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Trade: LRC/USDT/720/PWMA/HILO/7128

Strategy
LRC/USDT/720/PWMA/HILO/7128
Pair
LRC_USDT
Interval
12h
Score
508504
Daily Profit
0.326611
Profit Factor
1.506151
Profitability
49.462366
Streak
25.404944
Best Strategy
Training Data Length
1939.000000
Evaluation Time
2025-10-03 00:43
Expiration Time
2025-11-29 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 633298.5059 578745.3204 54553.1855 139896.9379 45943.3797 93953.5581
Total P&L (%) 633.2985 578.7453 54.5532 139.8969 45.9434 93.9536
Avg Daily Profit (%) 0.3266 0.2985 0.0281 0.0451 0.0195 0.0342
Buy And Hold Return (%) 20.102 20.102 20.102 20.102 20.102 20.102
Max Trade Drawdown -131437 -93945 -165002 -290767 -225505 -157103
Profit Factor 1.5062 2.0268 1.0793 1.0672 1.0451 1.0884
Total Trades 279 140 139 279 140 139
Winning Trades 138 59 79 138 59 79
Losing Trades 141 81 60 141 81 60
Profitability (%) 49.4624 42.1429 56.8345 49.4624 42.1429 56.8345
Ratio Avg Win / Avg Loss 1.5389 2.7825 0.8198 1.0904 1.4348 0.8266
Largest Winning Trade 358928 358928 51022 128096 128096 65843
Largest Losing Trade -60170 -31196 -60170 -83307 -83307 -72660
Avg Bars in Trades 13 10 16 13 10 16
Avg Bars in Winners 16 12 19 16 12 19
Avg Bars in Losers 10 8 13 10 8 13
Bars Traded 3786 1451 2335 3786 1451 2335
Profit Streak 25.4049 25.4049 30.4049 25.4049 25.4049 30.4049
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 508504 371267 -292054 -276716 -345149 -272323
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3878,
    "evaluation_days": 1939,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1593518400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759441387154,
    "expiration_time": 1764432288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            633298.5058560179,
            578745.3203964183,
            54553.185459599,
            139896.9378519981,
            45943.3797042396,
            93953.5581477584
        ],
        [
            633.298506,
            578.74532,
            54.553185,
            139.896938,
            45.94338,
            93.953558
        ],
        [
            0.326611,
            0.298476,
            0.028135,
            0.045139,
            0.019499,
            0.03417
        ],
        [
            20.101986,
            20.101986,
            20.101986,
            20.101986,
            20.101986,
            20.101986
        ],
        [
            -131437,
            -93945,
            -165002,
            -290767,
            -225505,
            -157103
        ],
        [
            1.506151,
            2.026767,
            1.079345,
            1.067189,
            1.045081,
            1.088384
        ],
        [
            279,
            140,
            139,
            279,
            140,
            139
        ],
        [
            138,
            59,
            79,
            138,
            59,
            79
        ],
        [
            141,
            81,
            60,
            141,
            81,
            60
        ],
        [
            49.462366,
            42.142857,
            56.834532,
            49.462366,
            42.142857,
            56.834532
        ],
        [
            1.538893,
            2.782511,
            0.819755,
            1.090389,
            1.434772,
            0.826621
        ],
        [
            358928,
            358928,
            51022,
            128096,
            128096,
            65843
        ],
        [
            -60170,
            -31196,
            -60170,
            -83307,
            -83307,
            -72660
        ],
        [
            13,
            10,
            16,
            13,
            10,
            16
        ],
        [
            16,
            12,
            19,
            16,
            12,
            19
        ],
        [
            10,
            8,
            13,
            10,
            8,
            13
        ],
        [
            3786,
            1451,
            2335,
            3786,
            1451,
            2335
        ],
        [
            25.404944,
            25.404944,
            30.404944,
            25.404944,
            25.404944,
            30.404944
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            508504,
            371267,
            -292054,
            -276716,
            -345149,
            -272323
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3878,
    "evaluation_days": 1939,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1593518400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759441387154,
    "expiration_time": 1764432288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)