← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: LRC/USDT/720/HWMA/MIDPRICE/1344

Strategy
LRC/USDT/720/HWMA/MIDPRICE/1344
Pair
LRC_USDT
Interval
12h
Score
586146
Daily Profit
0.214995
Profit Factor
4.693346
Profitability
54.285714
Streak
0.000000
Best Strategy
Training Data Length
1940.000000
Evaluation Time
2025-10-03 20:19
Expiration Time
2025-11-30 18:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -134878.7111 124543.6579 -259422.369 -425945.5152 6348446.1649 -6774391.6801
Total P&L (%) -134.8787 124.5437 -259.4224 -425.9455 6348.4462 -6774.3917
Avg Daily Profit (%) -0.0695 0.0642 -0.1337 0 0.215 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -502624 -152384 -384056 -8243356 -878166 -7390492
Profit Factor 0.8282 1.4796 0.5063 0.957 4.6933 0.1722
Total Trades 70 35 35 70 35 35
Winning Trades 51 26 25 34 19 15
Losing Trades 19 9 10 36 16 20
Profitability (%) 72.8571 74.2857 71.4286 48.5714 54.2857 42.8571
Ratio Avg Win / Avg Loss 0.3086 0.5122 0.2025 1.0133 3.9523 0.2296
Largest Winning Trade 44176 44176 25423 5766522 5766522 331926
Largest Losing Trade -384056 -84193 -384056 -5354483 -575032 -5354483
Avg Bars in Trades 51 80 23 51 80 23
Avg Bars in Winners 18 20 15 80 121 27
Avg Bars in Losers 142 251 44 25 31 20
Bars Traded 3634 2807 827 3634 2807 827
Profit Streak 76.7222 76.7222 287.7222 0 0 0
Trades During Streak 8 4 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -674712 -103136 -576340 -678444 586146 -583287
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3880,
    "evaluation_days": 1940,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759511998522,
    "expiration_time": 1764521280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.23228,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "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": [
        [
            -134878.7111192909,
            124543.6579206447,
            -259422.3690399355,
            -425945.5151824029,
            6348446.164912582,
            -6774391.680094988
        ],
        [
            -134.878711,
            124.543658,
            -259.422369,
            -425.945515,
            6348.446165,
            -6774.39168
        ],
        [
            -0.069525,
            0.064198,
            -0.133723,
            0,
            0.214995,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -502624,
            -152384,
            -384056,
            -8243356,
            -878166,
            -7390492
        ],
        [
            0.828215,
            1.479641,
            0.506331,
            0.956985,
            4.693346,
            0.172178
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            51,
            26,
            25,
            34,
            19,
            15
        ],
        [
            19,
            9,
            10,
            36,
            16,
            20
        ],
        [
            72.857143,
            74.285714,
            71.428571,
            48.571429,
            54.285714,
            42.857143
        ],
        [
            0.308551,
            0.512184,
            0.202533,
            1.013278,
            3.952291,
            0.22957
        ],
        [
            44176,
            44176,
            25423,
            5766522,
            5766522,
            331926
        ],
        [
            -384056,
            -84193,
            -384056,
            -5354483,
            -575032,
            -5354483
        ],
        [
            51,
            80,
            23,
            51,
            80,
            23
        ],
        [
            18,
            20,
            15,
            80,
            121,
            27
        ],
        [
            142,
            251,
            44,
            25,
            31,
            20
        ],
        [
            3634,
            2807,
            827,
            3634,
            2807,
            827
        ],
        [
            76.722205,
            76.722205,
            287.722205,
            0,
            0,
            0
        ],
        [
            8,
            4,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -674712,
            -103136,
            -576340,
            -678444,
            586146,
            -583287
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3880,
    "evaluation_days": 1940,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759511998522,
    "expiration_time": 1764521280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.23228,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "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)