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Trade: LRC/USDT/360/PWMA/SMA/6693

Strategy
LRC/USDT/360/PWMA/SMA/6693
Pair
LRC_USDT
Interval
6h
Score
596484
Daily Profit
0.469213
Profit Factor
2.366698
Profitability
57.000000
Streak
22.127403
Best Strategy
Training Data Length
1945.250000
Evaluation Time
2025-10-09 12:03
Expiration Time
2025-12-06 16:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 912736.3552 752802.0342 159934.321 -533855.5351 324018.9236 -857874.4587
Total P&L (%) 912.7364 752.802 159.9343 -533.8555 324.0189 -857.8745
Avg Daily Profit (%) 0.4692 0.387 0.0822 0 0.0743 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128721 -96345 -107018 -893683 -238173 -956348
Profit Factor 2.3667 2.9025 1.5877 0.7609 1.3408 0.331
Total Trades 100 50 50 100 50 50
Winning Trades 57 23 34 45 29 16
Losing Trades 43 27 16 55 21 34
Profitability (%) 57 46 68 45 58 32
Ratio Avg Win / Avg Loss 1.7854 3.4073 0.7471 0.93 0.971 0.7033
Largest Winning Trade 544474 544474 34687 230526 230526 85956
Largest Losing Trade -107018 -38846 -107018 -321327 -238173 -321327
Avg Bars in Trades 75 93 56 75 93 56
Avg Bars in Winners 76 105 56 77 88 57
Avg Bars in Losers 73 83 56 73 101 56
Bars Traded 7528 4691 2837 7528 4691 2837
Profit Streak 22.1274 0 34.8774 0 43.3774 0
Trades During Streak 1 0 1 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 596484 -166432 -260187 -582456 -273550 -767833
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7781,
    "evaluation_days": 1945.25,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1596348000000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760000607606,
    "expiration_time": 1765031688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 205,
            "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": [
        [
            912736.3551732443,
            752802.0341626339,
            159934.3210106102,
            -533855.5351143971,
            324018.9235746749,
            -857874.4586890717
        ],
        [
            912.736355,
            752.802034,
            159.934321,
            -533.855535,
            324.018924,
            -857.874459
        ],
        [
            0.469213,
            0.386995,
            0.082218,
            0,
            0.074291,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128721,
            -96345,
            -107018,
            -893683,
            -238173,
            -956348
        ],
        [
            2.366698,
            2.90254,
            1.587653,
            0.760912,
            1.340848,
            0.330964
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            57,
            23,
            34,
            45,
            29,
            16
        ],
        [
            43,
            27,
            16,
            55,
            21,
            34
        ],
        [
            57,
            46,
            68,
            45,
            58,
            32
        ],
        [
            1.785404,
            3.407329,
            0.747131,
            0.930003,
            0.970959,
            0.703299
        ],
        [
            544474,
            544474,
            34687,
            230526,
            230526,
            85956
        ],
        [
            -107018,
            -38846,
            -107018,
            -321327,
            -238173,
            -321327
        ],
        [
            75,
            93,
            56,
            75,
            93,
            56
        ],
        [
            76,
            105,
            56,
            77,
            88,
            57
        ],
        [
            73,
            83,
            56,
            73,
            101,
            56
        ],
        [
            7528,
            4691,
            2837,
            7528,
            4691,
            2837
        ],
        [
            22.127403,
            0,
            34.877403,
            0,
            43.377403,
            0
        ],
        [
            1,
            0,
            1,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            596484,
            -166432,
            -260187,
            -582456,
            -273550,
            -767833
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7781,
    "evaluation_days": 1945.25,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1596348000000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1760000607606,
    "expiration_time": 1765031688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 205,
            "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)