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Trade: LRC/USDT/720/PWMA/SSF/7903

Strategy
LRC/USDT/720/PWMA/SSF/7903
Pair
LRC_USDT
Interval
12h
Score
568288
Daily Profit
0.533992
Profit Factor
2.184496
Profitability
50.724638
Streak
0.000000
Best Strategy
Training Data Length
1940.000000
Evaluation Time
2025-10-03 22:35
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 1035944.9055 928925.2269 107019.6786 452132.122 -276328.6011 728460.7231
Total P&L (%) 1035.9449 928.9252 107.0197 452.1321 -276.3286 728.4607
Avg Daily Profit (%) 0.534 0.4788 0.0552 0.0881 0 0.109
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131998 -141771 -63812 -1503227 -1477059 -998232
Profit Factor 2.1845 2.9851 1.2632 1.0754 0.9162 1.2704
Total Trades 138 69 69 138 69 69
Winning Trades 70 28 42 70 28 42
Losing Trades 68 41 27 68 41 27
Profitability (%) 50.7246 40.5797 60.8696 50.7246 40.5797 60.8696
Ratio Avg Win / Avg Loss 2.1221 4.371 0.8121 1.0447 1.3416 0.8167
Largest Winning Trade 740592 740592 38069 1022293 1022293 448915
Largest Losing Trade -63812 -31228 -63812 -998232 -408451 -998232
Avg Bars in Trades 27 29 25 27 29 25
Avg Bars in Winners 31 36 28 31 36 28
Avg Bars in Losers 22 24 19 22 24 19
Bars Traded 3750 2022 1728 3750 2022 1728
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 568288 -89221 -221054 -212120 -684455 -148748
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3880,
    "evaluation_days": 1940,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1594900800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759520158849,
    "expiration_time": 1764521280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 153,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1035944.9054636206,
            928925.2268904503,
            107019.6785731704,
            452132.122020516,
            -276328.6010814635,
            728460.7231019795
        ],
        [
            1035.944905,
            928.925227,
            107.019679,
            452.132122,
            -276.328601,
            728.460723
        ],
        [
            0.533992,
            0.478827,
            0.055165,
            0.088112,
            0,
            0.109049
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131998,
            -141771,
            -63812,
            -1503227,
            -1477059,
            -998232
        ],
        [
            2.184496,
            2.985052,
            1.263189,
            1.075448,
            0.916237,
            1.270432
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            70,
            28,
            42,
            70,
            28,
            42
        ],
        [
            68,
            41,
            27,
            68,
            41,
            27
        ],
        [
            50.724638,
            40.57971,
            60.869565,
            50.724638,
            40.57971,
            60.869565
        ],
        [
            2.122082,
            4.370969,
            0.81205,
            1.044721,
            1.341633,
            0.816706
        ],
        [
            740592,
            740592,
            38069,
            1022293,
            1022293,
            448915
        ],
        [
            -63812,
            -31228,
            -63812,
            -998232,
            -408451,
            -998232
        ],
        [
            27,
            29,
            25,
            27,
            29,
            25
        ],
        [
            31,
            36,
            28,
            31,
            36,
            28
        ],
        [
            22,
            24,
            19,
            22,
            24,
            19
        ],
        [
            3750,
            2022,
            1728,
            3750,
            2022,
            1728
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            568288,
            -89221,
            -221054,
            -212120,
            -684455,
            -148748
        ]
    ]
}
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": 1594900800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759520158849,
    "expiration_time": 1764521280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 153,
            "offset": 0,
            "poles": 2
        }
    }
}

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)