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Trade: LRC/USDT/120/MIDPRICE/WMA/7250

Strategy
LRC/USDT/120/MIDPRICE/WMA/7250
Pair
LRC_USDT
Interval
2h
Score
352311
Daily Profit
0.246805
Profit Factor
1.313980
Profitability
49.425287
Streak
0.000000
Best Strategy
Training Data Length
1937.750000
Evaluation Time
2025-10-02 18:45
Expiration Time
2025-12-11 10:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 478245.971 442807.1323 35438.8386 -75529.2048 116504.8642 -192034.069
Total P&L (%) 478.246 442.8071 35.4388 -75.5292 116.5049 -192.0341
Avg Daily Profit (%) 0.2468 0.2285 0.0183 -0.0726 0.0399 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141529 -91662 -198977 -149735 -30894 -213209
Profit Factor 1.314 1.6157 1.0441 0.8661 1.646 0.4994
Total Trades 348 174 174 348 174 174
Winning Trades 172 74 98 172 74 98
Losing Trades 176 100 76 176 100 76
Profitability (%) 49.4253 42.5287 56.3218 49.4253 42.5287 56.3218
Ratio Avg Win / Avg Loss 1.3445 2.1834 0.8097 0.8862 2.2243 0.3873
Largest Winning Trade 114147 114147 47210 34012 34012 13042
Largest Losing Trade -95664 -35692 -95664 -133606 -11061 -133606
Avg Bars in Trades 66 50 81 66 50 81
Avg Bars in Winners 82 54 103 82 54 103
Avg Bars in Losers 50 48 53 50 48 53
Bars Traded 22992 8828 14164 22992 8828 14164
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 352311 301453 -343579 -579181 -139077 -579602
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23253,
    "evaluation_days": 1937.75,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592841600000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759419935238,
    "expiration_time": 1765440777600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 61,
            "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": [
        [
            478245.9709707602,
            442807.132329945,
            35438.8386408149,
            -75529.2048208034,
            116504.8641703167,
            -192034.0689911199
        ],
        [
            478.245971,
            442.807132,
            35.438839,
            -75.529205,
            116.504864,
            -192.034069
        ],
        [
            0.246805,
            0.228516,
            0.018289,
            -0.072619,
            0.039871,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141529,
            -91662,
            -198977,
            -149735,
            -30894,
            -213209
        ],
        [
            1.31398,
            1.615685,
            1.04408,
            0.866074,
            1.646006,
            0.499412
        ],
        [
            348,
            174,
            174,
            348,
            174,
            174
        ],
        [
            172,
            74,
            98,
            172,
            74,
            98
        ],
        [
            176,
            100,
            76,
            176,
            100,
            76
        ],
        [
            49.425287,
            42.528736,
            56.321839,
            49.425287,
            42.528736,
            56.321839
        ],
        [
            1.344538,
            2.183358,
            0.809695,
            0.886216,
            2.224333,
            0.387299
        ],
        [
            114147,
            114147,
            47210,
            34012,
            34012,
            13042
        ],
        [
            -95664,
            -35692,
            -95664,
            -133606,
            -11061,
            -133606
        ],
        [
            66,
            50,
            81,
            66,
            50,
            81
        ],
        [
            82,
            54,
            103,
            82,
            54,
            103
        ],
        [
            50,
            48,
            53,
            50,
            48,
            53
        ],
        [
            22992,
            8828,
            14164,
            22992,
            8828,
            14164
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352311,
            301453,
            -343579,
            -579181,
            -139077,
            -579602
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23253,
    "evaluation_days": 1937.75,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1592841600000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759419935238,
    "expiration_time": 1765440777600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 61,
            "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)