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Trade: LRC/USDT/240/SINWMA/MIDPRICE/3107

Strategy
LRC/USDT/240/SINWMA/MIDPRICE/3107
Pair
LRC_USDT
Interval
4h
Score
307199
Daily Profit
0.243080
Profit Factor
1.484467
Profitability
43.016760
Streak
0.000000
Best Strategy
Training Data Length
1930.330000
Evaluation Time
2025-09-26 22:46
Expiration Time
2025-11-21 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 469225.1999 507887.3535 -38662.1535 -83459.9737 -127045.5679 43585.5942
Total P&L (%) 469.2252 507.8874 -38.6622 -83.46 -127.0456 43.5856
Avg Daily Profit (%) 0.2431 0.2631 -0.02 -0.0932 0 0.0187
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -178349 -160787 -139472 -236808 -197733 -74289
Profit Factor 1.4845 1.8647 0.8986 0.8629 0.6623 1.1875
Total Trades 179 89 90 179 89 90
Winning Trades 77 31 46 77 31 46
Losing Trades 102 58 44 102 58 44
Profitability (%) 43.0168 34.8315 51.1111 43.0168 34.8315 51.1111
Ratio Avg Win / Avg Loss 1.9664 3.4887 0.8595 1.143 1.2392 1.1359
Largest Winning Trade 574502 574502 46821 80792 66502 80792
Largest Losing Trade -52848 -52848 -52487 -40656 -40656 -31307
Avg Bars in Trades 58 76 41 58 76 41
Avg Bars in Winners 71 96 54 71 96 54
Avg Bars in Losers 48 65 27 48 65 27
Bars Traded 10505 6792 3712 10505 6792 3712
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 307199 212436 -580947 -580889 -585326 -184147

Evaluation Data

{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11582,
    "evaluation_days": 1930.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1594771200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758915969028,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 165,
            "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": [
        [
            469225.1999369108,
            507887.3534852691,
            -38662.1535483585,
            -83459.9737144015,
            -127045.5679191086,
            43585.594204707
        ],
        [
            469.2252,
            507.887353,
            -38.662154,
            -83.459974,
            -127.045568,
            43.585594
        ],
        [
            0.24308,
            0.263109,
            -0.020029,
            -0.093173,
            0,
            0.018743
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -178349,
            -160787,
            -139472,
            -236808,
            -197733,
            -74289
        ],
        [
            1.484467,
            1.864657,
            0.898565,
            0.862885,
            0.662338,
            1.187517
        ],
        [
            179,
            89,
            90,
            179,
            89,
            90
        ],
        [
            77,
            31,
            46,
            77,
            31,
            46
        ],
        [
            102,
            58,
            44,
            102,
            58,
            44
        ],
        [
            43.01676,
            34.831461,
            51.111111,
            43.01676,
            34.831461,
            51.111111
        ],
        [
            1.966437,
            3.488713,
            0.859497,
            1.143042,
            1.239213,
            1.135886
        ],
        [
            574502,
            574502,
            46821,
            80792,
            66502,
            80792
        ],
        [
            -52848,
            -52848,
            -52487,
            -40656,
            -40656,
            -31307
        ],
        [
            58,
            76,
            41,
            58,
            76,
            41
        ],
        [
            71,
            96,
            54,
            71,
            96,
            54
        ],
        [
            48,
            65,
            27,
            48,
            65,
            27
        ],
        [
            10505,
            6792,
            3712,
            10505,
            6792,
            3712
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307199,
            212436,
            -580947,
            -580889,
            -585326,
            -184147
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11582,
    "evaluation_days": 1930.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1594771200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758915969028,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 165,
            "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)