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Trade: LRC/USDT/120/SINWMA/SMA/1979

Strategy
LRC/USDT/120/SINWMA/SMA/1979
Pair
LRC_USDT
Interval
2h
Score
308314
Daily Profit
0.378503
Profit Factor
1.871045
Profitability
36.065574
Streak
23.979687
Best Strategy
Training Data Length
1942.000000
Evaluation Time
2025-10-07 00:30
Expiration Time
2025-12-15 19:53

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 735053.1003 671809.6137 63243.4866 200578.2057 -83561.8634 284140.0691
Total P&L (%) 735.0531 671.8096 63.2435 200.5782 -83.5619 284.1401
Avg Daily Profit (%) 0.3785 0.3459 0.0326 0.0567 -0.0929 0.0693
Buy And Hold Return (%) 12.7703 12.7703 12.7703 12.7703 12.7703 12.7703
Max Trade Drawdown -127263 -117699 -72758 -548098 -614548 -285712
Profit Factor 1.871 2.5251 1.1568 1.0707 0.946 1.2202
Total Trades 122 61 61 122 61 61
Winning Trades 44 13 31 44 13 31
Losing Trades 78 48 30 78 48 30
Profitability (%) 36.0656 21.3115 50.8197 36.0656 21.3115 50.8197
Ratio Avg Win / Avg Loss 3.3169 9.3235 1.1195 1.8981 3.4927 1.1809
Largest Winning Trade 466291 466291 46535 408440 408440 160411
Largest Losing Trade -37542 -30432 -37542 -198462 -149769 -198462
Avg Bars in Trades 188 162 214 188 162 214
Avg Bars in Winners 343 390 323 343 390 323
Avg Bars in Losers 101 101 101 101 101 101
Bars Traded 23007 9934 13073 23007 9934 13073
Profit Streak 23.9797 0 36.1464 23.9797 0 36.1464
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308314 -193931 -359854 -263400 -786029 -261806
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23304,
    "evaluation_days": 1942,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593626400000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759786244974,
    "expiration_time": 1765821196800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 84,
            "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": [
        [
            735053.1002883575,
            671809.6136766629,
            63243.4866116941,
            200578.2057346428,
            -83561.8634116161,
            284140.0691462586
        ],
        [
            735.0531,
            671.809614,
            63.243487,
            200.578206,
            -83.561863,
            284.140069
        ],
        [
            0.378503,
            0.345937,
            0.032566,
            0.056686,
            -0.092931,
            0.069326
        ],
        [
            12.77034,
            12.77034,
            12.77034,
            12.77034,
            12.77034,
            12.77034
        ],
        [
            -127263,
            -117699,
            -72758,
            -548098,
            -614548,
            -285712
        ],
        [
            1.871045,
            2.525108,
            1.156786,
            1.070719,
            0.945951,
            1.220225
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            44,
            13,
            31,
            44,
            13,
            31
        ],
        [
            78,
            48,
            30,
            78,
            48,
            30
        ],
        [
            36.065574,
            21.311475,
            50.819672,
            36.065574,
            21.311475,
            50.819672
        ],
        [
            3.316852,
            9.323477,
            1.11947,
            1.898093,
            3.492741,
            1.180863
        ],
        [
            466291,
            466291,
            46535,
            408440,
            408440,
            160411
        ],
        [
            -37542,
            -30432,
            -37542,
            -198462,
            -149769,
            -198462
        ],
        [
            188,
            162,
            214,
            188,
            162,
            214
        ],
        [
            343,
            390,
            323,
            343,
            390,
            323
        ],
        [
            101,
            101,
            101,
            101,
            101,
            101
        ],
        [
            23007,
            9934,
            13073,
            23007,
            9934,
            13073
        ],
        [
            23.979687,
            0,
            36.146354,
            23.979687,
            0,
            36.146354
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308314,
            -193931,
            -359854,
            -263400,
            -786029,
            -261806
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23304,
    "evaluation_days": 1942,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593626400000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759786244974,
    "expiration_time": 1765821196800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 84,
            "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)