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Trade: LRC/USDT/720/SWMA/SWMA/5189

Strategy
LRC/USDT/720/SWMA/SWMA/5189
Pair
LRC_USDT
Interval
12h
Score
305826
Daily Profit
0.258466
Profit Factor
2.604806
Profitability
37.142857
Streak
0.000000
Best Strategy
Training Data Length
1940.500000
Evaluation Time
2025-10-04 10:03
Expiration Time
2025-12-01 07:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 430003.938 501553.5002 -71549.5622 -350470.4511 197406.7741 -547877.2252
Total P&L (%) 430.0039 501.5535 -71.5496 -350.4705 197.4068 -547.8772
Avg Daily Profit (%) 0.2216 0.2585 -0.0369 0 0.0562 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -239903 -127913 -185227 -1519979 -759017 -829925
Profit Factor 1.5853 2.6048 0.8305 0.8716 1.1744 0.6572
Total Trades 70 35 35 70 35 35
Winning Trades 30 13 17 39 22 17
Losing Trades 40 22 18 31 13 18
Profitability (%) 42.8571 37.1429 48.5714 55.7143 62.8571 48.5714
Ratio Avg Win / Avg Loss 2.1137 4.4081 0.8794 0.6928 0.694 0.6958
Largest Winning Trade 486294 486294 60585 549433 249111 549433
Largest Losing Trade -181937 -46599 -181937 -699008 -699008 -510580
Avg Bars in Trades 53 44 62 53 44 62
Avg Bars in Winners 80 69 89 35 32 40
Avg Bars in Losers 33 30 36 75 65 83
Bars Traded 3749 1562 2187 3749 1562 2187
Profit Streak 0 0 0 33.2941 33.2941 79.2941
Trades During Streak 0 0 0 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -90811 305826 -581343 -677542 -146076 -580379
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3881,
    "evaluation_days": 1940.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1594512000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759561414191,
    "expiration_time": 1764565776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 37,
            "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": [
        [
            430003.9379525339,
            501553.5001722383,
            -71549.5622197047,
            -350470.451063649,
            197406.7741400576,
            -547877.2252037064
        ],
        [
            430.003938,
            501.5535,
            -71.549562,
            -350.470451,
            197.406774,
            -547.877225
        ],
        [
            0.221594,
            0.258466,
            -0.036872,
            0,
            0.056183,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -239903,
            -127913,
            -185227,
            -1519979,
            -759017,
            -829925
        ],
        [
            1.585292,
            2.604806,
            0.830512,
            0.871628,
            1.174377,
            0.657158
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            30,
            13,
            17,
            39,
            22,
            17
        ],
        [
            40,
            22,
            18,
            31,
            13,
            18
        ],
        [
            42.857143,
            37.142857,
            48.571429,
            55.714286,
            62.857143,
            48.571429
        ],
        [
            2.113723,
            4.408133,
            0.879365,
            0.692832,
            0.69395,
            0.695814
        ],
        [
            486294,
            486294,
            60585,
            549433,
            249111,
            549433
        ],
        [
            -181937,
            -46599,
            -181937,
            -699008,
            -699008,
            -510580
        ],
        [
            53,
            44,
            62,
            53,
            44,
            62
        ],
        [
            80,
            69,
            89,
            35,
            32,
            40
        ],
        [
            33,
            30,
            36,
            75,
            65,
            83
        ],
        [
            3749,
            1562,
            2187,
            3749,
            1562,
            2187
        ],
        [
            0,
            0,
            0,
            33.294146,
            33.294146,
            79.294146
        ],
        [
            0,
            0,
            0,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90811,
            305826,
            -581343,
            -677542,
            -146076,
            -580379
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3881,
    "evaluation_days": 1940.5,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1594512000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759561414191,
    "expiration_time": 1764565776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 37,
            "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)