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Trade: LRC/USDT/120/SINWMA/WMA/6461

Strategy
LRC/USDT/120/SINWMA/WMA/6461
Pair
LRC_USDT
Interval
2h
Score
342440
Daily Profit
0.413408
Profit Factor
2.103931
Profitability
38.095238
Streak
0.000000
Best Strategy
Training Data Length
1938.080000
Evaluation Time
2025-10-03 02:55
Expiration Time
2025-12-11 18:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 801218.687 698202.4112 103016.2757 742817.0005 -246673.4921 989490.4926
Total P&L (%) 801.2187 698.2024 103.0163 742.817 -246.6735 989.4905
Avg Daily Profit (%) 0.4134 0.3603 0.0532 0.11 0 0.1233
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118683 -95263 -69961 -1326264 -946387 -968644
Profit Factor 2.1039 2.9089 1.2861 1.1336 0.9149 1.3718
Total Trades 105 53 52 105 53 52
Winning Trades 40 14 26 40 14 26
Losing Trades 65 39 26 65 39 26
Profitability (%) 38.0952 26.4151 50 38.0952 26.4151 50
Ratio Avg Win / Avg Loss 3.4189 8.1034 1.2861 1.8421 2.5487 1.3718
Largest Winning Trade 460557 460557 44830 669684 669684 490621
Largest Losing Trade -42115 -21114 -42115 -656683 -265783 -656683
Avg Bars in Trades 216 187 247 216 187 247
Avg Bars in Winners 392 395 390 392 395 390
Avg Bars in Losers 108 112 103 108 112 103
Bars Traded 22766 9917 12849 22766 9917 12849
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 342440 -188949 -301990 -122488 -781911 -207514
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23257,
    "evaluation_days": 1938.08,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593748800000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759449347393,
    "expiration_time": 1765470614400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 122,
            "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": [
        [
            801218.6869555588,
            698202.4112367237,
            103016.2757188351,
            742817.0005099113,
            -246673.4921106971,
            989490.4926206083
        ],
        [
            801.218687,
            698.202411,
            103.016276,
            742.817001,
            -246.673492,
            989.490493
        ],
        [
            0.413408,
            0.360255,
            0.053154,
            0.110045,
            0,
            0.123306
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118683,
            -95263,
            -69961,
            -1326264,
            -946387,
            -968644
        ],
        [
            2.103931,
            2.90893,
            1.286132,
            1.133583,
            0.914919,
            1.371792
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            40,
            14,
            26,
            40,
            14,
            26
        ],
        [
            65,
            39,
            26,
            65,
            39,
            26
        ],
        [
            38.095238,
            26.415094,
            50,
            38.095238,
            26.415094,
            50
        ],
        [
            3.418888,
            8.103448,
            1.286132,
            1.842073,
            2.548704,
            1.371792
        ],
        [
            460557,
            460557,
            44830,
            669684,
            669684,
            490621
        ],
        [
            -42115,
            -21114,
            -42115,
            -656683,
            -265783,
            -656683
        ],
        [
            216,
            187,
            247,
            216,
            187,
            247
        ],
        [
            392,
            395,
            390,
            392,
            395,
            390
        ],
        [
            108,
            112,
            103,
            108,
            112,
            103
        ],
        [
            22766,
            9917,
            12849,
            22766,
            9917,
            12849
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342440,
            -188949,
            -301990,
            -122488,
            -781911,
            -207514
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23257,
    "evaluation_days": 1938.08,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593748800000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759449347393,
    "expiration_time": 1765470614400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 122,
            "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)