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Trade: LRC/USDT/720/PWMA/SSF/9105

Strategy
LRC/USDT/720/PWMA/SSF/9105
Pair
LRC_USDT
Interval
12h
Score
531628
Daily Profit
0.365808
Profit Factor
3.307217
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
1941.500000
Evaluation Time
2025-10-05 05:59
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 816946.6132 710217.0513 106729.5619 512512.7312 -491066.0156 1003578.7468
Total P&L (%) 816.9466 710.2171 106.7296 512.5127 -491.066 1003.5787
Avg Daily Profit (%) 0.4208 0.3658 0.055 0.0934 0 0.1238
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93356 -103539 -39820 -1818547 -1329887 -506150
Profit Factor 2.5117 3.3072 1.4589 1.1305 0.8216 1.8555
Total Trades 76 38 38 76 38 38
Winning Trades 39 18 21 39 18 21
Losing Trades 37 20 17 37 20 17
Profitability (%) 51.3158 47.3684 55.2632 51.3158 47.3684 55.2632
Ratio Avg Win / Avg Loss 2.3829 3.6747 1.181 1.0726 0.9129 1.5021
Largest Winning Trade 570995 570995 39174 586844 438971 586844
Largest Losing Trade -60089 -60089 -49267 -825206 -825206 -312013
Avg Bars in Trades 49 58 40 49 58 40
Avg Bars in Winners 40 45 35 40 45 35
Avg Bars in Losers 59 71 45 59 71 45
Bars Traded 3769 2241 1528 3769 2241 1528
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 -38894 531628 -117758 -198401 -581788 -23171
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": 1595030400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759633165037,
    "expiration_time": 1764654768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 236,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            816946.6132396689,
            710217.0513289231,
            106729.5619107459,
            512512.7312309281,
            -491066.0156006544,
            1003578.7468315819
        ],
        [
            816.946613,
            710.217051,
            106.729562,
            512.512731,
            -491.066016,
            1003.578747
        ],
        [
            0.420781,
            0.365808,
            0.054973,
            0.093394,
            0,
            0.123751
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93356,
            -103539,
            -39820,
            -1818547,
            -1329887,
            -506150
        ],
        [
            2.511729,
            3.307217,
            1.458892,
            1.130543,
            0.821618,
            1.855481
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            51.315789,
            47.368421,
            55.263158,
            51.315789,
            47.368421,
            55.263158
        ],
        [
            2.382923,
            3.674686,
            1.181007,
            1.072566,
            0.912909,
            1.502056
        ],
        [
            570995,
            570995,
            39174,
            586844,
            438971,
            586844
        ],
        [
            -60089,
            -60089,
            -49267,
            -825206,
            -825206,
            -312013
        ],
        [
            49,
            58,
            40,
            49,
            58,
            40
        ],
        [
            40,
            45,
            35,
            40,
            45,
            35
        ],
        [
            59,
            71,
            45,
            59,
            71,
            45
        ],
        [
            3769,
            2241,
            1528,
            3769,
            2241,
            1528
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -38894,
            531628,
            -117758,
            -198401,
            -581788,
            -23171
        ]
    ]
}
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": 1595030400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759633165037,
    "expiration_time": 1764654768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 236,
            "offset": 0,
            "poles": 2
        }
    }
}

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)