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Trade: LRC/USDT/360/SINWMA/JMA/2156

Strategy
LRC/USDT/360/SINWMA/JMA/2156
Pair
LRC_USDT
Interval
6h
Score
313779
Daily Profit
0.258551
Profit Factor
2.583624
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
1939.750000
Evaluation Time
2025-10-03 23:53
Expiration Time
2025-12-01 00:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 518922.8599 501524.9278 17397.9321 35490.616 -49879.4136 85370.0296
Total P&L (%) 518.9229 501.5249 17.3979 35.4906 -49.8794 85.37
Avg Daily Profit (%) 0.2675 0.2586 0.009 0.0157 -0.0356 0.0318
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162141 -75874 -155894 -172436 -188215 -90407
Profit Factor 1.8364 2.5836 1.0573 1.0491 0.8784 1.2725
Total Trades 58 29 29 58 29 29
Winning Trades 21 11 10 21 11 10
Losing Trades 37 18 19 37 18 19
Profitability (%) 36.2069 37.931 34.4828 36.2069 37.931 34.4828
Ratio Avg Win / Avg Loss 3.2355 4.2277 2.0088 1.8483 1.4374 2.4177
Largest Winning Trade 345135 345135 55260 98481 75945 98481
Largest Losing Trade -50171 -39209 -50171 -60164 -60164 -43722
Avg Bars in Trades 129 99 160 129 99 160
Avg Bars in Winners 230 156 311 230 156 311
Avg Bars in Losers 72 64 80 72 64 80
Bars Traded 7528 2887 4641 7528 2887 4641
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 -173042 313779 -351972 -525146 -583859 -155438
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7759,
    "evaluation_days": 1939.75,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594771200000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759524801319,
    "expiration_time": 1764542232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 132,
            "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": [
        [
            518922.8598708307,
            501524.9278191163,
            17397.9320517142,
            35490.6160100234,
            -49879.4136027236,
            85370.0296127471
        ],
        [
            518.92286,
            501.524928,
            17.397932,
            35.490616,
            -49.879414,
            85.37003
        ],
        [
            0.26752,
            0.258551,
            0.008969,
            0.01566,
            -0.035603,
            0.031823
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162141,
            -75874,
            -155894,
            -172436,
            -188215,
            -90407
        ],
        [
            1.836375,
            2.583624,
            1.057277,
            1.049055,
            0.878393,
            1.272476
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            21,
            11,
            10,
            21,
            11,
            10
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            36.206897,
            37.931034,
            34.482759,
            36.206897,
            37.931034,
            34.482759
        ],
        [
            3.235518,
            4.227748,
            2.008827,
            1.848336,
            1.437371,
            2.417705
        ],
        [
            345135,
            345135,
            55260,
            98481,
            75945,
            98481
        ],
        [
            -50171,
            -39209,
            -50171,
            -60164,
            -60164,
            -43722
        ],
        [
            129,
            99,
            160,
            129,
            99,
            160
        ],
        [
            230,
            156,
            311,
            230,
            156,
            311
        ],
        [
            72,
            64,
            80,
            72,
            64,
            80
        ],
        [
            7528,
            2887,
            4641,
            7528,
            2887,
            4641
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -173042,
            313779,
            -351972,
            -525146,
            -583859,
            -155438
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7759,
    "evaluation_days": 1939.75,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594771200000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759524801319,
    "expiration_time": 1764542232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 132,
            "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)