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Trade: LRC/USDT/720/DCM/FWMA/2460

Strategy
LRC/USDT/720/DCM/FWMA/2460
Pair
LRC_USDT
Interval
12h
Score
301390
Daily Profit
0.395991
Profit Factor
1.723591
Profitability
34.597156
Streak
0.000000
Best Strategy
Training Data Length
1941.000000
Evaluation Time
2025-10-05 03:26
Expiration Time
2025-12-01 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 768617.9351 659746.3703 108871.5649 881859.0855 -868021.8959 1749880.9814
Total P&L (%) 768.6179 659.7464 108.8716 881.8591 -868.0219 1749.881
Avg Daily Profit (%) 0.396 0.3399 0.0561 0.1178 0 0.1504
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150292 -113381 -116236 -6024543 -4237262 -2569910
Profit Factor 1.7236 2.2263 1.2077 1.0485 0.9075 1.1985
Total Trades 211 106 105 211 106 105
Winning Trades 73 26 47 73 26 47
Losing Trades 138 80 58 138 80 58
Profitability (%) 34.5972 24.5283 44.7619 34.5972 24.5283 44.7619
Ratio Avg Win / Avg Loss 3.2583 6.8503 1.4903 1.982 2.7922 1.4789
Largest Winning Trade 337833 337833 53794 2915986 2915986 1669729
Largest Losing Trade -51730 -20379 -51730 -1023263 -794918 -1023263
Avg Bars in Trades 18 13 23 18 13 23
Avg Bars in Winners 37 31 41 37 31 41
Avg Bars in Losers 7 7 8 7 7 8
Bars Traded 3837 1414 2423 3837 1414 2423
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 301390 -18417 -120533 -206100 -609888 120727
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3882,
    "evaluation_days": 1941,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1593691200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759623997301,
    "expiration_time": 1764610272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 42,
            "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": [
        [
            768617.9351331538,
            659746.3702513315,
            108871.5648818227,
            881859.0855482091,
            -868021.8958905448,
            1749880.9814387504
        ],
        [
            768.617935,
            659.74637,
            108.871565,
            881.859086,
            -868.021896,
            1749.880981
        ],
        [
            0.395991,
            0.3399,
            0.05609,
            0.117755,
            0,
            0.150433
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150292,
            -113381,
            -116236,
            -6024543,
            -4237262,
            -2569910
        ],
        [
            1.723591,
            2.226348,
            1.207671,
            1.04846,
            0.907464,
            1.198455
        ],
        [
            211,
            106,
            105,
            211,
            106,
            105
        ],
        [
            73,
            26,
            47,
            73,
            26,
            47
        ],
        [
            138,
            80,
            58,
            138,
            80,
            58
        ],
        [
            34.597156,
            24.528302,
            44.761905,
            34.597156,
            24.528302,
            44.761905
        ],
        [
            3.258296,
            6.850303,
            1.490317,
            1.982019,
            2.792196,
            1.478945
        ],
        [
            337833,
            337833,
            53794,
            2915986,
            2915986,
            1669729
        ],
        [
            -51730,
            -20379,
            -51730,
            -1023263,
            -794918,
            -1023263
        ],
        [
            18,
            13,
            23,
            18,
            13,
            23
        ],
        [
            37,
            31,
            41,
            37,
            31,
            41
        ],
        [
            7,
            7,
            8,
            7,
            7,
            8
        ],
        [
            3837,
            1414,
            2423,
            3837,
            1414,
            2423
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301390,
            -18417,
            -120533,
            -206100,
            -609888,
            120727
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3882,
    "evaluation_days": 1941,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1593691200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759623997301,
    "expiration_time": 1764610272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 42,
            "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)