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Trade: LRC/USDT/120/WMA/SSF/4374

Strategy
LRC/USDT/120/WMA/SSF/4374
Pair
LRC_USDT
Interval
2h
Score
342483
Daily Profit
0.207307
Profit Factor
1.498569
Profitability
47.798742
Streak
0.000000
Best Strategy
Training Data Length
1938.420000
Evaluation Time
2025-10-03 11:01
Expiration Time
2025-12-12 02:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 373295.5136 401848.417 -28552.9034 -225942.2055 97921.7503 -323863.9558
Total P&L (%) 373.2955 401.8484 -28.5529 -225.9422 97.9218 -323.864
Avg Daily Profit (%) 0.1926 0.2073 -0.0147 0 0.0352 0
Buy And Hold Return (%) 12.7771 12.7771 12.7771 12.7771 12.7771 12.7771
Max Trade Drawdown -171936 -130197 -287964 -331698 -113993 -314729
Profit Factor 1.2319 1.4986 0.9645 0.7916 1.2153 0.4855
Total Trades 318 159 159 318 159 159
Winning Trades 164 76 88 151 86 65
Losing Trades 154 83 71 167 73 94
Profitability (%) 51.5723 47.7987 55.3459 47.4843 54.0881 40.8805
Ratio Avg Win / Avg Loss 1.1568 1.6366 0.7782 0.8755 1.0316 0.7021
Largest Winning Trade 149594 149594 26082 77326 77326 24846
Largest Losing Trade -136093 -47803 -136093 -94276 -39469 -94276
Avg Bars in Trades 72 68 76 72 68 76
Avg Bars in Winners 65 57 73 75 75 76
Avg Bars in Losers 79 78 80 69 59 76
Bars Traded 22986 10841 12144 22986 10841 12144
Profit Streak 0 0 29.0012 11.0846 15.0846 0
Trades During Streak 0 0 2 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327314 342483 -578801 -579453 -144879 -584046
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23261,
    "evaluation_days": 1938.42,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593072000000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759478506343,
    "expiration_time": 1765500451200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 138,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            373295.5135799084,
            401848.4169940476,
            -28552.9034141389,
            -225942.2055216031,
            97921.7502957855,
            -323863.9558173887
        ],
        [
            373.295514,
            401.848417,
            -28.552903,
            -225.942206,
            97.92175,
            -323.863956
        ],
        [
            0.192577,
            0.207307,
            -0.01473,
            0,
            0.035226,
            0
        ],
        [
            12.777137,
            12.777137,
            12.777137,
            12.777137,
            12.777137,
            12.777137
        ],
        [
            -171936,
            -130197,
            -287964,
            -331698,
            -113993,
            -314729
        ],
        [
            1.231894,
            1.498569,
            0.964476,
            0.791624,
            1.215277,
            0.485472
        ],
        [
            318,
            159,
            159,
            318,
            159,
            159
        ],
        [
            164,
            76,
            88,
            151,
            86,
            65
        ],
        [
            154,
            83,
            71,
            167,
            73,
            94
        ],
        [
            51.572327,
            47.798742,
            55.345912,
            47.484277,
            54.08805,
            40.880503
        ],
        [
            1.156779,
            1.636596,
            0.778157,
            0.875505,
            1.031573,
            0.702067
        ],
        [
            149594,
            149594,
            26082,
            77326,
            77326,
            24846
        ],
        [
            -136093,
            -47803,
            -136093,
            -94276,
            -39469,
            -94276
        ],
        [
            72,
            68,
            76,
            72,
            68,
            76
        ],
        [
            65,
            57,
            73,
            75,
            75,
            76
        ],
        [
            79,
            78,
            80,
            69,
            59,
            76
        ],
        [
            22986,
            10841,
            12144,
            22986,
            10841,
            12144
        ],
        [
            0,
            0,
            29.001231,
            11.084564,
            15.084564,
            0
        ],
        [
            0,
            0,
            2,
            1,
            1,
            0
        ],
        [
            0.8,
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        ],
        [
            327314,
            342483,
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            -579453,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23261,
    "evaluation_days": 1938.42,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593072000000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759478506343,
    "expiration_time": 1765500451200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 138,
            "offset": 0,
            "poles": 3
        }
    }
}

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)