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Trade: LRC/USDT/720/HILO/SWMA/4097

Strategy
LRC/USDT/720/HILO/SWMA/4097
Pair
LRC_USDT
Interval
12h
Score
310532
Daily Profit
0.443490
Profit Factor
1.800971
Profitability
34.010152
Streak
0.000000
Best Strategy
Training Data Length
1931.000000
Evaluation Time
2025-09-26 08:05
Expiration Time
2025-11-21 12:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 856380.1352 790015.9965 66364.1387 331449.1807 24976.1413 306473.0394
Total P&L (%) 856.3801 790.016 66.3641 331.4492 24.9761 306.473
Avg Daily Profit (%) 0.4435 0.4091 0.0344 0.0757 0.0115 0.0726
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149534 -110446 -68257 -2051241 -1707560 -1006379
Profit Factor 1.801 2.5096 1.1216 1.0353 1.0056 1.062
Total Trades 197 99 98 197 99 98
Winning Trades 67 24 43 67 24 43
Losing Trades 130 75 55 130 75 55
Profitability (%) 34.0102 24.2424 43.8776 34.0102 24.2424 43.8776
Ratio Avg Win / Avg Loss 3.4944 7.8426 1.4346 2.0088 3.1426 1.3584
Largest Winning Trade 437851 437851 51814 1354477 1354477 730086
Largest Losing Trade -47972 -31705 -47972 -571550 -233025 -571550
Avg Bars in Trades 19 17 20 19 17 20
Avg Bars in Winners 38 43 35 38 43 35
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 3807 1770 2037 3807 1770 2037
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 310532 -18557 -236413 -277298 -427379 -250659

Evaluation Data

{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3862,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1592827200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863145500,
    "expiration_time": 1763720352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 13,
            "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": [
        [
            856380.13517877,
            790015.9964682085,
            66364.1387105621,
            331449.1807188375,
            24976.1412863633,
            306473.0394324734
        ],
        [
            856.380135,
            790.015996,
            66.364139,
            331.449181,
            24.976141,
            306.473039
        ],
        [
            0.44349,
            0.409123,
            0.034368,
            0.07574,
            0.011547,
            0.072649
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149534,
            -110446,
            -68257,
            -2051241,
            -1707560,
            -1006379
        ],
        [
            1.800971,
            2.509634,
            1.121577,
            1.035315,
            1.005622,
            1.062004
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            67,
            24,
            43,
            67,
            24,
            43
        ],
        [
            130,
            75,
            55,
            130,
            75,
            55
        ],
        [
            34.010152,
            24.242424,
            43.877551,
            34.010152,
            24.242424,
            43.877551
        ],
        [
            3.494421,
            7.842605,
            1.434575,
            2.00882,
            3.142568,
            1.358378
        ],
        [
            437851,
            437851,
            51814,
            1354477,
            1354477,
            730086
        ],
        [
            -47972,
            -31705,
            -47972,
            -571550,
            -233025,
            -571550
        ],
        [
            19,
            17,
            20,
            19,
            17,
            20
        ],
        [
            38,
            43,
            35,
            38,
            43,
            35
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            3807,
            1770,
            2037,
            3807,
            1770,
            2037
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310532,
            -18557,
            -236413,
            -277298,
            -427379,
            -250659
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3862,
    "evaluation_days": 1931,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1592827200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863145500,
    "expiration_time": 1763720352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 13,
            "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)