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Trade: LRC/USDT/720/MIDPOINT/HWMA/9146

Strategy
LRC/USDT/720/MIDPOINT/HWMA/9146
Pair
LRC_USDT
Interval
12h
Score
317846
Daily Profit
0.148238
Profit Factor
1.428046
Profitability
56.164384
Streak
23.520909
Best Strategy
Training Data Length
1931.000000
Evaluation Time
2025-09-27 15:30
Expiration Time
2025-11-21 12:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -174896.8717 165346.0645 -340242.9362 382399.9111 -1264374.9503 1646774.8614
Total P&L (%) -174.8969 165.3461 -340.2429 382.3999 -1264.375 1646.7749
Avg Daily Profit (%) -0.0906 0.0856 -0.1762 0.0815 0 0.1482
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -510096 -144757 -504303 -1477319 -1641321 -1030895
Profit Factor 0.911 1.2113 0.7122 1.0462 0.7151 1.428
Total Trades 439 220 219 439 220 219
Winning Trades 230 107 123 224 101 123
Losing Trades 209 113 96 215 119 96
Profitability (%) 52.3918 48.6364 56.1644 51.0251 45.9091 56.1644
Ratio Avg Win / Avg Loss 0.8278 1.2792 0.5559 1.0041 0.8425 1.1146
Largest Winning Trade 77318 77318 47577 2175430 333814 2175430
Largest Losing Trade -313534 -35824 -313534 -534590 -503307 -534590
Avg Bars in Trades 8 7 9 8 7 9
Avg Bars in Winners 7 7 8 8 7 8
Avg Bars in Losers 9 7 11 8 7 10
Bars Traded 3741 1669 2072 3741 1669 2072
Profit Streak 22.0209 22.0209 23.5209 22.0209 22.0209 23.5209
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576385 -77706 -578076 -249643 -580449 317846
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3862,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1596456000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758976206581,
    "expiration_time": 1763720352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 105,
            "na": 0.2,
            "nb": 0.80246,
            "nc": 0.82323
        }
    }
}
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": [
        [
            -174896.8717294091,
            165346.0644949418,
            -340242.9362243506,
            382399.9111390041,
            -1264374.950268862,
            1646774.8614078667
        ],
        [
            -174.896872,
            165.346064,
            -340.242936,
            382.399911,
            -1264.37495,
            1646.774861
        ],
        [
            -0.090573,
            0.085627,
            -0.1762,
            0.081525,
            0,
            0.148238
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -510096,
            -144757,
            -504303,
            -1477319,
            -1641321,
            -1030895
        ],
        [
            0.910993,
            1.211289,
            0.712249,
            1.046159,
            0.715055,
            1.428046
        ],
        [
            439,
            220,
            219,
            439,
            220,
            219
        ],
        [
            230,
            107,
            123,
            224,
            101,
            123
        ],
        [
            209,
            113,
            96,
            215,
            119,
            96
        ],
        [
            52.3918,
            48.636364,
            56.164384,
            51.025057,
            45.909091,
            56.164384
        ],
        [
            0.827815,
            1.279212,
            0.555902,
            1.004126,
            0.84249,
            1.114572
        ],
        [
            77318,
            77318,
            47577,
            2175430,
            333814,
            2175430
        ],
        [
            -313534,
            -35824,
            -313534,
            -534590,
            -503307,
            -534590
        ],
        [
            8,
            7,
            9,
            8,
            7,
            9
        ],
        [
            7,
            7,
            8,
            8,
            7,
            8
        ],
        [
            9,
            7,
            11,
            8,
            7,
            10
        ],
        [
            3741,
            1669,
            2072,
            3741,
            1669,
            2072
        ],
        [
            22.020909,
            22.020909,
            23.520909,
            22.020909,
            22.020909,
            23.520909
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576385,
            -77706,
            -578076,
            -249643,
            -580449,
            317846
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3862,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1596456000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758976206581,
    "expiration_time": 1763720352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 105,
            "na": 0.2,
            "nb": 0.80246,
            "nc": 0.82323
        }
    }
}

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)