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Trade: LRC/USDT/360/PWMA/DCM/5573

Strategy
LRC/USDT/360/PWMA/DCM/5573
Pair
LRC_USDT
Interval
6h
Score
526181
Daily Profit
0.493090
Profit Factor
2.022536
Profitability
47.058824
Streak
16.870430
Best Strategy
Training Data Length
1939.750000
Evaluation Time
2025-10-03 23:53
Expiration Time
2025-12-01 00:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 956470.5921 864298.308 92172.2841 392864.9293 -491331.9825 884196.9117
Total P&L (%) 956.4706 864.2983 92.1723 392.8649 -491.332 884.1969
Avg Daily Profit (%) 0.4931 0.4456 0.0475 0.0823 0 0.118
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191608 -120426 -120799 -1138675 -1113675 -483165
Profit Factor 2.0225 2.5552 1.2428 1.0774 0.8488 1.4838
Total Trades 153 76 77 153 76 77
Winning Trades 72 25 47 72 25 47
Losing Trades 81 51 30 81 51 30
Profitability (%) 47.0588 32.8947 61.039 47.0588 32.8947 61.039
Ratio Avg Win / Avg Loss 2.2754 5.2125 0.7933 1.212 1.7316 0.9471
Largest Winning Trade 616535 616535 32733 561932 561932 257313
Largest Losing Trade -52828 -52828 -50313 -424785 -424785 -364985
Avg Bars in Trades 49 65 32 49 65 32
Avg Bars in Winners 54 91 35 54 91 35
Avg Bars in Losers 43 52 28 43 52 28
Bars Traded 7518 4986 2532 7518 4986 2532
Profit Streak 16.8704 0 33.6204 16.8704 0 33.6204
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 526181 -41101 -171089 -218314 -634110 -75285
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7759,
    "evaluation_days": 1939.75,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594641600000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759524805141,
    "expiration_time": 1764542232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 124,
            "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": [
        [
            956470.5921187575,
            864298.3080434296,
            92172.2840753281,
            392864.9292551214,
            -491331.9824522393,
            884196.9117073612
        ],
        [
            956.470592,
            864.298308,
            92.172284,
            392.864929,
            -491.331982,
            884.196912
        ],
        [
            0.49309,
            0.445572,
            0.047518,
            0.082264,
            0,
            0.117954
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191608,
            -120426,
            -120799,
            -1138675,
            -1113675,
            -483165
        ],
        [
            2.022536,
            2.555163,
            1.242795,
            1.077367,
            0.848828,
            1.483757
        ],
        [
            153,
            76,
            77,
            153,
            76,
            77
        ],
        [
            72,
            25,
            47,
            72,
            25,
            47
        ],
        [
            81,
            51,
            30,
            81,
            51,
            30
        ],
        [
            47.058824,
            32.894737,
            61.038961,
            47.058824,
            32.894737,
            61.038961
        ],
        [
            2.275353,
            5.212533,
            0.793274,
            1.212038,
            1.731609,
            0.947079
        ],
        [
            616535,
            616535,
            32733,
            561932,
            561932,
            257313
        ],
        [
            -52828,
            -52828,
            -50313,
            -424785,
            -424785,
            -364985
        ],
        [
            49,
            65,
            32,
            49,
            65,
            32
        ],
        [
            54,
            91,
            35,
            54,
            91,
            35
        ],
        [
            43,
            52,
            28,
            43,
            52,
            28
        ],
        [
            7518,
            4986,
            2532,
            7518,
            4986,
            2532
        ],
        [
            16.87043,
            0,
            33.62043,
            16.87043,
            0,
            33.62043
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            526181,
            -41101,
            -171089,
            -218314,
            -634110,
            -75285
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7759,
    "evaluation_days": 1939.75,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594641600000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759524805141,
    "expiration_time": 1764542232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 124,
            "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)