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Trade: LRC/USDT/240/SSF/PWMA/4477

Strategy
LRC/USDT/240/SSF/PWMA/4477
Pair
LRC_USDT
Interval
4h
Score
304301
Daily Profit
0.171659
Profit Factor
1.564760
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
1930.330000
Evaluation Time
2025-09-25 19:31
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 273204.1518 331357.9701 -58153.8183 -181133.5238 287916.8168 -469050.3405
Total P&L (%) 273.2042 331.358 -58.1538 -181.1335 287.9168 -469.0503
Avg Daily Profit (%) 0.1415 0.1717 -0.0301 0 0.0703 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143399 -103242 -192574 -640785 -211718 -594061
Profit Factor 1.2159 1.5648 0.9143 0.9081 1.376 0.611
Total Trades 233 117 116 233 117 116
Winning Trades 116 54 62 113 65 48
Losing Trades 117 63 54 120 52 68
Profitability (%) 49.7854 46.1538 53.4483 48.4979 55.5556 41.3793
Ratio Avg Win / Avg Loss 1.2264 1.8256 0.7964 0.9644 1.1008 0.8655
Largest Winning Trade 138003 138003 51920 156277 156277 150627
Largest Losing Trade -143399 -30743 -143399 -356159 -89410 -356159
Avg Bars in Trades 48 46 51 48 46 51
Avg Bars in Winners 56 55 57 43 40 48
Avg Bars in Losers 41 38 45 53 52 54
Bars Traded 11405 5402 6003 11405 5402 6003
Profit Streak 0 0 20.1889 6.5222 12.3555 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3391 304301 -580022 -579453 -97494 -584376

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": 1592956800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758817918414,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 179,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 71,
            "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": [
        [
            273204.151770601,
            331357.9700506091,
            -58153.8182800081,
            -181133.5237598415,
            287916.8167792071,
            -469050.3405390486
        ],
        [
            273.204152,
            331.35797,
            -58.153818,
            -181.133524,
            287.916817,
            -469.050341
        ],
        [
            0.141532,
            0.171659,
            -0.030126,
            0,
            0.070252,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143399,
            -103242,
            -192574,
            -640785,
            -211718,
            -594061
        ],
        [
            1.21587,
            1.56476,
            0.914337,
            0.908122,
            1.37597,
            0.610963
        ],
        [
            233,
            117,
            116,
            233,
            117,
            116
        ],
        [
            116,
            54,
            62,
            113,
            65,
            48
        ],
        [
            117,
            63,
            54,
            120,
            52,
            68
        ],
        [
            49.785408,
            46.153846,
            53.448276,
            48.497854,
            55.555556,
            41.37931
        ],
        [
            1.226352,
            1.825553,
            0.796358,
            0.964378,
            1.100776,
            0.865531
        ],
        [
            138003,
            138003,
            51920,
            156277,
            156277,
            150627
        ],
        [
            -143399,
            -30743,
            -143399,
            -356159,
            -89410,
            -356159
        ],
        [
            48,
            46,
            51,
            48,
            46,
            51
        ],
        [
            56,
            55,
            57,
            43,
            40,
            48
        ],
        [
            41,
            38,
            45,
            53,
            52,
            54
        ],
        [
            11405,
            5402,
            6003,
            11405,
            5402,
            6003
        ],
        [
            0,
            0,
            20.18887,
            6.522204,
            12.355537,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3391,
            304301,
            -580022,
            -579453,
            -97494,
            -584376
        ]
    ]
}
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": 1592956800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758817918414,
    "expiration_time": 1763718624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 179,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 71,
            "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)