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Trade: LRC/USDT/360/PWMA/ALMA/5326

Strategy
LRC/USDT/360/PWMA/ALMA/5326
Pair
LRC_USDT
Interval
6h
Score
552916
Daily Profit
0.309564
Profit Factor
2.753420
Profitability
51.612903
Streak
141.619962
Best Strategy
Training Data Length
1941.250000
Evaluation Time
2025-10-05 11:52
Expiration Time
2025-12-02 13:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 745965.6674 600940.408 145025.2595 842487.38 -174048.1737 1016535.5537
Total P&L (%) 745.9657 600.9404 145.0253 842.4874 -174.0482 1016.5356
Avg Daily Profit (%) 0.3843 0.3096 0.0747 0.1156 0 0.1244
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102674 -139157 -32298 -1543986 -2132238 -327036
Profit Factor 2.6409 2.7534 2.2961 1.1877 0.9531 2.3142
Total Trades 61 31 30 61 31 30
Winning Trades 36 16 20 36 16 20
Losing Trades 25 15 10 25 15 10
Profitability (%) 59.0164 51.6129 66.6667 59.0164 51.6129 66.6667
Ratio Avg Win / Avg Loss 1.8339 2.5813 1.148 0.8248 0.8936 1.1571
Largest Winning Trade 441726 441726 29866 1561927 1561927 294716
Largest Losing Trade -57901 -57901 -28683 -1114931 -1114931 -292917
Avg Bars in Trades 120 147 93 120 147 93
Avg Bars in Winners 105 103 107 105 103 107
Avg Bars in Losers 142 194 64 142 194 64
Bars Traded 7371 4571 2800 7371 4571 2800
Profit Streak 39.87 141.62 0 39.87 141.62 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149633 552916 -87823 -218202 -579647 -21155
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7765,
    "evaluation_days": 1941.25,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1596564000000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759654364748,
    "expiration_time": 1764675720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 215,
            "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": [
        [
            745965.6674357839,
            600940.4079808496,
            145025.2594549345,
            842487.3800078991,
            -174048.1736541347,
            1016535.5536620338
        ],
        [
            745.965667,
            600.940408,
            145.025259,
            842.48738,
            -174.048174,
            1016.535554
        ],
        [
            0.384271,
            0.309564,
            0.074707,
            0.115629,
            0,
            0.124369
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102674,
            -139157,
            -32298,
            -1543986,
            -2132238,
            -327036
        ],
        [
            2.640853,
            2.75342,
            2.296073,
            1.18772,
            0.953143,
            2.314186
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            25,
            15,
            10,
            25,
            15,
            10
        ],
        [
            59.016393,
            51.612903,
            66.666667,
            59.016393,
            51.612903,
            66.666667
        ],
        [
            1.833925,
            2.581331,
            1.148036,
            0.824806,
            0.893572,
            1.157093
        ],
        [
            441726,
            441726,
            29866,
            1561927,
            1561927,
            294716
        ],
        [
            -57901,
            -57901,
            -28683,
            -1114931,
            -1114931,
            -292917
        ],
        [
            120,
            147,
            93,
            120,
            147,
            93
        ],
        [
            105,
            103,
            107,
            105,
            103,
            107
        ],
        [
            142,
            194,
            64,
            142,
            194,
            64
        ],
        [
            7371,
            4571,
            2800,
            7371,
            4571,
            2800
        ],
        [
            39.869962,
            141.619962,
            0,
            39.869962,
            141.619962,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149633,
            552916,
            -87823,
            -218202,
            -579647,
            -21155
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7765,
    "evaluation_days": 1941.25,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1596564000000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759654364748,
    "expiration_time": 1764675720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 215,
            "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)