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Trade: LRC/USDT/120/BBL/SINWMA/2783

Strategy
LRC/USDT/120/BBL/SINWMA/2783
Pair
LRC_USDT
Interval
2h
Score
320866
Daily Profit
0.191350
Profit Factor
1.201815
Profitability
55.407970
Streak
10.610919
Best Strategy
Training Data Length
1929.750000
Evaluation Time
2025-09-27 15:39
Expiration Time
2025-12-03 03:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 332250.8932 369257.9565 -37007.0633 -50317.8071 -66558.9406 16241.1335
Total P&L (%) 332.2509 369.258 -37.0071 -50.3178 -66.5589 16.2411
Avg Daily Profit (%) 0.1722 0.1914 -0.0192 -0.0362 -0.0567 0.0078
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -182329 -187717 -61877 -1789402 -1779121 -151683
Profit Factor 1.1476 1.2018 0.9122 0.9928 0.9888 1.0158
Total Trades 1055 527 528 1055 527 528
Winning Trades 562 292 270 562 292 270
Losing Trades 493 235 258 493 235 258
Profitability (%) 53.2701 55.408 51.1364 53.2701 55.408 51.1364
Ratio Avg Win / Avg Loss 1.0067 0.9672 0.8716 0.8709 0.7957 0.9707
Largest Winning Trade 131140 131140 8164 366039 366039 44177
Largest Losing Trade -45753 -45753 -9394 -507913 -507913 -31321
Avg Bars in Trades 21 41 1 21 41 1
Avg Bars in Winners 15 28 1 15 28 1
Avg Bars in Losers 29 59 1 29 59 1
Bars Traded 22991 22131 860 22991 22131 860
Profit Streak 0 10.6109 0 0 10.6109 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44283 320866 -578149 -574272 -577229 -393943
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23157,
    "evaluation_days": 1929.75,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592020800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758976783460,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 4,
            "offset": 0,
            "std": 4.32365
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 11,
            "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": [
        [
            332250.8931803728,
            369257.9564871109,
            -37007.063306738,
            -50317.8071346201,
            -66558.9406059237,
            16241.1334713027
        ],
        [
            332.250893,
            369.257956,
            -37.007063,
            -50.317807,
            -66.558941,
            16.241133
        ],
        [
            0.172173,
            0.19135,
            -0.019177,
            -0.036243,
            -0.056747,
            0.007799
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -182329,
            -187717,
            -61877,
            -1789402,
            -1779121,
            -151683
        ],
        [
            1.147595,
            1.201815,
            0.912184,
            0.992755,
            0.988757,
            1.01584
        ],
        [
            1055,
            527,
            528,
            1055,
            527,
            528
        ],
        [
            562,
            292,
            270,
            562,
            292,
            270
        ],
        [
            493,
            235,
            258,
            493,
            235,
            258
        ],
        [
            53.270142,
            55.40797,
            51.136364,
            53.270142,
            55.40797,
            51.136364
        ],
        [
            1.006698,
            0.967214,
            0.871642,
            0.870869,
            0.795746,
            0.970692
        ],
        [
            131140,
            131140,
            8164,
            366039,
            366039,
            44177
        ],
        [
            -45753,
            -45753,
            -9394,
            -507913,
            -507913,
            -31321
        ],
        [
            21,
            41,
            1,
            21,
            41,
            1
        ],
        [
            15,
            28,
            1,
            15,
            28,
            1
        ],
        [
            29,
            59,
            1,
            29,
            59,
            1
        ],
        [
            22991,
            22131,
            860,
            22991,
            22131,
            860
        ],
        [
            0,
            10.610919,
            0,
            0,
            10.61092,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44283,
            320866,
            -578149,
            -574272,
            -577229,
            -393943
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23157,
    "evaluation_days": 1929.75,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592020800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758976783460,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 4,
            "offset": 0,
            "std": 4.32365
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 11,
            "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)