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Trade: LRC/USDT/720/HMA/HILO/4884

Strategy
LRC/USDT/720/HMA/HILO/4884
Pair
LRC_USDT
Interval
12h
Score
560602
Daily Profit
0.472206
Profit Factor
2.127864
Profitability
54.014599
Streak
0.000000
Best Strategy
Training Data Length
1941.500000
Evaluation Time
2025-10-05 07:09
Expiration Time
2025-12-02 07:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 916787.6251 803197.5218 113590.1032 -13687.6452 44787.1868 -58474.8321
Total P&L (%) 916.7876 803.1975 113.5901 -13.6876 44.7872 -58.4748
Avg Daily Profit (%) 0.4722 0.4137 0.0585 -0.0076 0.0191 -0.0453
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -272419 -97178 -225605 -119420 -35958 -118674
Profit Factor 2.1279 3.023 1.2732 0.9528 1.4608 0.697
Total Trades 137 69 68 137 69 68
Winning Trades 74 31 43 74 31 43
Losing Trades 63 38 25 63 38 25
Profitability (%) 54.0146 44.9275 63.2353 54.0146 44.9275 63.2353
Ratio Avg Win / Avg Loss 1.8116 3.7056 0.7402 0.8112 1.7907 0.4052
Largest Winning Trade 612925 612925 66194 27378 27378 27205
Largest Losing Trade -95044 -36530 -95044 -101544 -18846 -101544
Avg Bars in Trades 26 28 24 26 28 24
Avg Bars in Winners 26 24 27 26 24 27
Avg Bars in Losers 27 31 20 27 31 20
Bars Traded 3673 1980 1693 3673 1980 1693
Profit Streak 0 0 25.6735 0 0 25.6735
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 560602 -88014 -223189 -579616 -270659 -687422
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3883,
    "evaluation_days": 1941.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1599048000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759637391597,
    "expiration_time": 1764654768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 155,
            "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": [
        [
            916787.6250673906,
            803197.5218358678,
            113590.1032315229,
            -13687.6452306184,
            44787.1868411296,
            -58474.832071748
        ],
        [
            916.787625,
            803.197522,
            113.590103,
            -13.687645,
            44.787187,
            -58.474832
        ],
        [
            0.472206,
            0.413699,
            0.058506,
            -0.007581,
            0.019064,
            -0.045257
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -272419,
            -97178,
            -225605,
            -119420,
            -35958,
            -118674
        ],
        [
            2.127864,
            3.023002,
            1.273171,
            0.952826,
            1.460849,
            0.696976
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            74,
            31,
            43,
            74,
            31,
            43
        ],
        [
            63,
            38,
            25,
            63,
            38,
            25
        ],
        [
            54.014599,
            44.927536,
            63.235294,
            54.014599,
            44.927536,
            63.235294
        ],
        [
            1.81156,
            3.705615,
            0.740216,
            0.81119,
            1.790718,
            0.405219
        ],
        [
            612925,
            612925,
            66194,
            27378,
            27378,
            27205
        ],
        [
            -95044,
            -36530,
            -95044,
            -101544,
            -18846,
            -101544
        ],
        [
            26,
            28,
            24,
            26,
            28,
            24
        ],
        [
            26,
            24,
            27,
            26,
            24,
            27
        ],
        [
            27,
            31,
            20,
            27,
            31,
            20
        ],
        [
            3673,
            1980,
            1693,
            3673,
            1980,
            1693
        ],
        [
            0,
            0,
            25.673514,
            0,
            0,
            25.673514
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            560602,
            -88014,
            -223189,
            -579616,
            -270659,
            -687422
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3883,
    "evaluation_days": 1941.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1599048000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759637391597,
    "expiration_time": 1764654768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 155,
            "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)