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Trade: LRC/USDT/720/FWMA/HWMA/5713

Strategy
LRC/USDT/720/FWMA/HWMA/5713
Pair
LRC_USDT
Interval
12h
Score
511509
Daily Profit
0.380914
Profit Factor
1.724487
Profitability
54.922280
Streak
27.584235
Best Strategy
Training Data Length
1938.000000
Evaluation Time
2025-10-01 17:01
Expiration Time
2025-11-28 17:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 738211.4379 572402.0928 165809.3452 -10972612.1072 -271068.0703 -10701544.0369
Total P&L (%) 738.2114 572.4021 165.8093 -10972.6121 -271.0681 -10701.544
Avg Daily Profit (%) 0.3809 0.2954 0.0856 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163680 -70483 -164716 -14710184 -7042287 -13045904
Profit Factor 1.7245 2.112 1.3289 0.8161 0.991 0.6381
Total Trades 193 97 96 193 97 96
Winning Trades 106 47 59 101 57 44
Losing Trades 87 50 37 92 40 52
Profitability (%) 54.9223 48.4536 61.4583 52.3316 58.7629 45.8333
Ratio Avg Win / Avg Loss 1.4154 2.2468 0.8333 0.7434 0.6954 0.7541
Largest Winning Trade 202796 202796 60609 3459574 3459574 3416388
Largest Losing Trade -163680 -34053 -163680 -5420662 -5420662 -2359942
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 17 16 18 18 18 18
Avg Bars in Losers 19 20 18 18 19 18
Bars Traded 3592 1808 1785 3592 1808 1785
Profit Streak 27.5842 84.5842 0 0 0 38.5842
Trades During Streak 1 4 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 511509 491741 -78671 -579187 -579659 -581872
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3876,
    "evaluation_days": 1938,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1602244800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759327277956,
    "expiration_time": 1764343296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            738211.4379406624,
            572402.0927522872,
            165809.3451883752,
            -10972612.107191948,
            -271068.0702910739,
            -10701544.036900872
        ],
        [
            738.211438,
            572.402093,
            165.809345,
            -10972.612107,
            -271.06807,
            -10701.544037
        ],
        [
            0.380914,
            0.295357,
            0.085557,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163680,
            -70483,
            -164716,
            -14710184,
            -7042287,
            -13045904
        ],
        [
            1.724487,
            2.112029,
            1.328852,
            0.816096,
            0.990993,
            0.638073
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            106,
            47,
            59,
            101,
            57,
            44
        ],
        [
            87,
            50,
            37,
            92,
            40,
            52
        ],
        [
            54.92228,
            48.453608,
            61.458333,
            52.331606,
            58.762887,
            45.833333
        ],
        [
            1.415381,
            2.24684,
            0.833348,
            0.743374,
            0.695434,
            0.754087
        ],
        [
            202796,
            202796,
            60609,
            3459574,
            3459574,
            3416388
        ],
        [
            -163680,
            -34053,
            -163680,
            -5420662,
            -5420662,
            -2359942
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            17,
            16,
            18,
            18,
            18,
            18
        ],
        [
            19,
            20,
            18,
            18,
            19,
            18
        ],
        [
            3592,
            1808,
            1785,
            3592,
            1808,
            1785
        ],
        [
            27.584235,
            84.584236,
            0,
            0,
            0,
            38.584236
        ],
        [
            1,
            4,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            511509,
            491741,
            -78671,
            -579187,
            -579659,
            -581872
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3876,
    "evaluation_days": 1938,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1602244800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759327277956,
    "expiration_time": 1764343296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)