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Trade: LRC/USDT/360/SINWMA/SMA/9394

Strategy
LRC/USDT/360/SINWMA/SMA/9394
Pair
LRC_USDT
Interval
6h
Score
370271
Daily Profit
0.240283
Profit Factor
1.551950
Profitability
48.181818
Streak
0.000000
Best Strategy
Training Data Length
1930.500000
Evaluation Time
2025-09-27 11:26
Expiration Time
2025-11-21 11:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 463865.528 452088.0467 11777.4814 -73386.9401 208732.8432 -282119.7833
Total P&L (%) 463.8655 452.088 11.7775 -73.3869 208.7328 -282.1198
Avg Daily Profit (%) 0.2403 0.2342 0.0061 -0.0685 0.0584 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -233522 -107823 -185174 -328075 -33911 -311077
Profit Factor 1.552 1.9912 1.0306 0.8529 2.8736 0.2717
Total Trades 110 55 55 110 55 55
Winning Trades 53 21 32 53 21 32
Losing Trades 57 34 23 57 34 23
Profitability (%) 48.1818 38.1818 58.1818 48.1818 38.1818 58.1818
Ratio Avg Win / Avg Loss 1.6691 3.2238 0.7408 0.9172 4.6525 0.1953
Largest Winning Trade 268728 268728 39413 205930 205930 21978
Largest Losing Trade -91205 -45512 -91205 -302781 -11851 -302781
Avg Bars in Trades 68 78 58 68 78 58
Avg Bars in Winners 75 83 69 75 83 69
Avg Bars in Losers 61 75 42 61 75 42
Bars Traded 7507 4307 3200 7507 4307 3200
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 370271 -172954 -662626 -581192 -294088 -759772
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7722,
    "evaluation_days": 1930.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594922400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758961615258,
    "expiration_time": 1763719056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 139,
            "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": [
        [
            463865.5280312913,
            452088.046663902,
            11777.4813673896,
            -73386.9400982323,
            208732.843216137,
            -282119.7833143693
        ],
        [
            463.865528,
            452.088047,
            11.777481,
            -73.38694,
            208.732843,
            -282.119783
        ],
        [
            0.240283,
            0.234182,
            0.006101,
            -0.068548,
            0.058412,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -233522,
            -107823,
            -185174,
            -328075,
            -33911,
            -311077
        ],
        [
            1.55195,
            1.991167,
            1.030647,
            0.852868,
            2.873631,
            0.271722
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            53,
            21,
            32,
            53,
            21,
            32
        ],
        [
            57,
            34,
            23,
            57,
            34,
            23
        ],
        [
            48.181818,
            38.181818,
            58.181818,
            48.181818,
            38.181818,
            58.181818
        ],
        [
            1.669079,
            3.223794,
            0.740778,
            0.917236,
            4.652546,
            0.1953
        ],
        [
            268728,
            268728,
            39413,
            205930,
            205930,
            21978
        ],
        [
            -91205,
            -45512,
            -91205,
            -302781,
            -11851,
            -302781
        ],
        [
            68,
            78,
            58,
            68,
            78,
            58
        ],
        [
            75,
            83,
            69,
            75,
            83,
            69
        ],
        [
            61,
            75,
            42,
            61,
            75,
            42
        ],
        [
            7507,
            4307,
            3200,
            7507,
            4307,
            3200
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370271,
            -172954,
            -662626,
            -581192,
            -294088,
            -759772
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7722,
    "evaluation_days": 1930.5,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594922400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758961615258,
    "expiration_time": 1763719056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 139,
            "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)