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Trade: LRC/USDT/120/SWMA/MIDPRICE/8631

Strategy
LRC/USDT/120/SWMA/MIDPRICE/8631
Pair
LRC_USDT
Interval
2h
Score
313409
Daily Profit
0.293569
Profit Factor
1.401636
Profitability
39.413681
Streak
49.410240
Best Strategy
Training Data Length
1929.750000
Evaluation Time
2025-09-27 10:50
Expiration Time
2025-12-03 03:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 566514.7207 649326.6438 -82811.9231 -81585.5021 52298.616 -133884.1181
Total P&L (%) 566.5147 649.3266 -82.8119 -81.5855 52.2986 -133.8841
Avg Daily Profit (%) 0.2936 0.3365 -0.0429 -0.0876 0.0218 0
Buy And Hold Return (%) 15.5437 15.5437 15.5437 15.5437 15.5437 15.5437
Max Trade Drawdown -198922 -150848 -146422 -266237 -221924 -191708
Profit Factor 1.4016 1.8024 0.8623 0.9264 1.0816 0.7133
Total Trades 307 154 153 307 154 153
Winning Trades 121 57 64 121 57 64
Losing Trades 186 97 89 186 97 89
Profitability (%) 39.4137 37.013 41.8301 39.4137 37.013 41.8301
Ratio Avg Win / Avg Loss 2.1546 3.0673 1.1991 1.424 1.8405 0.9919
Largest Winning Trade 547635 547635 37442 222399 222399 43766
Largest Losing Trade -46973 -46973 -32375 -84067 -84067 -41789
Avg Bars in Trades 74 94 54 74 94 54
Avg Bars in Winners 104 134 77 104 134 77
Avg Bars in Losers 55 70 38 55 70 38
Bars Traded 22860 14480 8380 22860 14480 8380
Profit Streak 49.4102 49.9102 0 49.4102 49.9102 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313409 301994 -582042 -581059 -300468 -583708
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23157,
    "evaluation_days": 1929.75,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593532800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758959444730,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 191,
            "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": [
        [
            566514.7206827648,
            649326.643821973,
            -82811.9231392081,
            -81585.5021331487,
            52298.6159825654,
            -133884.1181157139
        ],
        [
            566.514721,
            649.326644,
            -82.811923,
            -81.585502,
            52.298616,
            -133.884118
        ],
        [
            0.293569,
            0.336482,
            -0.042913,
            -0.087643,
            0.021802,
            0
        ],
        [
            15.543696,
            15.543696,
            15.543696,
            15.543696,
            15.543696,
            15.543696
        ],
        [
            -198922,
            -150848,
            -146422,
            -266237,
            -221924,
            -191708
        ],
        [
            1.401636,
            1.80241,
            0.862277,
            0.926381,
            1.081551,
            0.713263
        ],
        [
            307,
            154,
            153,
            307,
            154,
            153
        ],
        [
            121,
            57,
            64,
            121,
            57,
            64
        ],
        [
            186,
            97,
            89,
            186,
            97,
            89
        ],
        [
            39.413681,
            37.012987,
            41.830065,
            39.413681,
            37.012987,
            41.830065
        ],
        [
            2.154582,
            3.067259,
            1.199105,
            1.424024,
            1.840535,
            0.991881
        ],
        [
            547635,
            547635,
            37442,
            222399,
            222399,
            43766
        ],
        [
            -46973,
            -46973,
            -32375,
            -84067,
            -84067,
            -41789
        ],
        [
            74,
            94,
            54,
            74,
            94,
            54
        ],
        [
            104,
            134,
            77,
            104,
            134,
            77
        ],
        [
            55,
            70,
            38,
            55,
            70,
            38
        ],
        [
            22860,
            14480,
            8380,
            22860,
            14480,
            8380
        ],
        [
            49.41024,
            49.91024,
            0,
            49.41024,
            49.91024,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313409,
            301994,
            -582042,
            -581059,
            -300468,
            -583708
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23157,
    "evaluation_days": 1929.75,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593532800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758959444730,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 191,
            "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)