← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: LRC/USDT/720/FWMA/HWMA/2076

Strategy
LRC/USDT/720/FWMA/HWMA/2076
Pair
LRC_USDT
Interval
12h
Score
311828
Daily Profit
0.158233
Profit Factor
1.333887
Profitability
48.288973
Streak
8.077525
Best Strategy
Training Data Length
1939.500000
Evaluation Time
2025-10-03 04:51
Expiration Time
2025-11-30 06:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 324349.1517 306892.3279 17456.8238 -54618.9616 362024.8925 -416643.8541
Total P&L (%) 324.3492 306.8923 17.4568 -54.619 362.0249 -416.6439
Avg Daily Profit (%) 0.1672 0.1582 0.009 -0.0407 0.0789 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -207396 -172240 -192881 -2045914 -1000527 -1399159
Profit Factor 1.1663 1.3339 1.0169 0.9908 1.148 0.8814
Total Trades 526 263 263 526 263 263
Winning Trades 276 127 149 276 127 149
Losing Trades 250 136 114 250 136 114
Profitability (%) 52.4715 48.289 56.654 52.4715 48.289 56.654
Ratio Avg Win / Avg Loss 1.0564 1.4284 0.7781 0.8975 1.2293 0.6744
Largest Winning Trade 122211 122211 42990 602371 195983 602371
Largest Losing Trade -45263 -45263 -43816 -723062 -297744 -723062
Avg Bars in Trades 6 7 6 6 7 6
Avg Bars in Winners 7 7 6 7 7 6
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 3658 1841 1817 3658 1841 1817
Profit Streak 4.5775 8.0775 0 4.5775 8.0775 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -26602 311828 -391003 -577111 -144201 -578817
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3879,
    "evaluation_days": 1939.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1601035200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759456298156,
    "expiration_time": 1764476784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.66362,
            "nc": 0.52006
        }
    }
}
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": [
        [
            324349.1517140126,
            306892.3279172321,
            17456.8237967808,
            -54618.9615580766,
            362024.8925020315,
            -416643.8540601076
        ],
        [
            324.349152,
            306.892328,
            17.456824,
            -54.618962,
            362.024893,
            -416.643854
        ],
        [
            0.167233,
            0.158233,
            0.009001,
            -0.040728,
            0.078941,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -207396,
            -172240,
            -192881,
            -2045914,
            -1000527,
            -1399159
        ],
        [
            1.166289,
            1.333887,
            1.016926,
            0.990835,
            1.147973,
            0.8814
        ],
        [
            526,
            263,
            263,
            526,
            263,
            263
        ],
        [
            276,
            127,
            149,
            276,
            127,
            149
        ],
        [
            250,
            136,
            114,
            250,
            136,
            114
        ],
        [
            52.471483,
            48.288973,
            56.653992,
            52.471483,
            48.288973,
            56.653992
        ],
        [
            1.056421,
            1.428414,
            0.778051,
            0.897496,
            1.229326,
            0.67436
        ],
        [
            122211,
            122211,
            42990,
            602371,
            195983,
            602371
        ],
        [
            -45263,
            -45263,
            -43816,
            -723062,
            -297744,
            -723062
        ],
        [
            6,
            7,
            6,
            6,
            7,
            6
        ],
        [
            7,
            7,
            6,
            7,
            7,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            3658,
            1841,
            1817,
            3658,
            1841,
            1817
        ],
        [
            4.577525,
            8.077525,
            0,
            4.577525,
            8.077525,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -26602,
            311828,
            -391003,
            -577111,
            -144201,
            -578817
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3879,
    "evaluation_days": 1939.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1601035200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759456298156,
    "expiration_time": 1764476784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.66362,
            "nc": 0.52006
        }
    }
}

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)