Trades 59 23 36 59 23 36
Losing Trades 98 56 42 98 56 42
Profitability (%) 37.5796 29.1139 46.1538 37.5796 29.1139 46.1538
Ratio Avg Win / Avg Loss 2.7084 5.455 1.2497 1.7514 3.0293 1.0227
Largest Winning Trade 378852 378852 51328 332247 332247 95562
Largest Losing Trade -41790 -28298 -41790 -175498 -71924 -175498
Avg Bars in Trades 144 132 157 144 132 157
Avg Bars in Winners 259 276 248 259 276 248
Avg Bars in Losers 75 73 79 75 73 79
Bars Traded 22738 10447 12291 22738 10447 12291
Profit Streak 26.3839 31.6339 0 26.3839 31.6339 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310669 -24986 -348993 -301246 -141325 -615065

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": 1593144000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758899567165,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 235,
            "offset": 0,
            "std": 3.50264
        }
    }
}
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": [
        [
            605085.6258491146,
            569459.6790328127,
            35625.946816301,
            120259.9850190868,
            261013.0070487237,
            -140753.022029637
        ],
        [
            605.085626,
            569.459679,
            35.625947,
            120.259985,
            261.013007,
            -140.753022
        ],
        [
            0.313556,
            0.295095,
            0.018461,
            0.040928,
            0.066546,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130876,
            -128346,
            -118110,
            -358141,
            -291640,
            -385113
        ],
        [
            1.630538,
            2.240442,
            1.071173,
            1.054428,
            1.244186,
            0.8766
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            59,
            23,
            36,
            59,
            23,
            36
        ],
        [
            98,
            56,
            42,
            98,
            56,
            42
        ],
        [
            37.579618,
            29.113924,
            46.153846,
            37.579618,
            29.113924,
            46.153846
        ],
        [
            2.708351,
            5.454989,
            1.249701,
            1.751423,
            3.029323,
            1.0227
        ],
        [
            378852,
            378852,
            51328,
            332247,
            332247,
            95562
        ],
        [
            -41790,
            -28298,
            -41790,
            -175498,
            -71924,
            -175498
        ],
        [
            144,
            132,
            157,
            144,
            132,
            157
        ],
        [
            259,
            276,
            248,
            259,
            276,
            248
        ],
        [
            75,
            73,
            79,
            75,
            73,
            79
        ],
        [
            22738,
            10447,
            12291,
            22738,
            10447,
            12291
        ],
        [
            26.383879,
            31.633879,
            0,
            26.383879,
            31.633879,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310669,
            -24986,
            -348993,
            -301246,
            -141325,
            -615065
        ]
    ]
}
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": 1593144000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758899567165,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 235,
            "offset": 0,
            "std": 3.50264
        }
    }
}

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)