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Trade: LRC/USDT/120/WMA/HMA/1382

Strategy
LRC/USDT/120/WMA/HMA/1382
Pair
LRC_USDT
Interval
2h
Score
421499
Daily Profit
0.229730
Profit Factor
1.675831
Profitability
53.103448
Streak
52.947072
Best Strategy
Training Data Length
1929.750000
Evaluation Time
2025-09-26 01:43
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 458297.2029 443320.5809 14976.6219 85478.5586 156228.1728 -70749.6142
Total P&L (%) 458.2972 443.3206 14.9766 85.4786 156.2282 -70.7496
Avg Daily Profit (%) 0.2375 0.2297 0.0078 0.032 0.0488 -0.0637
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168645 -97329 -275692 -369417 -67447 -346984
Profit Factor 1.3056 1.6758 1.0177 1.0623 1.3172 0.9196
Total Trades 290 145 145 290 145 145
Winning Trades 166 77 89 164 74 90
Losing Trades 124 68 56 126 71 55
Profitability (%) 57.2414 53.1034 61.3793 56.5517 51.0345 62.069
Ratio Avg Win / Avg Loss 0.9752 1.48 0.6404 0.8161 1.2638 0.562
Largest Winning Trade 103315 103315 49802 84133 42464 84133
Largest Losing Trade -133847 -53036 -133847 -344369 -29451 -344369
Avg Bars in Trades 78 72 84 78 72 84
Avg Bars in Winners 60 57 63 66 62 69
Avg Bars in Losers 102 89 118 94 82 109
Bars Traded 22813 10527 12286 22813 10527 12286
Profit Streak 20.8637 52.9471 20.8637 20.8637 52.9471 20.8637
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373019 421499 -393719 -299926 -126090 -578327

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": 1593820800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758840227047,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 246,
            "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": [
        [
            458297.2028825247,
            443320.5809434163,
            14976.6219391081,
            85478.5585850223,
            156228.1727786979,
            -70749.6141936756
        ],
        [
            458.297203,
            443.320581,
            14.976622,
            85.478559,
            156.228173,
            -70.749614
        ],
        [
            0.23749,
            0.22973,
            0.007761,
            0.032018,
            0.048769,
            -0.063681
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168645,
            -97329,
            -275692,
            -369417,
            -67447,
            -346984
        ],
        [
            1.305564,
            1.675831,
            1.017747,
            1.062276,
            1.317228,
            0.919611
        ],
        [
            290,
            145,
            145,
            290,
            145,
            145
        ],
        [
            166,
            77,
            89,
            164,
            74,
            90
        ],
        [
            124,
            68,
            56,
            126,
            71,
            55
        ],
        [
            57.241379,
            53.103448,
            61.37931,
            56.551724,
            51.034483,
            62.068966
        ],
        [
            0.975241,
            1.479954,
            0.64038,
            0.816139,
            1.263826,
            0.561985
        ],
        [
            103315,
            103315,
            49802,
            84133,
            42464,
            84133
        ],
        [
            -133847,
            -53036,
            -133847,
            -344369,
            -29451,
            -344369
        ],
        [
            78,
            72,
            84,
            78,
            72,
            84
        ],
        [
            60,
            57,
            63,
            66,
            62,
            69
        ],
        [
            102,
            89,
            118,
            94,
            82,
            109
        ],
        [
            22813,
            10527,
            12286,
            22813,
            10527,
            12286
        ],
        [
            20.863739,
            52.947072,
            20.863739,
            20.863739,
            52.947072,
            20.863739
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373019,
            421499,
            -393719,
            -299926,
            -126090,
            -578327
        ]
    ]
}
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": 1593820800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758840227047,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 246,
            "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)