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Trade: LRC/USDT/120/PWMA/SSF/8927

Strategy
LRC/USDT/120/PWMA/SSF/8927
Pair
LRC_USDT
Interval
2h
Score
535064
Daily Profit
0.545004
Profit Factor
2.390941
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
1938.500000
Evaluation Time
2025-10-03 12:49
Expiration Time
2025-12-12 04:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1056489.869 865233.3598 191256.5092 4629413.2081 -1854328.0026 6483741.2107
Total P&L (%) 1056.4899 865.2334 191.2565 4629.4132 -1854.328 6483.7412
Avg Daily Profit (%) 0.545 0.4463 0.0987 0.1991 0 0.2162
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123411 -84747 -54867 -3821214 -4202528 -3126866
Profit Factor 2.3909 3.073 1.559 1.162 0.8853 1.5225
Total Trades 156 78 78 156 78 78
Winning Trades 72 33 39 72 33 39
Losing Trades 84 45 39 84 45 39
Profitability (%) 46.1538 42.3077 50 46.1538 42.3077 50
Ratio Avg Win / Avg Loss 2.7894 4.1904 1.559 1.3556 1.2073 1.5225
Largest Winning Trade 582478 582478 50977 3147905 3147905 2096915
Largest Losing Trade -29753 -25915 -29753 -1524161 -1490805 -1524161
Avg Bars in Trades 144 130 158 144 130 158
Avg Bars in Winners 188 169 205 188 169 205
Avg Bars in Losers 105 101 110 105 101 110
Bars Traded 22492 10154 12338 22492 10154 12338
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 535064 -21435 -92937 -35007 -616560 -23726
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23262,
    "evaluation_days": 1938.5,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1594137600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759484967169,
    "expiration_time": 1765507910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 247,
            "offset": 57
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 152,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            1056489.8689924406,
            865233.3597554548,
            191256.5092369866,
            4629413.208130321,
            -1854328.002558114,
            6483741.210688435
        ],
        [
            1056.489869,
            865.23336,
            191.256509,
            4629.413208,
            -1854.328003,
            6483.741211
        ],
        [
            0.545004,
            0.446342,
            0.098662,
            0.199135,
            0,
            0.216235
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123411,
            -84747,
            -54867,
            -3821214,
            -4202528,
            -3126866
        ],
        [
            2.390941,
            3.072976,
            1.558963,
            1.161971,
            0.885343,
            1.522502
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            84,
            45,
            39,
            84,
            45,
            39
        ],
        [
            46.153846,
            42.307692,
            50,
            46.153846,
            42.307692,
            50
        ],
        [
            2.789432,
            4.190421,
            1.558963,
            1.355633,
            1.207285,
            1.522502
        ],
        [
            582478,
            582478,
            50977,
            3147905,
            3147905,
            2096915
        ],
        [
            -29753,
            -25915,
            -29753,
            -1524161,
            -1490805,
            -1524161
        ],
        [
            144,
            130,
            158,
            144,
            130,
            158
        ],
        [
            188,
            169,
            205,
            188,
            169,
            205
        ],
        [
            105,
            101,
            110,
            105,
            101,
            110
        ],
        [
            22492,
            10154,
            12338,
            22492,
            10154,
            12338
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            535064,
            -21435,
            -92937,
            -35007,
            -616560,
            -23726
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23262,
    "evaluation_days": 1938.5,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1594137600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759484967169,
    "expiration_time": 1765507910400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 247,
            "offset": 57
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 152,
            "offset": 0,
            "poles": 3
        }
    }
}

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)