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Trade: LRC/USDT/240/WMA/HILO/9502

Strategy
LRC/USDT/240/WMA/HILO/9502
Pair
LRC_USDT
Interval
4h
Score
397622
Daily Profit
0.339430
Profit Factor
1.741154
Profitability
42.168675
Streak
6.449884
Best Strategy
Training Data Length
1930.330000
Evaluation Time
2025-09-26 01:47
Expiration Time
2025-11-21 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 655212.0716 609678.3719 45533.6997 160460.2334 -254049.3659 414509.5994
Total P&L (%) 655.2121 609.6784 45.5337 160.4602 -254.0494 414.5096
Avg Daily Profit (%) 0.3394 0.3158 0.0236 0.0496 0 0.0849
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190869 -117970 -79979 -1205743 -836338 -549455
Profit Factor 1.7412 2.4744 1.0968 1.0489 0.8492 1.2594
Total Trades 166 83 83 166 83 83
Winning Trades 70 29 41 70 29 41
Losing Trades 96 54 42 96 54 42
Profitability (%) 42.1687 34.9398 49.3976 42.1687 34.9398 49.3976
Ratio Avg Win / Avg Loss 2.3879 4.6076 1.1235 1.4385 1.5813 1.2901
Largest Winning Trade 339209 339209 52866 422016 411818 422016
Largest Losing Trade -50269 -36585 -50269 -200394 -153414 -200394
Avg Bars in Trades 67 50 85 67 50 85
Avg Bars in Winners 118 96 134 118 96 134
Avg Bars in Losers 31 26 37 31 26 37
Bars Traded 11286 4218 7068 11286 4218 7068
Profit Streak 6.4499 9.7832 0 6.4499 9.7832 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 397622 295897 -277733 -294915 -583524 -80344

Evaluation Data

{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11582,
    "evaluation_days": 1930.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1595059200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758840469959,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            655212.0715735431,
            609678.3718759893,
            45533.6996975541,
            160460.2334325291,
            -254049.3659294517,
            414509.599361981
        ],
        [
            655.212072,
            609.678372,
            45.5337,
            160.460233,
            -254.049366,
            414.509599
        ],
        [
            0.33943,
            0.315842,
            0.023589,
            0.049604,
            0,
            0.084894
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190869,
            -117970,
            -79979,
            -1205743,
            -836338,
            -549455
        ],
        [
            1.741154,
            2.474443,
            1.096768,
            1.048877,
            0.849211,
            1.259373
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            70,
            29,
            41,
            70,
            29,
            41
        ],
        [
            96,
            54,
            42,
            96,
            54,
            42
        ],
        [
            42.168675,
            34.939759,
            49.39759,
            42.168675,
            34.939759,
            49.39759
        ],
        [
            2.387868,
            4.607584,
            1.123518,
            1.43846,
            1.58129,
            1.29009
        ],
        [
            339209,
            339209,
            52866,
            422016,
            411818,
            422016
        ],
        [
            -50269,
            -36585,
            -50269,
            -200394,
            -153414,
            -200394
        ],
        [
            67,
            50,
            85,
            67,
            50,
            85
        ],
        [
            118,
            96,
            134,
            118,
            96,
            134
        ],
        [
            31,
            26,
            37,
            31,
            26,
            37
        ],
        [
            11286,
            4218,
            7068,
            11286,
            4218,
            7068
        ],
        [
            6.449884,
            9.783217,
            0,
            6.449884,
            9.783217,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397622,
            295897,
            -277733,
            -294915,
            -583524,
            -80344
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11582,
    "evaluation_days": 1930.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1595059200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758840469959,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)