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Trade: LRC/USDT/360/ALMA/SWMA/3777

Strategy
LRC/USDT/360/ALMA/SWMA/3777
Pair
LRC_USDT
Interval
6h
Score
319858
Daily Profit
0.262670
Profit Factor
2.506731
Profitability
38.461538
Streak
0.000000
Best Strategy
Training Data Length
1930.500000
Evaluation Time
2025-09-27 10:25
Expiration Time
2025-11-21 11:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396749.3802 507083.704 -110334.3238 -231701.1461 194877.9412 -426579.0873
Total P&L (%) 396.7494 507.0837 -110.3343 -231.7011 194.8779 -426.5791
Avg Daily Profit (%) 0.2055 0.2627 -0.0572 0 0.056 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -312047 -119437 -246775 -670442 -281835 -461660
Profit Factor 1.493 2.5067 0.7644 0.8315 1.408 0.5246
Total Trades 78 39 39 78 39 39
Winning Trades 32 15 17 45 25 20
Losing Trades 46 24 22 33 14 19
Profitability (%) 41.0256 38.4615 43.5897 57.6923 64.1026 51.2821
Ratio Avg Win / Avg Loss 2.1462 4.0108 0.9892 0.6098 0.7885 0.4983
Largest Winning Trade 503773 503773 62241 150781 110434 150781
Largest Losing Trade -176157 -56073 -176157 -209163 -209163 -209099
Avg Bars in Trades 97 85 109 97 85 109
Avg Bars in Winners 146 120 168 70 68 72
Avg Bars in Losers 63 63 64 134 115 149
Bars Traded 7606 3330 4276 7606 3330 4276
Profit Streak 0 0 0 26.3091 26.3091 72.0591
Trades During Streak 0 0 0 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -32225 319858 -583250 -617262 -116629 -579624
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7722,
    "evaluation_days": 1930.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594101600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758957905403,
    "expiration_time": 1763719056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 73,
            "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": [
        [
            396749.3802299068,
            507083.7039804348,
            -110334.3237505285,
            -231701.1460816078,
            194877.9412192574,
            -426579.0873008652
        ],
        [
            396.74938,
            507.083704,
            -110.334324,
            -231.701146,
            194.877941,
            -426.579087
        ],
        [
            0.205516,
            0.26267,
            -0.057153,
            0,
            0.056032,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -312047,
            -119437,
            -246775,
            -670442,
            -281835,
            -461660
        ],
        [
            1.492989,
            2.506731,
            0.764362,
            0.831479,
            1.407973,
            0.524561
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            32,
            15,
            17,
            45,
            25,
            20
        ],
        [
            46,
            24,
            22,
            33,
            14,
            19
        ],
        [
            41.025641,
            38.461538,
            43.589744,
            57.692308,
            64.102564,
            51.282051
        ],
        [
            2.146172,
            4.010769,
            0.989175,
            0.609751,
            0.788465,
            0.498333
        ],
        [
            503773,
            503773,
            62241,
            150781,
            110434,
            150781
        ],
        [
            -176157,
            -56073,
            -176157,
            -209163,
            -209163,
            -209099
        ],
        [
            97,
            85,
            109,
            97,
            85,
            109
        ],
        [
            146,
            120,
            168,
            70,
            68,
            72
        ],
        [
            63,
            63,
            64,
            134,
            115,
            149
        ],
        [
            7606,
            3330,
            4276,
            7606,
            3330,
            4276
        ],
        [
            0,
            0,
            0,
            26.30909,
            26.30909,
            72.05909
        ],
        [
            0,
            0,
            0,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32225,
            319858,
            -583250,
            -617262,
            -116629,
            -579624
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7722,
    "evaluation_days": 1930.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594101600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758957905403,
    "expiration_time": 1763719056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 73,
            "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)