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Trade: LRC/USDT/360/SINWMA/HILO/8338

Strategy
LRC/USDT/360/SINWMA/HILO/8338
Pair
LRC_USDT
Interval
6h
Score
591186
Daily Profit
0.506323
Profit Factor
2.495882
Profitability
51.234568
Streak
0.000000
Best Strategy
Training Data Length
1947.750000
Evaluation Time
2025-10-12 03:44
Expiration Time
2025-12-09 06:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 986191.0193 758817.8092 227373.2101 8283486.7487 -544919.5562 8828406.3049
Total P&L (%) 986.191 758.8178 227.3732 8283.4867 -544.9196 8828.4063
Avg Daily Profit (%) 0.5063 0.3896 0.1167 0.2276 0 0.2309
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95786 -76300 -49188 -2806879 -3892636 -1456893
Profit Factor 2.4959 3.2261 1.7141 1.3839 0.9582 2.0335
Total Trades 162 81 81 162 81 81
Winning Trades 83 31 52 83 31 52
Losing Trades 79 50 29 79 50 29
Profitability (%) 51.2346 38.2716 64.1975 51.2346 38.2716 64.1975
Ratio Avg Win / Avg Loss 2.3756 5.2035 0.9559 1.3172 1.5455 1.1341
Largest Winning Trade 376800 376800 49067 3249372 3249372 2017177
Largest Losing Trade -46829 -24169 -46829 -1524524 -1524524 -1441717
Avg Bars in Trades 46 36 57 46 36 57
Avg Bars in Winners 68 59 73 68 59 73
Avg Bars in Losers 24 21 29 24 21 29
Bars Traded 7608 2922 4686 7608 2922 4686
Profit Streak 0 0 2.781 0 0 2.781
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 591186 -694 -47881 355654 -594519 -138
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7791,
    "evaluation_days": 1947.75,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594015200000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760229878695,
    "expiration_time": 1765254168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            986191.0193131785,
            758817.80924464,
            227373.2100685379,
            8283486.748671078,
            -544919.5561817291,
            8828406.304852806
        ],
        [
            986.191019,
            758.817809,
            227.37321,
            8283.486749,
            -544.919556,
            8828.406305
        ],
        [
            0.506323,
            0.389587,
            0.116736,
            0.227642,
            0,
            0.230882
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95786,
            -76300,
            -49188,
            -2806879,
            -3892636,
            -1456893
        ],
        [
            2.495882,
            3.226141,
            1.714104,
            1.38389,
            0.958197,
            2.033505
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            83,
            31,
            52,
            83,
            31,
            52
        ],
        [
            79,
            50,
            29,
            79,
            50,
            29
        ],
        [
            51.234568,
            38.271605,
            64.197531,
            51.234568,
            38.271605,
            64.197531
        ],
        [
            2.375599,
            5.203453,
            0.955942,
            1.317197,
            1.54548,
            1.13407
        ],
        [
            376800,
            376800,
            49067,
            3249372,
            3249372,
            2017177
        ],
        [
            -46829,
            -24169,
            -46829,
            -1524524,
            -1524524,
            -1441717
        ],
        [
            46,
            36,
            57,
            46,
            36,
            57
        ],
        [
            68,
            59,
            73,
            68,
            59,
            73
        ],
        [
            24,
            21,
            29,
            24,
            21,
            29
        ],
        [
            7608,
            2922,
            4686,
            7608,
            2922,
            4686
        ],
        [
            0,
            0,
            2.781003,
            0,
            0,
            2.781003
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            591186,
            -694,
            -47881,
            355654,
            -594519,
            -138
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7791,
    "evaluation_days": 1947.75,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1594015200000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760229878695,
    "expiration_time": 1765254168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)