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Trade: LRC/USDT/720/SINWMA/PSAR/8830

Strategy
LRC/USDT/720/SINWMA/PSAR/8830
Pair
LRC_USDT
Interval
12h
Score
527528
Daily Profit
0.339553
Profit Factor
1.727878
Profitability
50.769231
Streak
4.540325
Best Strategy
Training Data Length
1947.500000
Evaluation Time
2025-10-11 15:58
Expiration Time
2025-12-08 12:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 661279.2206 499533.2066 161746.0141 1645757.4523 -21466.4445 1667223.8968
Total P&L (%) 661.2792 499.5332 161.746 1645.7575 -21.4664 1667.2239
Avg Daily Profit (%) 0.3396 0.2565 0.0831 0.147 -0.0124 0.1476
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146713 -104001 -67636 -1715837 -1249040 -608747
Profit Factor 1.7279 2.0633 1.3687 1.2256 0.9944 1.4844
Total Trades 195 97 98 195 97 98
Winning Trades 99 44 55 99 44 55
Losing Trades 96 53 43 96 53 43
Profitability (%) 50.7692 45.3608 56.1224 50.7692 45.3608 56.1224
Ratio Avg Win / Avg Loss 1.6755 2.4853 1.0701 1.1884 1.1978 1.1606
Largest Winning Trade 226427 226427 51281 447452 447452 411647
Largest Losing Trade -39099 -39099 -39051 -527685 -527685 -451313
Avg Bars in Trades 19 17 21 19 17 21
Avg Bars in Winners 22 22 22 22 22 22
Avg Bars in Losers 16 14 18 16 14 18
Bars Traded 3798 1733 2066 3798 1733 2066
Profit Streak 4.5403 18.0403 4.5403 4.5403 18.0403 4.5403
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 527528 387692 -80502 191596 -580368 239687
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3895,
    "evaluation_days": 1947.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1594598400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760187484115,
    "expiration_time": 1765188720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 78,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            661279.2206432637,
            499533.2065594533,
            161746.0140838103,
            1645757.4522512904,
            -21466.4445033617,
            1667223.8967546518
        ],
        [
            661.279221,
            499.533207,
            161.746014,
            1645.757452,
            -21.466445,
            1667.223897
        ],
        [
            0.339553,
            0.2565,
            0.083053,
            0.146951,
            -0.012407,
            0.14758
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146713,
            -104001,
            -67636,
            -1715837,
            -1249040,
            -608747
        ],
        [
            1.727878,
            2.063305,
            1.368686,
            1.22558,
            0.99443,
            1.484431
        ],
        [
            195,
            97,
            98,
            195,
            97,
            98
        ],
        [
            99,
            44,
            55,
            99,
            44,
            55
        ],
        [
            96,
            53,
            43,
            96,
            53,
            43
        ],
        [
            50.769231,
            45.360825,
            56.122449,
            50.769231,
            45.360825,
            56.122449
        ],
        [
            1.675518,
            2.485345,
            1.070064,
            1.188442,
            1.197836,
            1.160555
        ],
        [
            226427,
            226427,
            51281,
            447452,
            447452,
            411647
        ],
        [
            -39099,
            -39099,
            -39051,
            -527685,
            -527685,
            -451313
        ],
        [
            19,
            17,
            21,
            19,
            17,
            21
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            16,
            14,
            18,
            16,
            14,
            18
        ],
        [
            3798,
            1733,
            2066,
            3798,
            1733,
            2066
        ],
        [
            4.540325,
            18.040325,
            4.540325,
            4.540325,
            18.040325,
            4.540325
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            527528,
            387692,
            -80502,
            191596,
            -580368,
            239687
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3895,
    "evaluation_days": 1947.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1594598400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760187484115,
    "expiration_time": 1765188720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 78,
            "af": 0,
            "af0": 0,
            "max_af": 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)