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Trade: LRC/USDT/360/SWMA/SSF/2411

Strategy
LRC/USDT/360/SWMA/SSF/2411
Pair
LRC_USDT
Interval
6h
Score
310479
Daily Profit
0.315878
Profit Factor
1.666232
Profitability
38.650307
Streak
0.000000
Best Strategy
Training Data Length
1934.250000
Evaluation Time
2025-09-28 11:40
Expiration Time
2025-11-25 08:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 610987.6788 560459.0053 50528.6735 209763.6446 13238.2918 196525.3528
Total P&L (%) 610.9877 560.459 50.5287 209.7636 13.2383 196.5254
Avg Daily Profit (%) 0.3159 0.2898 0.0261 0.0585 0.0064 0.0562
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122518 -139362 -67814 -702825 -962096 -284096
Profit Factor 1.6662 2.2239 1.11 1.0495 1.0059 1.0978
Total Trades 163 82 81 163 82 81
Winning Trades 63 24 39 63 24 39
Losing Trades 100 58 42 100 58 42
Profitability (%) 38.6503 29.2683 48.1481 38.6503 29.2683 48.1481
Ratio Avg Win / Avg Loss 2.6448 5.3745 1.1954 1.6659 2.431 1.1822
Largest Winning Trade 390715 390715 53101 720697 720697 307099
Largest Losing Trade -46666 -19374 -46666 -161584 -161584 -134117
Avg Bars in Trades 46 39 53 46 39 53
Avg Bars in Winners 78 83 75 78 83 75
Avg Bars in Losers 26 21 32 26 21 32
Bars Traded 7603 3277 4326 7603 3277 4326
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 310479 -2423 -271430 -283373 -477607 -243503
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7737,
    "evaluation_days": 1934.25,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1593043200000,
    "last_datapoint_time": 1759039200000,
    "evaluation_time": 1759048804158,
    "expiration_time": 1764052776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 85,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            610987.6787560029,
            560459.0052930844,
            50528.6734629185,
            209763.644594709,
            13238.2917511563,
            196525.3528435525
        ],
        [
            610.987679,
            560.459005,
            50.528673,
            209.763645,
            13.238292,
            196.525353
        ],
        [
            0.315878,
            0.289755,
            0.026123,
            0.058471,
            0.006428,
            0.056211
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122518,
            -139362,
            -67814,
            -702825,
            -962096,
            -284096
        ],
        [
            1.666232,
            2.223942,
            1.110044,
            1.049498,
            1.005942,
            1.097782
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            63,
            24,
            39,
            63,
            24,
            39
        ],
        [
            100,
            58,
            42,
            100,
            58,
            42
        ],
        [
            38.650307,
            29.268293,
            48.148148,
            38.650307,
            29.268293,
            48.148148
        ],
        [
            2.644813,
            5.374525,
            1.195432,
            1.66587,
            2.431026,
            1.182226
        ],
        [
            390715,
            390715,
            53101,
            720697,
            720697,
            307099
        ],
        [
            -46666,
            -19374,
            -46666,
            -161584,
            -161584,
            -134117
        ],
        [
            46,
            39,
            53,
            46,
            39,
            53
        ],
        [
            78,
            83,
            75,
            78,
            83,
            75
        ],
        [
            26,
            21,
            32,
            26,
            21,
            32
        ],
        [
            7603,
            3277,
            4326,
            7603,
            3277,
            4326
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310479,
            -2423,
            -271430,
            -283373,
            -477607,
            -243503
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7737,
    "evaluation_days": 1934.25,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1593043200000,
    "last_datapoint_time": 1759039200000,
    "evaluation_time": 1759048804158,
    "expiration_time": 1764052776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 85,
            "offset": 0,
            "poles": 2
        }
    }
}

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)