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Trade: LRC/USDT/720/PWMA/SUPERTREND/6864

Strategy
LRC/USDT/720/PWMA/SUPERTREND/6864
Pair
LRC_USDT
Interval
12h
Score
512926
Daily Profit
0.359669
Profit Factor
1.943636
Profitability
48.734177
Streak
27.712364
Best Strategy
Training Data Length
1931.000000
Evaluation Time
2025-09-26 08:05
Expiration Time
2025-11-21 12:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 694521.1995 500717.8774 193803.3221 2955688.0328 937156.3224 2018531.7104
Total P&L (%) 694.5212 500.7179 193.8033 2955.688 937.1563 2018.5317
Avg Daily Profit (%) 0.3597 0.2593 0.1004 0.1772 0.1212 0.1582
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100702 -97185 -98030 -856525 -586765 -369528
Profit Factor 1.9436 2.2717 1.5662 1.8773 1.484 2.409
Total Trades 158 79 79 158 79 79
Winning Trades 77 35 42 77 35 42
Losing Trades 81 44 37 81 44 37
Profitability (%) 48.7342 44.3038 53.1646 48.7342 44.3038 53.1646
Ratio Avg Win / Avg Loss 2.0446 2.8559 1.3798 1.9749 1.8656 2.1222
Largest Winning Trade 250537 250537 51514 606768 354549 606768
Largest Losing Trade -43661 -24798 -43661 -228012 -228012 -145093
Avg Bars in Trades 23 21 25 23 21 25
Avg Bars in Winners 30 30 30 30 30 30
Avg Bars in Losers 16 14 19 16 14 19
Bars Traded 3668 1674 1995 3668 1674 1995
Profit Streak 27.7124 34.7124 0 27.7124 34.7124 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 512926 -15033 -83546 452188 -56365 -13999

Evaluation Data

{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3862,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1596974400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863148251,
    "expiration_time": 1763720352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 117,
            "offset": 0,
            "multiplier": 1.20195
        }
    }
}
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": [
        [
            694521.1995396271,
            500717.8774256583,
            193803.3221139683,
            2955688.0328309657,
            937156.3224007938,
            2018531.7104301723
        ],
        [
            694.5212,
            500.717877,
            193.803322,
            2955.688033,
            937.156322,
            2018.53171
        ],
        [
            0.359669,
            0.259305,
            0.100364,
            0.177246,
            0.121206,
            0.158246
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100702,
            -97185,
            -98030,
            -856525,
            -586765,
            -369528
        ],
        [
            1.943636,
            2.271702,
            1.566234,
            1.877331,
            1.48398,
            2.409
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            77,
            35,
            42,
            77,
            35,
            42
        ],
        [
            81,
            44,
            37,
            81,
            44,
            37
        ],
        [
            48.734177,
            44.303797,
            53.164557,
            48.734177,
            44.303797,
            53.164557
        ],
        [
            2.044604,
            2.855854,
            1.379778,
            1.974855,
            1.865575,
            2.122214
        ],
        [
            250537,
            250537,
            51514,
            606768,
            354549,
            606768
        ],
        [
            -43661,
            -24798,
            -43661,
            -228012,
            -228012,
            -145093
        ],
        [
            23,
            21,
            25,
            23,
            21,
            25
        ],
        [
            30,
            30,
            30,
            30,
            30,
            30
        ],
        [
            16,
            14,
            19,
            16,
            14,
            19
        ],
        [
            3668,
            1674,
            1995,
            3668,
            1674,
            1995
        ],
        [
            27.712364,
            34.712364,
            0,
            27.712364,
            34.712364,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            512926,
            -15033,
            -83546,
            452188,
            -56365,
            -13999
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3862,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1596974400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863148251,
    "expiration_time": 1763720352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 117,
            "offset": 0,
            "multiplier": 1.20195
        }
    }
}

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)