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Trade: LRC/USDT/720/MIDPRICE/FWMA/1477

Strategy
LRC/USDT/720/MIDPRICE/FWMA/1477
Pair
LRC_USDT
Interval
12h
Score
333813
Daily Profit
0.472984
Profit Factor
2.072307
Profitability
34.161491
Streak
0.000000
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 913331.9494 751948.6248 161383.3246 2484986.6751 -788150.2722 3273136.9473
Total P&L (%) 913.3319 751.9486 161.3833 2484.9867 -788.1503 3273.1369
Avg Daily Profit (%) 0.473 0.3894 0.0836 0.1686 0 0.1824
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127914 -91444 -96659 -8638651 -7002018 -5024122
Profit Factor 2.0723 2.822 1.3676 1.1035 0.937 1.2845
Total Trades 161 81 80 161 81 80
Winning Trades 55 21 34 55 21 34
Losing Trades 106 60 46 106 60 46
Profitability (%) 34.1615 25.9259 42.5 34.1615 25.9259 42.5
Ratio Avg Win / Avg Loss 3.9939 8.0628 1.8503 2.1268 2.677 1.7379
Largest Winning Trade 453651 453651 51999 5530178 5530178 2041242
Largest Losing Trade -51730 -20379 -51730 -2403538 -1463633 -2403538
Avg Bars in Trades 23 16 30 23 16 30
Avg Bars in Winners 49 40 54 49 40 54
Avg Bars in Losers 9 7 11 9 7 11
Bars Traded 3720 1311 2409 3720 1311 2409
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333813 -22371 -102139 -102826 -615414 -13387
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3862,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1595592000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758976204410,
    "expiration_time": 1763720352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 86,
            "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": [
        [
            913331.9494242517,
            751948.6248129127,
            161383.3246113384,
            2484986.6751202377,
            -788150.2721870904,
            3273136.947307326
        ],
        [
            913.331949,
            751.948625,
            161.383325,
            2484.986675,
            -788.150272,
            3273.136947
        ],
        [
            0.472984,
            0.389409,
            0.083575,
            0.168568,
            0,
            0.182374
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127914,
            -91444,
            -96659,
            -8638651,
            -7002018,
            -5024122
        ],
        [
            2.072307,
            2.821965,
            1.367589,
            1.103508,
            0.936965,
            1.284519
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            55,
            21,
            34,
            55,
            21,
            34
        ],
        [
            106,
            60,
            46,
            106,
            60,
            46
        ],
        [
            34.161491,
            25.925926,
            42.5,
            34.161491,
            25.925926,
            42.5
        ],
        [
            3.993901,
            8.062758,
            1.850268,
            2.126762,
            2.677044,
            1.737878
        ],
        [
            453651,
            453651,
            51999,
            5530178,
            5530178,
            2041242
        ],
        [
            -51730,
            -20379,
            -51730,
            -2403538,
            -1463633,
            -2403538
        ],
        [
            23,
            16,
            30,
            23,
            16,
            30
        ],
        [
            49,
            40,
            54,
            49,
            40,
            54
        ],
        [
            9,
            7,
            11,
            9,
            7,
            11
        ],
        [
            3720,
            1311,
            2409,
            3720,
            1311,
            2409
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333813,
            -22371,
            -102139,
            -102826,
            -615414,
            -13387
        ]
    ]
}
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": 1595592000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758976204410,
    "expiration_time": 1763720352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 86,
            "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)