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Trade: LRC/USDT/720/JMA/ZLMA/7984

Strategy
LRC/USDT/720/JMA/ZLMA/7984
Pair
LRC_USDT
Interval
12h
Score
543587
Daily Profit
0.512093
Profit Factor
2.405377
Profitability
45.192308
Streak
88.953165
Best Strategy
Training Data Length
1944.000000
Evaluation Time
2025-10-08 01:52
Expiration Time
2025-12-04 21:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 995508.491 814575.5746 180932.9164 3705211.2316 1036190.9752 2669020.2564
Total P&L (%) 995.5085 814.5756 180.9329 3705.2112 1036.191 2669.0203
Avg Daily Profit (%) 0.5121 0.419 0.0931 0.1874 0.1251 0.171
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141958 -119653 -61549 -2486019 -2358144 -808729
Profit Factor 2.4054 3.2457 1.5235 1.3564 1.1689 1.6264
Total Trades 104 52 52 104 52 52
Winning Trades 47 17 30 47 17 30
Losing Trades 57 35 22 57 35 22
Profitability (%) 45.1923 32.6923 57.6923 45.1923 32.6923 57.6923
Ratio Avg Win / Avg Loss 2.9172 6.6824 1.1172 1.645 2.4066 1.1927
Largest Winning Trade 499038 499038 66776 2068385 2068385 985145
Largest Losing Trade -54194 -31237 -54194 -861797 -861797 -775142
Avg Bars in Trades 36 32 39 36 32 39
Avg Bars in Winners 56 55 57 56 55 57
Avg Bars in Losers 19 21 15 19 21 15
Bars Traded 3769 1693 2076 3769 1693 2076
Profit Streak 88.9532 95.9532 88.9532 88.9532 95.9532 88.9532
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 543587 -169991 -245358 334131 -245331 -168340
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3888,
    "evaluation_days": 1944,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1595980800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759877553464,
    "expiration_time": 1764877248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 23,
            "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": [
        [
            995508.4910353613,
            814575.5746459159,
            180932.9163894451,
            3705211.231571596,
            1036190.9751513272,
            2669020.2564202696
        ],
        [
            995.508491,
            814.575575,
            180.932916,
            3705.211232,
            1036.190975,
            2669.020256
        ],
        [
            0.512093,
            0.41902,
            0.093072,
            0.187364,
            0.125092,
            0.170983
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141958,
            -119653,
            -61549,
            -2486019,
            -2358144,
            -808729
        ],
        [
            2.405377,
            3.245733,
            1.523479,
            1.356424,
            1.1689,
            1.626444
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            47,
            17,
            30,
            47,
            17,
            30
        ],
        [
            57,
            35,
            22,
            57,
            35,
            22
        ],
        [
            45.192308,
            32.692308,
            57.692308,
            45.192308,
            32.692308,
            57.692308
        ],
        [
            2.917159,
            6.682391,
            1.117218,
            1.645025,
            2.406559,
            1.192726
        ],
        [
            499038,
            499038,
            66776,
            2068385,
            2068385,
            985145
        ],
        [
            -54194,
            -31237,
            -54194,
            -861797,
            -861797,
            -775142
        ],
        [
            36,
            32,
            39,
            36,
            32,
            39
        ],
        [
            56,
            55,
            57,
            56,
            55,
            57
        ],
        [
            19,
            21,
            15,
            19,
            21,
            15
        ],
        [
            3769,
            1693,
            2076,
            3769,
            1693,
            2076
        ],
        [
            88.953165,
            95.953165,
            88.953165,
            88.953165,
            95.953165,
            88.953165
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            543587,
            -169991,
            -245358,
            334131,
            -245331,
            -168340
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3888,
    "evaluation_days": 1944,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1595980800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759877553464,
    "expiration_time": 1764877248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 23,
            "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)