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Trade: LRC/USDT/120/MIDPOINT/WMA/1159

Strategy
LRC/USDT/120/MIDPOINT/WMA/1159
Pair
LRC_USDT
Interval
2h
Score
418521
Daily Profit
0.281104
Profit Factor
1.437422
Profitability
49.327354
Streak
18.901651
Best Strategy
Training Data Length
1934.000000
Evaluation Time
2025-09-29 00:38
Expiration Time
2025-12-07 12:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 543655.4687 493858.2945 49797.1742 -41066.4551 42042.7143 -83109.1694
Total P&L (%) 543.6555 493.8583 49.7972 -41.0665 42.0427 -83.1092
Avg Daily Profit (%) 0.2811 0.2554 0.0257 -0.0273 0.0181 -0.0919
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185070 -113980 -199363 -162999 -96705 -172231
Profit Factor 1.4374 1.829 1.077 0.941 1.1321 0.78
Total Trades 223 112 111 223 112 111
Winning Trades 110 45 65 110 45 65
Losing Trades 113 67 46 113 67 46
Profitability (%) 49.3274 40.1786 58.5586 49.3274 40.1786 58.5586
Ratio Avg Win / Avg Loss 1.4766 2.7232 0.7622 0.9667 1.6856 0.552
Largest Winning Trade 168537 168537 52991 74716 74716 29101
Largest Losing Trade -88861 -29822 -88861 -78910 -49650 -78910
Avg Bars in Trades 102 79 125 102 79 125
Avg Bars in Winners 136 98 162 136 98 162
Avg Bars in Losers 69 66 74 69 66 74
Bars Traded 22852 8883 13969 22852 8883 13969
Profit Streak 18.9017 18.9017 25.985 18.9017 18.9017 25.985
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418521 289762 -295982 -578807 -248236 -579385
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23208,
    "evaluation_days": 1934,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593331200000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759095502624,
    "expiration_time": 1765105113600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 79,
            "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": [
        [
            543655.4686995111,
            493858.2944950414,
            49797.1742044699,
            -41066.4550684978,
            42042.714301022,
            -83109.1693695198
        ],
        [
            543.655469,
            493.858294,
            49.797174,
            -41.066455,
            42.042714,
            -83.109169
        ],
        [
            0.281104,
            0.255356,
            0.025748,
            -0.027336,
            0.018148,
            -0.091912
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185070,
            -113980,
            -199363,
            -162999,
            -96705,
            -172231
        ],
        [
            1.437422,
            1.82899,
            1.076951,
            0.940991,
            1.132132,
            0.779988
        ],
        [
            223,
            112,
            111,
            223,
            112,
            111
        ],
        [
            110,
            45,
            65,
            110,
            45,
            65
        ],
        [
            113,
            67,
            46,
            113,
            67,
            46
        ],
        [
            49.327354,
            40.178571,
            58.558559,
            49.327354,
            40.178571,
            58.558559
        ],
        [
            1.476624,
            2.723164,
            0.76215,
            0.966654,
            1.685619,
            0.551992
        ],
        [
            168537,
            168537,
            52991,
            74716,
            74716,
            29101
        ],
        [
            -88861,
            -29822,
            -88861,
            -78910,
            -49650,
            -78910
        ],
        [
            102,
            79,
            125,
            102,
            79,
            125
        ],
        [
            136,
            98,
            162,
            136,
            98,
            162
        ],
        [
            69,
            66,
            74,
            69,
            66,
            74
        ],
        [
            22852,
            8883,
            13969,
            22852,
            8883,
            13969
        ],
        [
            18.901651,
            18.901651,
            25.984984,
            18.901651,
            18.901651,
            25.984984
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418521,
            289762,
            -295982,
            -578807,
            -248236,
            -579385
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23208,
    "evaluation_days": 1934,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593331200000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759095502624,
    "expiration_time": 1765105113600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 79,
            "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)