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Trade: LRC/USDT/240/WMA/HILO/5612

Strategy
LRC/USDT/240/WMA/HILO/5612
Pair
LRC_USDT
Interval
4h
Score
329569
Daily Profit
0.262511
Profit Factor
1.391485
Profitability
41.009464
Streak
9.178162
Best Strategy
Training Data Length
1934.330000
Evaluation Time
2025-09-28 19:16
Expiration Time
2025-11-25 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 507783.5476 526976.0967 -19192.549 -30255.0558 121936.5764 -152191.6321
Total P&L (%) 507.7835 526.9761 -19.1925 -30.2551 121.9366 -152.1916
Avg Daily Profit (%) 0.2625 0.2724 -0.0099 -0.0186 0.0412 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -242705 -197296 -104462 -511049 -434119 -267002
Profit Factor 1.3915 1.8175 0.9706 0.9847 1.1285 0.8525
Total Trades 317 159 158 317 159 158
Winning Trades 130 53 77 130 53 77
Losing Trades 187 106 81 187 106 81
Profitability (%) 41.0095 33.3333 48.7342 41.0095 33.3333 48.7342
Ratio Avg Win / Avg Loss 2.0016 3.635 1.021 1.4165 2.2569 0.8968
Largest Winning Trade 391489 391489 52021 349965 349965 164053
Largest Losing Trade -42306 -39756 -42306 -133381 -62040 -133381
Avg Bars in Trades 36 28 43 36 28 43
Avg Bars in Winners 55 51 58 55 51 58
Avg Bars in Losers 22 17 28 22 17 28
Bars Traded 11424 4596 6828 11424 4596 6828
Profit Streak 9.1782 13.1782 0 9.1782 13.1782 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329569 244264 -579331 -580282 -221278 -580997
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11606,
    "evaluation_days": 1934.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593604800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759076193184,
    "expiration_time": 1764074592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "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": [
        [
            507783.5476316417,
            526976.0966775336,
            -19192.5490458915,
            -30255.0557527729,
            121936.5763523948,
            -152191.6321051674
        ],
        [
            507.783548,
            526.976097,
            -19.192549,
            -30.255056,
            121.936576,
            -152.191632
        ],
        [
            0.262511,
            0.272433,
            -0.009922,
            -0.018626,
            0.041223,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -242705,
            -197296,
            -104462,
            -511049,
            -434119,
            -267002
        ],
        [
            1.391485,
            1.817522,
            0.970585,
            0.984731,
            1.128454,
            0.852548
        ],
        [
            317,
            159,
            158,
            317,
            159,
            158
        ],
        [
            130,
            53,
            77,
            130,
            53,
            77
        ],
        [
            187,
            106,
            81,
            187,
            106,
            81
        ],
        [
            41.009464,
            33.333333,
            48.734177,
            41.009464,
            33.333333,
            48.734177
        ],
        [
            2.001598,
            3.635044,
            1.021005,
            1.416497,
            2.256908,
            0.896836
        ],
        [
            391489,
            391489,
            52021,
            349965,
            349965,
            164053
        ],
        [
            -42306,
            -39756,
            -42306,
            -133381,
            -62040,
            -133381
        ],
        [
            36,
            28,
            43,
            36,
            28,
            43
        ],
        [
            55,
            51,
            58,
            55,
            51,
            58
        ],
        [
            22,
            17,
            28,
            22,
            17,
            28
        ],
        [
            11424,
            4596,
            6828,
            11424,
            4596,
            6828
        ],
        [
            9.178162,
            13.178162,
            0,
            9.178162,
            13.178162,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329569,
            244264,
            -579331,
            -580282,
            -221278,
            -580997
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11606,
    "evaluation_days": 1934.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593604800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759076193184,
    "expiration_time": 1764074592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "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)