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Trade: LRC/USDT/120/MIDPRICE/SWMA/5855

Strategy
LRC/USDT/120/MIDPRICE/SWMA/5855
Pair
LRC_USDT
Interval
2h
Score
506668
Daily Profit
0.300220
Profit Factor
3.807004
Profitability
44.117647
Streak
50.486299
Best Strategy
Training Data Length
1929.750000
Evaluation Time
2025-09-26 06:40
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 603639.6036 579349.0794 24290.5242 -1672400.8724 218072.5982 -1890473.4707
Total P&L (%) 603.6396 579.3491 24.2905 -1672.4009 218.0726 -1890.4735
Avg Daily Profit (%) 0.3128 0.3002 0.0126 0 0.06 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195918 -76752 -179239 -2574051 -1042045 -2030572
Profit Factor 2.1011 3.807 1.0711 0.7228 1.0996 0.508
Total Trades 67 34 33 67 34 33
Winning Trades 31 15 16 34 18 16
Losing Trades 36 19 17 33 16 17
Profitability (%) 46.2687 44.1176 48.4848 50.7463 52.9412 48.4848
Ratio Avg Win / Avg Loss 2.4399 4.8222 1.138 0.7015 0.9774 0.5397
Largest Winning Trade 488250 488250 58462 477644 448511 477644
Largest Losing Trade -170071 -34748 -170071 -958501 -958501 -904262
Avg Bars in Trades 337 240 438 337 240 438
Avg Bars in Winners 516 336 684 203 181 228
Avg Bars in Losers 184 165 206 476 307 636
Bars Traded 22641 8180 14461 22641 8180 14461
Profit Streak 28.0696 50.4863 0 0 0 70.3196
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -109191 506668 -323030 -701681 -225136 -580833

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": 1595131200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758858016225,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 227,
            "offset": 215
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 147,
            "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": [
        [
            603639.6035905669,
            579349.0793897329,
            24290.5242008342,
            -1672400.8724445584,
            218072.5982261908,
            -1890473.4706707483
        ],
        [
            603.639604,
            579.349079,
            24.290524,
            -1672.400872,
            218.072598,
            -1890.473471
        ],
        [
            0.312807,
            0.30022,
            0.012587,
            0,
            0.05998,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195918,
            -76752,
            -179239,
            -2574051,
            -1042045,
            -2030572
        ],
        [
            2.101052,
            3.807004,
            1.071057,
            0.72276,
            1.099569,
            0.507964
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            31,
            15,
            16,
            34,
            18,
            16
        ],
        [
            36,
            19,
            17,
            33,
            16,
            17
        ],
        [
            46.268657,
            44.117647,
            48.484848,
            50.746269,
            52.941176,
            48.484848
        ],
        [
            2.439932,
            4.822206,
            1.137998,
            0.701502,
            0.977395,
            0.539712
        ],
        [
            488250,
            488250,
            58462,
            477644,
            448511,
            477644
        ],
        [
            -170071,
            -34748,
            -170071,
            -958501,
            -958501,
            -904262
        ],
        [
            337,
            240,
            438,
            337,
            240,
            438
        ],
        [
            516,
            336,
            684,
            203,
            181,
            228
        ],
        [
            184,
            165,
            206,
            476,
            307,
            636
        ],
        [
            22641,
            8180,
            14461,
            22641,
            8180,
            14461
        ],
        [
            28.069632,
            50.486299,
            0,
            0,
            0,
            70.319632
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -109191,
            506668,
            -323030,
            -701681,
            -225136,
            -580833
        ]
    ]
}
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": 1595131200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758858016225,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 227,
            "offset": 215
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 147,
            "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)