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Trade: LRC/USDT/720/HMA/HILO/3643

Strategy
LRC/USDT/720/HMA/HILO/3643
Pair
LRC_USDT
Interval
12h
Score
605782
Daily Profit
0.451092
Profit Factor
2.087542
Profitability
54.411765
Streak
26.521454
Best Strategy
Training Data Length
1948.000000
Evaluation Time
2025-10-12 03:30
Expiration Time
2025-12-09 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 878726.6454 739861.0011 138865.6443 -55377.1459 21039.8458 -76416.9917
Total P&L (%) 878.7266 739.861 138.8656 -55.3771 21.0398 -76.417
Avg Daily Profit (%) 0.4511 0.3798 0.0713 -0.0414 0.0098 -0.0741
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -247917 -91640 -205144 -111443 -16803 -102820
Profit Factor 2.0875 2.8393 1.3423 0.7324 1.4119 0.5098
Total Trades 136 68 68 136 68 68
Winning Trades 74 32 42 74 32 42
Losing Trades 62 36 26 62 36 26
Profitability (%) 54.4118 47.0588 61.7647 54.4118 47.0588 61.7647
Ratio Avg Win / Avg Loss 1.749 3.1942 0.8309 0.6137 1.5883 0.3156
Largest Winning Trade 559177 559177 67609 22780 16270 22780
Largest Losing Trade -98469 -36530 -98469 -92039 -8390 -92039
Avg Bars in Trades 27 29 25 27 29 25
Avg Bars in Winners 26 22 28 26 22 28
Avg Bars in Losers 29 34 21 29 34 21
Bars Traded 3723 1976 1747 3723 1976 1747
Profit Streak 26.5215 26.5215 32.5215 26.5215 26.5215 32.5215
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 605782 -94788 -205008 -578103 -293835 -686703
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3896,
    "evaluation_days": 1948,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1599091200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760229053601,
    "expiration_time": 1765233216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 156,
            "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": [
        [
            878726.6454103941,
            739861.0011276908,
            138865.6442827033,
            -55377.1458936447,
            21039.8458079268,
            -76416.9917015714
        ],
        [
            878.726645,
            739.861001,
            138.865644,
            -55.377146,
            21.039846,
            -76.416992
        ],
        [
            0.451092,
            0.379805,
            0.071286,
            -0.041415,
            0.009803,
            -0.074133
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -247917,
            -91640,
            -205144,
            -111443,
            -16803,
            -102820
        ],
        [
            2.087542,
            2.839286,
            1.342254,
            0.732435,
            1.411862,
            0.509777
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            74,
            32,
            42,
            74,
            32,
            42
        ],
        [
            62,
            36,
            26,
            62,
            36,
            26
        ],
        [
            54.411765,
            47.058824,
            61.764706,
            54.411765,
            47.058824,
            61.764706
        ],
        [
            1.749022,
            3.194197,
            0.830919,
            0.613661,
            1.588345,
            0.315576
        ],
        [
            559177,
            559177,
            67609,
            22780,
            16270,
            22780
        ],
        [
            -98469,
            -36530,
            -98469,
            -92039,
            -8390,
            -92039
        ],
        [
            27,
            29,
            25,
            27,
            29,
            25
        ],
        [
            26,
            22,
            28,
            26,
            22,
            28
        ],
        [
            29,
            34,
            21,
            29,
            34,
            21
        ],
        [
            3723,
            1976,
            1747,
            3723,
            1976,
            1747
        ],
        [
            26.521454,
            26.521454,
            32.521454,
            26.521454,
            26.521454,
            32.521454
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            605782,
            -94788,
            -205008,
            -578103,
            -293835,
            -686703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3896,
    "evaluation_days": 1948,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1599091200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760229053601,
    "expiration_time": 1765233216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 156,
            "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)