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Trade: LRC/USDT/240/SWMA/MIDPOINT/3092

Strategy
LRC/USDT/240/SWMA/MIDPOINT/3092
Pair
LRC_USDT
Interval
4h
Score
387256
Daily Profit
0.308399
Profit Factor
1.427456
Profitability
40.922190
Streak
34.783181
Best Strategy
Training Data Length
1930.330000
Evaluation Time
2025-09-26 01:47
Expiration Time
2025-11-21 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 595312.6951 606067.665 -10754.9698 -28330.1175 359630.4758 -387960.5934
Total P&L (%) 595.3127 606.0677 -10.755 -28.3301 359.6305 -387.9606
Avg Daily Profit (%) 0.3084 0.314 -0.0056 -0.0173 0.079 0
Buy And Hold Return (%) 13.9474 13.9474 13.9474 13.9474 13.9474 13.9474
Max Trade Drawdown -137401 -106320 -150671 -590784 -312929 -524867
Profit Factor 1.4275 1.7977 0.983 0.9873 1.3445 0.673
Total Trades 347 174 173 347 174 173
Winning Trades 142 61 81 142 61 81
Losing Trades 205 113 92 205 113 92
Profitability (%) 40.9222 35.0575 46.8208 40.9222 35.0575 46.8208
Ratio Avg Win / Avg Loss 2.0608 3.3301 1.1165 1.4253 2.4907 0.7643
Largest Winning Trade 387470 387470 43434 504494 504494 61609
Largest Losing Trade -56087 -43519 -56087 -355987 -121292 -355987
Avg Bars in Trades 32 39 26 32 39 26
Avg Bars in Winners 45 58 35 45 58 35
Avg Bars in Losers 24 29 18 24 29 18
Bars Traded 11421 6844 4577 11421 6844 4577
Profit Streak 34.7832 34.9498 34.7832 34.7832 34.9498 34.7832
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387256 302704 -578726 -579292 -89957 -580393

Evaluation Data

{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11582,
    "evaluation_days": 1930.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593489600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758840466841,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 91,
            "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": [
        [
            595312.6951180467,
            606067.6649614284,
            -10754.9698433826,
            -28330.117537636,
            359630.4758291321,
            -387960.5933667684
        ],
        [
            595.312695,
            606.067665,
            -10.75497,
            -28.330118,
            359.630476,
            -387.960593
        ],
        [
            0.308399,
            0.313971,
            -0.005572,
            -0.017255,
            0.079046,
            0
        ],
        [
            13.947368,
            13.947368,
            13.947368,
            13.947368,
            13.947368,
            13.947368
        ],
        [
            -137401,
            -106320,
            -150671,
            -590784,
            -312929,
            -524867
        ],
        [
            1.427456,
            1.797653,
            0.983006,
            0.987296,
            1.344542,
            0.672956
        ],
        [
            347,
            174,
            173,
            347,
            174,
            173
        ],
        [
            142,
            61,
            81,
            142,
            61,
            81
        ],
        [
            205,
            113,
            92,
            205,
            113,
            92
        ],
        [
            40.92219,
            35.057471,
            46.820809,
            40.92219,
            35.057471,
            46.820809
        ],
        [
            2.060764,
            3.330078,
            1.116501,
            1.425322,
            2.490709,
            0.764345
        ],
        [
            387470,
            387470,
            43434,
            504494,
            504494,
            61609
        ],
        [
            -56087,
            -43519,
            -56087,
            -355987,
            -121292,
            -355987
        ],
        [
            32,
            39,
            26,
            32,
            39,
            26
        ],
        [
            45,
            58,
            35,
            45,
            58,
            35
        ],
        [
            24,
            29,
            18,
            24,
            29,
            18
        ],
        [
            11421,
            6844,
            4577,
            11421,
            6844,
            4577
        ],
        [
            34.783181,
            34.949848,
            34.783181,
            34.783181,
            34.949848,
            34.783181
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387256,
            302704,
            -578726,
            -579292,
            -89957,
            -580393
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11582,
    "evaluation_days": 1930.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593489600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758840466841,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 91,
            "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)