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Trade: LRC/USDT/120/SINWMA/WMA/3375

Strategy
LRC/USDT/120/SINWMA/WMA/3375
Pair
LRC_USDT
Interval
2h
Score
316900
Daily Profit
0.367845
Profit Factor
1.776538
Profitability
37.313433
Streak
29.254879
Best Strategy
Training Data Length
1945.500000
Evaluation Time
2025-10-10 13:07
Expiration Time
2025-12-19 10:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 715643.2721 649543.165 66100.107 252410.0767 333226.788 -80816.7113
Total P&L (%) 715.6433 649.5432 66.1001 252.4101 333.2268 -80.8167
Avg Daily Profit (%) 0.3678 0.3339 0.034 0.0648 0.0754 -0.0848
Buy And Hold Return (%) 14.6158 14.6158 14.6158 14.6158 14.6158 14.6158
Max Trade Drawdown -174230 -163409 -98787 -1115990 -982963 -787330
Profit Factor 1.7765 2.3961 1.1449 1.0534 1.1385 0.9652
Total Trades 134 67 67 134 67 67
Winning Trades 50 17 33 50 17 33
Losing Trades 84 50 34 84 50 34
Profitability (%) 37.3134 25.3731 49.2537 37.3134 25.3731 49.2537
Ratio Avg Win / Avg Loss 2.9846 7.0474 1.1795 1.7696 3.3486 0.9945
Largest Winning Trade 364078 364078 49830 972566 972566 291090
Largest Losing Trade -43873 -25692 -43873 -472776 -197038 -472776
Avg Bars in Trades 171 153 189 171 153 189
Avg Bars in Winners 302 345 279 302 345 279
Avg Bars in Losers 94 88 102 94 88 102
Bars Traded 22995 10293 12703 22995 10293 12703
Profit Streak 29.2549 0 39.9215 29.2549 0 39.9215
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316900 -131381 -326875 -271218 -304465 -697200
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23346,
    "evaluation_days": 1945.5,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593352800000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760090821540,
    "expiration_time": 1766134483200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 106,
            "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": [
        [
            715643.2720501214,
            649543.165027827,
            66100.1070222944,
            252410.0766983153,
            333226.7879994625,
            -80816.7113011468
        ],
        [
            715.643272,
            649.543165,
            66.100107,
            252.410077,
            333.226788,
            -80.816711
        ],
        [
            0.367845,
            0.33387,
            0.033976,
            0.064767,
            0.075386,
            -0.084833
        ],
        [
            14.615784,
            14.615784,
            14.615784,
            14.615784,
            14.615784,
            14.615784
        ],
        [
            -174230,
            -163409,
            -98787,
            -1115990,
            -982963,
            -787330
        ],
        [
            1.776538,
            2.396103,
            1.144852,
            1.053351,
            1.138519,
            0.965247
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            50,
            17,
            33,
            50,
            17,
            33
        ],
        [
            84,
            50,
            34,
            84,
            50,
            34
        ],
        [
            37.313433,
            25.373134,
            49.253731,
            37.313433,
            25.373134,
            49.253731
        ],
        [
            2.984583,
            7.047361,
            1.179545,
            1.76963,
            3.348586,
            0.994497
        ],
        [
            364078,
            364078,
            49830,
            972566,
            972566,
            291090
        ],
        [
            -43873,
            -25692,
            -43873,
            -472776,
            -197038,
            -472776
        ],
        [
            171,
            153,
            189,
            171,
            153,
            189
        ],
        [
            302,
            345,
            279,
            302,
            345,
            279
        ],
        [
            94,
            88,
            102,
            94,
            88,
            102
        ],
        [
            22995,
            10293,
            12703,
            22995,
            10293,
            12703
        ],
        [
            29.254879,
            0,
            39.921545,
            29.254879,
            0,
            39.921546
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316900,
            -131381,
            -326875,
            -271218,
            -304465,
            -697200
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23346,
    "evaluation_days": 1945.5,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593352800000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760090821540,
    "expiration_time": 1766134483200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 106,
            "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)