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Trade: LRC/USDT/360/SINWMA/MIDPRICE/7939

Strategy
LRC/USDT/360/SINWMA/MIDPRICE/7939
Pair
LRC_USDT
Interval
6h
Score
524215
Daily Profit
0.495809
Profit Factor
2.469310
Profitability
43.697479
Streak
41.415639
Best Strategy
Training Data Length
1941.000000
Evaluation Time
2025-10-05 06:58
Expiration Time
2025-12-02 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 962365.9403 759891.3206 202474.6197 5826785.5034 126757.759 5700027.7444
Total P&L (%) 962.3659 759.8913 202.4746 5826.7855 126.7578 5700.0277
Avg Daily Profit (%) 0.4958 0.3915 0.1043 0.2105 0.0422 0.2094
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89562 -101717 -47582 -2671595 -3273083 -1024091
Profit Factor 2.4693 3.2092 1.651 1.5529 1.0189 2.485
Total Trades 119 59 60 119 59 60
Winning Trades 52 20 32 52 20 32
Losing Trades 67 39 28 67 39 28
Profitability (%) 43.6975 33.8983 53.3333 43.6975 33.8983 53.3333
Ratio Avg Win / Avg Loss 3.1816 6.2579 1.4446 2.0009 1.9869 2.1744
Largest Winning Trade 476214 476214 42813 2515136 2515136 1428134
Largest Losing Trade -43383 -19904 -43383 -913380 -913380 -714893
Avg Bars in Trades 63 55 72 63 55 72
Avg Bars in Winners 101 99 102 101 99 102
Avg Bars in Losers 34 32 37 34 32 37
Bars Traded 7583 3246 4337 7583 3246 4337
Profit Streak 41.4156 41.4156 55.1656 41.4156 41.4156 55.1656
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 524215 -166861 -219469 365689 -517827 -154911
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7764,
    "evaluation_days": 1941,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1593885600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759636711238,
    "expiration_time": 1764653472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 15,
            "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": [
        [
            962365.9402910338,
            759891.320552128,
            202474.6197389057,
            5826785.503403897,
            126757.7589754026,
            5700027.744428493
        ],
        [
            962.36594,
            759.891321,
            202.47462,
            5826.785503,
            126.757759,
            5700.027744
        ],
        [
            0.495809,
            0.391495,
            0.104315,
            0.210529,
            0.042189,
            0.209413
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89562,
            -101717,
            -47582,
            -2671595,
            -3273083,
            -1024091
        ],
        [
            2.46931,
            3.209178,
            1.651027,
            1.552942,
            1.018921,
            2.484973
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            52,
            20,
            32,
            52,
            20,
            32
        ],
        [
            67,
            39,
            28,
            67,
            39,
            28
        ],
        [
            43.697479,
            33.898305,
            53.333333,
            43.697479,
            33.898305,
            53.333333
        ],
        [
            3.181611,
            6.257898,
            1.444649,
            2.000906,
            1.986896,
            2.174352
        ],
        [
            476214,
            476214,
            42813,
            2515136,
            2515136,
            1428134
        ],
        [
            -43383,
            -19904,
            -43383,
            -913380,
            -913380,
            -714893
        ],
        [
            63,
            55,
            72,
            63,
            55,
            72
        ],
        [
            101,
            99,
            102,
            101,
            99,
            102
        ],
        [
            34,
            32,
            37,
            34,
            32,
            37
        ],
        [
            7583,
            3246,
            4337,
            7583,
            3246,
            4337
        ],
        [
            41.415639,
            41.415639,
            55.165639,
            41.415639,
            41.415639,
            55.165639
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            524215,
            -166861,
            -219469,
            365689,
            -517827,
            -154911
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7764,
    "evaluation_days": 1941,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1593885600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759636711238,
    "expiration_time": 1764653472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 15,
            "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)