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Trade: LRC/USDT/360/HWMA/MIDPRICE/2677

Strategy
LRC/USDT/360/HWMA/MIDPRICE/2677
Pair
LRC_USDT
Interval
6h
Score
345434
Daily Profit
0.193981
Profit Factor
2.057802
Profitability
45.977011
Streak
0.000000
Best Strategy
Training Data Length
1936.000000
Evaluation Time
2025-09-30 07:23
Expiration Time
2025-11-27 03:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 376180.2407 375546.6771 633.5636 -29622.7323 37935.1478 -67557.8801
Total P&L (%) 376.1802 375.5467 0.6336 -29.6227 37.9351 -67.5579
Avg Daily Profit (%) 0.1943 0.194 0.0003 -0.0181 0.0166 -0.0581
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158466 -108464 -94208 -451997 -242861 -250085
Profit Factor 1.4896 2.0578 1.0015 0.9726 1.0787 0.887
Total Trades 174 87 87 174 87 87
Winning Trades 77 40 37 77 40 37
Losing Trades 97 47 50 97 47 50
Profitability (%) 44.2529 45.977 42.5287 44.2529 45.977 42.5287
Ratio Avg Win / Avg Loss 1.8765 2.4179 1.3534 1.2252 1.2674 1.1987
Largest Winning Trade 347135 347135 63296 222028 222028 199977
Largest Losing Trade -46286 -38611 -46286 -121642 -85838 -121642
Avg Bars in Trades 41 34 48 41 34 48
Avg Bars in Winners 49 38 62 49 38 62
Avg Bars in Losers 35 31 38 35 31 38
Bars Traded 7270 3029 4241 7270 3029 4241
Profit Streak 0 0 22.9328 0 0 22.9328
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309693 345434 -579669 -580434 -308926 -581791
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7744,
    "evaluation_days": 1936,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1595937600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759206195151,
    "expiration_time": 1764208512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 185,
            "na": 0.9082,
            "nb": 0.07646,
            "nc": 0.98473
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 31,
            "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": [
        [
            376180.2406642277,
            375546.677068916,
            633.5635953114,
            -29622.7322606024,
            37935.1478269432,
            -67557.8800875455
        ],
        [
            376.180241,
            375.546677,
            0.633564,
            -29.622732,
            37.935148,
            -67.55788
        ],
        [
            0.194308,
            0.193981,
            0.000327,
            -0.018144,
            0.016614,
            -0.058129
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158466,
            -108464,
            -94208,
            -451997,
            -242861,
            -250085
        ],
        [
            1.489627,
            2.057802,
            1.001533,
            0.972575,
            1.078679,
            0.887028
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            77,
            40,
            37,
            77,
            40,
            37
        ],
        [
            97,
            47,
            50,
            97,
            47,
            50
        ],
        [
            44.252874,
            45.977011,
            42.528736,
            44.252874,
            45.977011,
            42.528736
        ],
        [
            1.876543,
            2.417918,
            1.353423,
            1.225192,
            1.267448,
            1.198686
        ],
        [
            347135,
            347135,
            63296,
            222028,
            222028,
            199977
        ],
        [
            -46286,
            -38611,
            -46286,
            -121642,
            -85838,
            -121642
        ],
        [
            41,
            34,
            48,
            41,
            34,
            48
        ],
        [
            49,
            38,
            62,
            49,
            38,
            62
        ],
        [
            35,
            31,
            38,
            35,
            31,
            38
        ],
        [
            7270,
            3029,
            4241,
            7270,
            3029,
            4241
        ],
        [
            0,
            0,
            22.932814,
            0,
            0,
            22.932814
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309693,
            345434,
            -579669,
            -580434,
            -308926,
            -581791
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7744,
    "evaluation_days": 1936,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1595937600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759206195151,
    "expiration_time": 1764208512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 185,
            "na": 0.9082,
            "nb": 0.07646,
            "nc": 0.98473
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 31,
            "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)