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Trade: LRC/USDT/120/SWMA/WMA/3206

Strategy
LRC/USDT/120/SWMA/WMA/3206
Pair
LRC_USDT
Interval
2h
Score
309407
Daily Profit
0.352039
Profit Factor
1.722602
Profitability
37.579618
Streak
0.000000
Best Strategy
Training Data Length
1945.830000
Evaluation Time
2025-10-10 20:09
Expiration Time
2025-12-19 19:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 685008.2392 585674.2342 99334.0049 672467.5147 545842.1449 126625.3698
Total P&L (%) 685.0082 585.6742 99.334 672.4675 545.8421 126.6254
Avg Daily Profit (%) 0.352 0.301 0.0511 0.1051 0.0959 0.0421
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112259 -86224 -84653 -855542 -833309 -699343
Profit Factor 1.7226 2.3047 1.199 1.1012 1.1714 1.0366
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 2.8613 5.6115 1.3989 1.829 2.852 1.2093
Largest Winning Trade 309092 309092 49540 840644 840644 307045
Largest Losing Trade -40081 -23134 -40081 -445948 -268442 -445948
Avg Bars in Trades 146 133 160 146 133 160
Avg Bars in Winners 251 253 250 251 253 250
Avg Bars in Losers 84 84 83 84 84 83
Bars Traded 23076 10570 12506 23076 10570 12506
Profit Streak 0 0 40.2152 0 0 40.2152
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309407 -25352 -161735 -164375 -134063 -352438
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23350,
    "evaluation_days": 1945.83,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593345600000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760116191901,
    "expiration_time": 1766164320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 194,
            "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": [
        [
            685008.2391505192,
            585674.2342260333,
            99334.0049244858,
            672467.514734831,
            545842.1449362723,
            126625.3697985581
        ],
        [
            685.008239,
            585.674234,
            99.334005,
            672.467515,
            545.842145,
            126.62537
        ],
        [
            0.352039,
            0.300989,
            0.05105,
            0.105122,
            0.095912,
            0.042054
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112259,
            -86224,
            -84653,
            -855542,
            -833309,
            -699343
        ],
        [
            1.722602,
            2.304704,
            1.199034,
            1.101159,
            1.171364,
            1.036572
        ],
        [
            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
        ],
        [
            2.861271,
            5.611452,
            1.398873,
            1.829044,
            2.852016,
            1.209334
        ],
        [
            309092,
            309092,
            49540,
            840644,
            840644,
            307045
        ],
        [
            -40081,
            -23134,
            -40081,
            -445948,
            -268442,
            -445948
        ],
        [
            146,
            133,
            160,
            146,
            133,
            160
        ],
        [
            251,
            253,
            250,
            251,
            253,
            250
        ],
        [
            84,
            84,
            83,
            84,
            84,
            83
        ],
        [
            23076,
            10570,
            12506,
            23076,
            10570,
            12506
        ],
        [
            0,
            0,
            40.215184,
            0,
            0,
            40.215184
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309407,
            -25352,
            -161735,
            -164375,
            -134063,
            -352438
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23350,
    "evaluation_days": 1945.83,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593345600000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760116191901,
    "expiration_time": 1766164320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 194,
            "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)