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Trade: LRC/USDT/240/SINWMA/WMA/5867

Strategy
LRC/USDT/240/SINWMA/WMA/5867
Pair
LRC_USDT
Interval
4h
Score
303240
Daily Profit
0.432305
Profit Factor
2.067327
Profitability
34.920635
Streak
0.000000
Best Strategy
Training Data Length
1944.830000
Evaluation Time
2025-10-09 05:56
Expiration Time
2025-12-06 10:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 840758.8858 734756.7996 106002.0862 778380.1631 -1073681.1481 1852061.3112
Total P&L (%) 840.7589 734.7568 106.0021 778.3802 -1073.6811 1852.0613
Avg Daily Profit (%) 0.4323 0.3778 0.0545 0.1118 0 0.1529
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159635 -115127 -62212 -4580283 -3505336 -1446854
Profit Factor 2.0673 2.755 1.2872 1.0717 0.8345 1.4241
Total Trades 126 63 63 126 63 63
Winning Trades 44 17 27 44 17 27
Losing Trades 82 46 36 82 46 36
Profitability (%) 34.9206 26.9841 42.8571 34.9206 26.9841 42.8571
Ratio Avg Win / Avg Loss 3.8527 7.4547 1.7163 1.9973 2.258 1.8989
Largest Winning Trade 488128 488128 44016 2394675 2394675 893273
Largest Losing Trade -44388 -20101 -44388 -868371 -756655 -868371
Avg Bars in Trades 91 78 104 91 78 104
Avg Bars in Winners 176 180 174 176 180 174
Avg Bars in Losers 45 41 51 45 41 51
Bars Traded 11536 4954 6582 11536 4954 6582
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 303240 -153213 -268751 -189388 -746028 -140147
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11669,
    "evaluation_days": 1944.83,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593734400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759978593625,
    "expiration_time": 1765009008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 28,
            "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": [
        [
            840758.8857995975,
            734756.7996177586,
            106002.086181839,
            778380.1631115965,
            -1073681.1480612843,
            1852061.3111728802
        ],
        [
            840.758886,
            734.7568,
            106.002086,
            778.380163,
            -1073.681148,
            1852.061311
        ],
        [
            0.432305,
            0.3778,
            0.054505,
            0.11179,
            0,
            0.152905
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159635,
            -115127,
            -62212,
            -4580283,
            -3505336,
            -1446854
        ],
        [
            2.067327,
            2.755008,
            1.287221,
            1.071722,
            0.834463,
            1.424137
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            44,
            17,
            27,
            44,
            17,
            27
        ],
        [
            82,
            46,
            36,
            82,
            46,
            36
        ],
        [
            34.920635,
            26.984127,
            42.857143,
            34.920635,
            26.984127,
            42.857143
        ],
        [
            3.852746,
            7.454728,
            1.716295,
            1.997301,
            2.257959,
            1.89885
        ],
        [
            488128,
            488128,
            44016,
            2394675,
            2394675,
            893273
        ],
        [
            -44388,
            -20101,
            -44388,
            -868371,
            -756655,
            -868371
        ],
        [
            91,
            78,
            104,
            91,
            78,
            104
        ],
        [
            176,
            180,
            174,
            176,
            180,
            174
        ],
        [
            45,
            41,
            51,
            45,
            41,
            51
        ],
        [
            11536,
            4954,
            6582,
            11536,
            4954,
            6582
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303240,
            -153213,
            -268751,
            -189388,
            -746028,
            -140147
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11669,
    "evaluation_days": 1944.83,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593734400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759978593625,
    "expiration_time": 1765009008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 28,
            "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)