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Trade: LRC/USDT/120/SINWMA/DCM/3730

Strategy
LRC/USDT/120/SINWMA/DCM/3730
Pair
LRC_USDT
Interval
2h
Score
404005
Daily Profit
0.404086
Profit Factor
1.921616
Profitability
41.958042
Streak
28.795518
Best Strategy
Training Data Length
1934.250000
Evaluation Time
2025-09-29 06:05
Expiration Time
2025-12-07 19:11

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 781604.2146 685323.529 96280.6856 693923.3521 387032.212 306891.1401
Total P&L (%) 781.6042 685.3235 96.2807 693.9234 387.0322 306.8911
Avg Daily Profit (%) 0.4041 0.3543 0.0498 0.1072 0.0819 0.0726
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151276 -134409 -107439 -495680 -439917 -379772
Profit Factor 1.9216 2.4345 1.26 1.247 1.2433 1.2518
Total Trades 143 72 71 143 72 71
Winning Trades 60 22 38 60 22 38
Losing Trades 83 50 33 83 50 33
Profitability (%) 41.958 30.5556 53.5211 41.958 30.5556 53.5211
Ratio Avg Win / Avg Loss 2.6582 5.5329 1.0942 1.725 2.8256 1.0871
Largest Winning Trade 445661 445661 50459 445069 445069 148330
Largest Losing Trade -38772 -38772 -29940 -163156 -150885 -163156
Avg Bars in Trades 159 154 164 159 154 164
Avg Bars in Winners 243 274 225 243 274 225
Avg Bars in Losers 98 101 94 98 101 94
Bars Traded 22769 11093 11676 22769 11093 11676
Profit Streak 28.7955 130.2955 0 28.7955 130.2955 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404005 -71640 -212821 -50834 -168417 -182467
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23211,
    "evaluation_days": 1934.25,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593489600000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759115132735,
    "expiration_time": 1765127491200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 93,
            "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": [
        [
            781604.2146399225,
            685323.5290465041,
            96280.6855934181,
            693923.3521256804,
            387032.2120450895,
            306891.1400805913
        ],
        [
            781.604215,
            685.323529,
            96.280686,
            693.923352,
            387.032212,
            306.89114
        ],
        [
            0.404086,
            0.35431,
            0.049777,
            0.10717,
            0.081882,
            0.07258
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151276,
            -134409,
            -107439,
            -495680,
            -439917,
            -379772
        ],
        [
            1.921616,
            2.434483,
            1.259986,
            1.246953,
            1.243255,
            1.25178
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            60,
            22,
            38,
            60,
            22,
            38
        ],
        [
            83,
            50,
            33,
            83,
            50,
            33
        ],
        [
            41.958042,
            30.555556,
            53.521127,
            41.958042,
            30.555556,
            53.521127
        ],
        [
            2.658235,
            5.532916,
            1.094198,
            1.724951,
            2.825579,
            1.087072
        ],
        [
            445661,
            445661,
            50459,
            445069,
            445069,
            148330
        ],
        [
            -38772,
            -38772,
            -29940,
            -163156,
            -150885,
            -163156
        ],
        [
            159,
            154,
            164,
            159,
            154,
            164
        ],
        [
            243,
            274,
            225,
            243,
            274,
            225
        ],
        [
            98,
            101,
            94,
            98,
            101,
            94
        ],
        [
            22769,
            11093,
            11676,
            22769,
            11093,
            11676
        ],
        [
            28.795518,
            130.295518,
            0,
            28.795518,
            130.295518,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404005,
            -71640,
            -212821,
            -50834,
            -168417,
            -182467
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23211,
    "evaluation_days": 1934.25,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593489600000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759115132735,
    "expiration_time": 1765127491200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 93,
            "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)