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Trade: LRC/USDT/360/PWMA/DCL/5954

Strategy
LRC/USDT/360/PWMA/DCL/5954
Pair
LRC_USDT
Interval
6h
Score
313750
Daily Profit
0.175385
Profit Factor
1.402901
Profitability
51.968504
Streak
0.000000
Best Strategy
Training Data Length
1940.500000
Evaluation Time
2025-10-04 22:00
Expiration Time
2025-12-01 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 340335.2058 389116.5998 -48781.394 -104848.0608 58284.518 -163132.5788
Total P&L (%) 340.3352 389.1166 -48.7814 -104.8481 58.2845 -163.1326
Avg Daily Profit (%) 0.1754 0.2005 -0.0251 0 0.0237 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -225224 -43319 -305713 -141324 -10921 -162155
Profit Factor 1.4029 3.2265 0.9272 0.556 3.1401 0.2191
Total Trades 127 64 63 127 64 63
Winning Trades 66 33 33 59 33 26
Losing Trades 61 31 30 68 31 37
Profitability (%) 51.9685 51.5625 52.381 46.4567 51.5625 41.2698
Ratio Avg Win / Avg Loss 1.2966 3.0309 0.8429 0.6408 2.9498 0.3118
Largest Winning Trade 124700 124700 61130 34513 34513 25941
Largest Losing Trade -186870 -17689 -186870 -128987 -10921 -128987
Avg Bars in Trades 59 17 102 59 17 102
Avg Bars in Winners 82 21 143 39 17 67
Avg Bars in Losers 34 12 56 77 17 127
Bars Traded 7562 1105 6457 7562 1105 6457
Profit Streak 0 0 0 49.292 49.292 51.292
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313750 -124907 -727149 -580829 -294166 -730567
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7762,
    "evaluation_days": 1940.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594058400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759604426912,
    "expiration_time": 1764608976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 32,
            "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": [
        [
            340335.2057684787,
            389116.5997820186,
            -48781.3940135399,
            -104848.0608397986,
            58284.5179990558,
            -163132.5788388544
        ],
        [
            340.335206,
            389.1166,
            -48.781394,
            -104.848061,
            58.284518,
            -163.132579
        ],
        [
            0.175385,
            0.200524,
            -0.025139,
            0,
            0.023668,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -225224,
            -43319,
            -305713,
            -141324,
            -10921,
            -162155
        ],
        [
            1.402901,
            3.226492,
            0.927186,
            0.555973,
            3.140096,
            0.21907
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            66,
            33,
            33,
            59,
            33,
            26
        ],
        [
            61,
            31,
            30,
            68,
            31,
            37
        ],
        [
            51.968504,
            51.5625,
            52.380952,
            46.456693,
            51.5625,
            41.269841
        ],
        [
            1.29662,
            3.030947,
            0.842896,
            0.640782,
            2.949787,
            0.311754
        ],
        [
            124700,
            124700,
            61130,
            34513,
            34513,
            25941
        ],
        [
            -186870,
            -17689,
            -186870,
            -128987,
            -10921,
            -128987
        ],
        [
            59,
            17,
            102,
            59,
            17,
            102
        ],
        [
            82,
            21,
            143,
            39,
            17,
            67
        ],
        [
            34,
            12,
            56,
            77,
            17,
            127
        ],
        [
            7562,
            1105,
            6457,
            7562,
            1105,
            6457
        ],
        [
            0,
            0,
            0,
            49.291978,
            49.291978,
            51.291978
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313750,
            -124907,
            -727149,
            -580829,
            -294166,
            -730567
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7762,
    "evaluation_days": 1940.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594058400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759604426912,
    "expiration_time": 1764608976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 32,
            "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)