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Trade: LRC/USDT/120/DCM/SWMA/5954

Strategy
LRC/USDT/120/DCM/SWMA/5954
Pair
LRC_USDT
Interval
2h
Score
352294
Daily Profit
0.203260
Profit Factor
1.512417
Profitability
51.388889
Streak
0.000000
Best Strategy
Training Data Length
1929.750000
Evaluation Time
2025-09-25 12:03
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 329073.1591 392241.4481 -63168.289 -288207.0201 61924.8604 -350131.8805
Total P&L (%) 329.0732 392.2414 -63.1683 -288.207 61.9249 -350.1319
Avg Daily Profit (%) 0.1705 0.2033 -0.0327 0 0.025 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -217786 -112876 -278214 -473604 -242932 -338262
Profit Factor 1.1768 1.5124 0.9424 0.8452 1.0765 0.6674
Total Trades 431 216 215 431 216 215
Winning Trades 232 111 121 209 113 96
Losing Trades 199 105 94 222 103 119
Profitability (%) 53.8283 51.3889 56.2791 48.4919 52.3148 44.6512
Ratio Avg Win / Avg Loss 1.0094 1.4307 0.7321 0.8978 0.9813 0.8273
Largest Winning Trade 92241 92241 53912 92830 92830 55429
Largest Losing Trade -166789 -30846 -166789 -166571 -65090 -166571
Avg Bars in Trades 53 40 66 53 40 66
Avg Bars in Winners 50 34 65 55 43 68
Avg Bars in Losers 56 45 68 51 36 65
Bars Traded 22991 8655 14336 22991 8655 14336
Profit Streak 0 0 20.8771 3.2938 25.0438 0
Trades During Streak 0 0 2 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -15979 352294 -578338 -579982 -295693 -582288

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": 1592899200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758790985665,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 75,
            "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": [
        [
            329073.1591091692,
            392241.4481356816,
            -63168.2890265127,
            -288207.0201335293,
            61924.8604139892,
            -350131.8805475183
        ],
        [
            329.073159,
            392.241448,
            -63.168289,
            -288.20702,
            61.92486,
            -350.131881
        ],
        [
            0.170526,
            0.20326,
            -0.032734,
            0,
            0.024978,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -217786,
            -112876,
            -278214,
            -473604,
            -242932,
            -338262
        ],
        [
            1.176754,
            1.512417,
            0.942379,
            0.845197,
            1.076547,
            0.667424
        ],
        [
            431,
            216,
            215,
            431,
            216,
            215
        ],
        [
            232,
            111,
            121,
            209,
            113,
            96
        ],
        [
            199,
            105,
            94,
            222,
            103,
            119
        ],
        [
            53.828306,
            51.388889,
            56.27907,
            48.491879,
            52.314815,
            44.651163
        ],
        [
            1.009371,
            1.430665,
            0.732096,
            0.897769,
            0.981277,
            0.827328
        ],
        [
            92241,
            92241,
            53912,
            92830,
            92830,
            55429
        ],
        [
            -166789,
            -30846,
            -166789,
            -166571,
            -65090,
            -166571
        ],
        [
            53,
            40,
            66,
            53,
            40,
            66
        ],
        [
            50,
            34,
            65,
            55,
            43,
            68
        ],
        [
            56,
            45,
            68,
            51,
            36,
            65
        ],
        [
            22991,
            8655,
            14336,
            22991,
            8655,
            14336
        ],
        [
            0,
            0,
            20.877149,
            3.293815,
            25.043816,
            0
        ],
        [
            0,
            0,
            2,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -15979,
            352294,
            -578338,
            -579982,
            -295693,
            -582288
        ]
    ]
}
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": 1592899200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758790985665,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 75,
            "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)