← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: LRC/USDT/120/PWMA/HILO/4688

Strategy
LRC/USDT/120/PWMA/HILO/4688
Pair
LRC_USDT
Interval
2h
Score
406907
Daily Profit
0.345275
Profit Factor
1.506981
Profitability
42.146597
Streak
12.162865
Best Strategy
Training Data Length
1937.000000
Evaluation Time
2025-10-02 00:54
Expiration Time
2025-12-10 15:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 668797.8545 633381.6889 35416.1656 105838.8457 122279.2251 -16440.3794
Total P&L (%) 668.7979 633.3817 35.4162 105.8388 122.2792 -16.4404
Avg Daily Profit (%) 0.3453 0.327 0.0183 0.0373 0.0412 -0.0093
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139284 -88982 -135192 -458132 -263616 -271371
Profit Factor 1.507 2.0104 1.0512 1.0391 1.1019 0.9891
Total Trades 382 191 191 382 191 191
Winning Trades 161 66 95 161 66 95
Losing Trades 221 125 96 221 125 96
Profitability (%) 42.1466 34.555 49.7382 42.1466 34.555 49.7382
Ratio Avg Win / Avg Loss 2.0686 3.8077 1.0622 1.4263 2.087 0.9995
Largest Winning Trade 393613 393613 52446 262732 262732 158342
Largest Losing Trade -53070 -38038 -53070 -160541 -62784 -160541
Avg Bars in Trades 60 53 66 60 53 66
Avg Bars in Winners 86 83 88 86 83 88
Avg Bars in Losers 40 38 44 40 38 44
Bars Traded 22978 10308 12670 22978 10308 12670
Profit Streak 12.1629 0 17.5795 12.1629 0 17.5795
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406907 265740 -333905 -321068 -250656 -579368
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23244,
    "evaluation_days": 1937,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592798400000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759355671549,
    "expiration_time": 1765373644800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 50,
            "offset": 69
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            668797.854503692,
            633381.6889401684,
            35416.1655635224,
            105838.8456558524,
            122279.2250988774,
            -16440.3794430252
        ],
        [
            668.797855,
            633.381689,
            35.416166,
            105.838846,
            122.279225,
            -16.440379
        ],
        [
            0.345275,
            0.326991,
            0.018284,
            0.037277,
            0.041246,
            -0.009272
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139284,
            -88982,
            -135192,
            -458132,
            -263616,
            -271371
        ],
        [
            1.506981,
            2.010441,
            1.051154,
            1.03909,
            1.101939,
            0.989098
        ],
        [
            382,
            191,
            191,
            382,
            191,
            191
        ],
        [
            161,
            66,
            95,
            161,
            66,
            95
        ],
        [
            221,
            125,
            96,
            221,
            125,
            96
        ],
        [
            42.146597,
            34.554974,
            49.73822,
            42.146597,
            34.554974,
            49.73822
        ],
        [
            2.068589,
            3.807654,
            1.062219,
            1.426328,
            2.087005,
            0.99951
        ],
        [
            393613,
            393613,
            52446,
            262732,
            262732,
            158342
        ],
        [
            -53070,
            -38038,
            -53070,
            -160541,
            -62784,
            -160541
        ],
        [
            60,
            53,
            66,
            60,
            53,
            66
        ],
        [
            86,
            83,
            88,
            86,
            83,
            88
        ],
        [
            40,
            38,
            44,
            40,
            38,
            44
        ],
        [
            22978,
            10308,
            12670,
            22978,
            10308,
            12670
        ],
        [
            12.162865,
            0,
            17.579532,
            12.162865,
            0,
            17.579532
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406907,
            265740,
            -333905,
            -321068,
            -250656,
            -579368
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23244,
    "evaluation_days": 1937,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592798400000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759355671549,
    "expiration_time": 1765373644800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 50,
            "offset": 69
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)