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Trade: LRC/USDT/720/WMA/HILO/7173

Strategy
LRC/USDT/720/WMA/HILO/7173
Pair
LRC_USDT
Interval
12h
Score
484271
Daily Profit
0.320081
Profit Factor
1.650882
Profitability
51.282051
Streak
0.000000
Best Strategy
Training Data Length
1935.000000
Evaluation Time
2025-09-28 16:41
Expiration Time
2025-11-25 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 619356.1798 578721.9231 40634.2567 -935742.3557 -208736.4504 -727005.9053
Total P&L (%) 619.3562 578.7219 40.6343 -935.7424 -208.7365 -727.0059
Avg Daily Profit (%) 0.3201 0.2991 0.021 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -300746 -77599 -270500 -1144507 -280564 -973774
Profit Factor 1.6509 2.4036 1.0754 0.7 0.8309 0.6142
Total Trades 156 78 78 156 78 78
Winning Trades 80 35 45 69 38 31
Losing Trades 76 43 33 87 40 47
Profitability (%) 51.2821 44.8718 57.6923 44.2308 48.7179 39.7436
Ratio Avg Win / Avg Loss 1.5683 2.953 0.7886 0.8826 0.8747 0.9312
Largest Winning Trade 403633 403633 53757 326273 102779 326273
Largest Losing Trade -149256 -32531 -149256 -215007 -177019 -215007
Avg Bars in Trades 24 16 32 24 16 32
Avg Bars in Winners 30 22 35 19 11 29
Avg Bars in Losers 18 10 27 27 20 33
Bars Traded 3770 1257 2513 3770 1257 2513
Profit Streak 0 0 19.0708 9.5708 10.0708 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 484271 -22710 -338901 -581261 -614795 -619224
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3870,
    "evaluation_days": 1935,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1594987200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759066918562,
    "expiration_time": 1764076320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 72,
            "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": [
        [
            619356.1798475387,
            578721.9231453668,
            40634.2567021716,
            -935742.3557429699,
            -208736.4504445308,
            -727005.9052984392
        ],
        [
            619.35618,
            578.721923,
            40.634257,
            -935.742356,
            -208.73645,
            -727.005905
        ],
        [
            0.320081,
            0.299081,
            0.021,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -300746,
            -77599,
            -270500,
            -1144507,
            -280564,
            -973774
        ],
        [
            1.650882,
            2.403605,
            1.075353,
            0.700012,
            0.830948,
            0.614222
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            80,
            35,
            45,
            69,
            38,
            31
        ],
        [
            76,
            43,
            33,
            87,
            40,
            47
        ],
        [
            51.282051,
            44.871795,
            57.692308,
            44.230769,
            48.717949,
            39.74359
        ],
        [
            1.568338,
            2.953001,
            0.788592,
            0.882624,
            0.874682,
            0.93124
        ],
        [
            403633,
            403633,
            53757,
            326273,
            102779,
            326273
        ],
        [
            -149256,
            -32531,
            -149256,
            -215007,
            -177019,
            -215007
        ],
        [
            24,
            16,
            32,
            24,
            16,
            32
        ],
        [
            30,
            22,
            35,
            19,
            11,
            29
        ],
        [
            18,
            10,
            27,
            27,
            20,
            33
        ],
        [
            3770,
            1257,
            2513,
            3770,
            1257,
            2513
        ],
        [
            0,
            0,
            19.070817,
            9.570817,
            10.070817,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            484271,
            -22710,
            -338901,
            -581261,
            -614795,
            -619224
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3870,
    "evaluation_days": 1935,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1594987200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759066918562,
    "expiration_time": 1764076320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 72,
            "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)