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Trade: LRC/USDT/120/SINWMA/KCB/5567

Strategy
LRC/USDT/120/SINWMA/KCB/5567
Pair
LRC_USDT
Interval
2h
Score
438019
Daily Profit
0.430055
Profit Factor
2.008594
Profitability
44.881890
Streak
0.000000
Best Strategy
Training Data Length
1933.580000
Evaluation Time
2025-09-28 14:15
Expiration Time
2025-12-07 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 831546.0746 685116.4522 146429.6224 2068991.5649 354424.912 1714566.6529
Total P&L (%) 831.5461 685.1165 146.4296 2068.9916 354.4249 1714.5667
Avg Daily Profit (%) 0.4301 0.3543 0.0757 0.1593 0.0783 0.15
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103408 -69568 -67550 -2287632 -2010348 -1233699
Profit Factor 2.0086 2.5945 1.3709 1.1693 1.0566 1.2877
Total Trades 127 64 63 127 64 63
Winning Trades 57 22 35 57 22 35
Losing Trades 70 42 28 70 42 28
Profitability (%) 44.8819 34.375 55.5556 44.8819 34.375 55.5556
Ratio Avg Win / Avg Loss 2.4667 4.9532 1.0967 1.436 2.0172 1.0302
Largest Winning Trade 312587 312587 53535 1728604 1728604 794686
Largest Losing Trade -56836 -24649 -56836 -1044751 -739948 -1044751
Avg Bars in Trades 179 192 165 179 192 165
Avg Bars in Winners 242 279 219 242 279 219
Avg Bars in Losers 127 146 99 127 146 99
Bars Traded 22757 12307 10450 22757 12307 10450
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 438019 -131230 -237275 -28227 -391035 -138341
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23203,
    "evaluation_days": 1933.58,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593626400000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759058128988,
    "expiration_time": 1765067817600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 225,
            "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": [
        [
            831546.0745597817,
            685116.4521892756,
            146429.6223705061,
            2068991.564863149,
            354424.9119712826,
            1714566.652891865
        ],
        [
            831.546075,
            685.116452,
            146.429622,
            2068.991565,
            354.424912,
            1714.566653
        ],
        [
            0.430055,
            0.354325,
            0.07573,
            0.159254,
            0.078324,
            0.150012
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103408,
            -69568,
            -67550,
            -2287632,
            -2010348,
            -1233699
        ],
        [
            2.008594,
            2.594514,
            1.370906,
            1.169331,
            1.056627,
            1.287695
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            57,
            22,
            35,
            57,
            22,
            35
        ],
        [
            70,
            42,
            28,
            70,
            42,
            28
        ],
        [
            44.88189,
            34.375,
            55.555556,
            44.88189,
            34.375,
            55.555556
        ],
        [
            2.466695,
            4.953163,
            1.096724,
            1.436021,
            2.017197,
            1.030156
        ],
        [
            312587,
            312587,
            53535,
            1728604,
            1728604,
            794686
        ],
        [
            -56836,
            -24649,
            -56836,
            -1044751,
            -739948,
            -1044751
        ],
        [
            179,
            192,
            165,
            179,
            192,
            165
        ],
        [
            242,
            279,
            219,
            242,
            279,
            219
        ],
        [
            127,
            146,
            99,
            127,
            146,
            99
        ],
        [
            22757,
            12307,
            10450,
            22757,
            12307,
            10450
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            438019,
            -131230,
            -237275,
            -28227,
            -391035,
            -138341
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23203,
    "evaluation_days": 1933.58,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593626400000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759058128988,
    "expiration_time": 1765067817600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 225,
            "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)