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Trade: LRC/USDT/480/SINWMA/DCM/5189

Strategy
LRC/USDT/480/SINWMA/DCM/5189
Pair
LRC_USDT
Interval
8h
Score
304316
Daily Profit
0.322150
Profit Factor
1.787034
Profitability
38.842975
Streak
0.000000
Best Strategy
Training Data Length
1949.000000
Evaluation Time
2025-10-13 07:56
Expiration Time
2025-12-10 13:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 627870.5455 564565.346 63305.1995 173238.8722 -108955.2908 282194.163
Total P&L (%) 627.8705 564.5653 63.3052 173.2389 -108.9553 282.1942
Avg Daily Profit (%) 0.3222 0.2897 0.0325 0.0516 0 0.0688
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141153 -114062 -59399 -451174 -633528 -281527
Profit Factor 1.787 2.2417 1.1845 1.0646 0.9293 1.2472
Total Trades 121 61 60 121 61 60
Winning Trades 47 21 26 47 21 26
Losing Trades 74 40 34 74 40 34
Profitability (%) 38.843 34.4262 43.3333 38.843 34.4262 43.3333
Ratio Avg Win / Avg Loss 2.8136 4.27 1.549 1.6762 1.77 1.6309
Largest Winning Trade 357660 357660 44269 402114 402114 173277
Largest Losing Trade -47216 -47216 -35055 -178462 -101837 -178462
Avg Bars in Trades 47 47 47 47 47 47
Avg Bars in Winners 74 75 73 74 75 73
Avg Bars in Losers 30 32 28 30 32 28
Bars Traded 5774 2899 2875 5774 2899 2875
Profit Streak 0 0 42.8724 0 0 42.8724
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304316 -154943 -337628 -276411 -746014 -271400
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5847,
    "evaluation_days": 1949,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593705600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760331376699,
    "expiration_time": 1765365408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 36,
            "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": [
        [
            627870.5455004286,
            564565.345960247,
            63305.1995401817,
            173238.8721863358,
            -108955.2908106092,
            282194.1629969449
        ],
        [
            627.870546,
            564.565346,
            63.3052,
            173.238872,
            -108.955291,
            282.194163
        ],
        [
            0.32215,
            0.289669,
            0.032481,
            0.051587,
            0,
            0.068816
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141153,
            -114062,
            -59399,
            -451174,
            -633528,
            -281527
        ],
        [
            1.787034,
            2.241743,
            1.184503,
            1.064587,
            0.929271,
            1.247153
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            74,
            40,
            34,
            74,
            40,
            34
        ],
        [
            38.842975,
            34.42623,
            43.333333,
            38.842975,
            34.42623,
            43.333333
        ],
        [
            2.813628,
            4.269987,
            1.548965,
            1.676159,
            1.77004,
            1.630892
        ],
        [
            357660,
            357660,
            44269,
            402114,
            402114,
            173277
        ],
        [
            -47216,
            -47216,
            -35055,
            -178462,
            -101837,
            -178462
        ],
        [
            47,
            47,
            47,
            47,
            47,
            47
        ],
        [
            74,
            75,
            73,
            74,
            75,
            73
        ],
        [
            30,
            32,
            28,
            30,
            32,
            28
        ],
        [
            5774,
            2899,
            2875,
            5774,
            2899,
            2875
        ],
        [
            0,
            0,
            42.872415,
            0,
            0,
            42.872415
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304316,
            -154943,
            -337628,
            -276411,
            -746014,
            -271400
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5847,
    "evaluation_days": 1949,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593705600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760331376699,
    "expiration_time": 1765365408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 36,
            "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)