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Trade: LRC/USDT/720/HWMA/RMA/4068

Strategy
LRC/USDT/720/HWMA/RMA/4068
Pair
LRC_USDT
Interval
12h
Score
603624
Daily Profit
0.161150
Profit Factor
2.920853
Profitability
71.428571
Streak
296.751168
Best Strategy
Training Data Length
1949.000000
Evaluation Time
2025-10-12 21:01
Expiration Time
2025-12-10 01:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -56031.8146 104522.5261 -160554.3407 563675.2258 -1642770.3264 2206445.5522
Total P&L (%) -56.0318 104.5225 -160.5543 563.6752 -1642.7703 2206.4456
Avg Daily Profit (%) -0.0287 0.0536 -0.0824 0.0972 0 0.1612
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -335700 -140457 -334246 -1582444 -1985965 -728513
Profit Factor 0.9304 1.3557 0.6861 1.1367 0.4479 2.9209
Total Trades 168 84 84 168 84 84
Winning Trades 133 67 66 115 55 60
Losing Trades 35 17 18 53 29 24
Profitability (%) 79.1667 79.7619 78.5714 68.4524 65.4762 71.4286
Ratio Avg Win / Avg Loss 0.2448 0.344 0.1871 0.5239 0.2362 1.1683
Largest Winning Trade 47593 47593 25334 1903105 136870 1903105
Largest Losing Trade -278290 -65688 -278290 -1209421 -1209421 -479582
Avg Bars in Trades 21 28 15 21 28 15
Avg Bars in Winners 5 5 6 9 9 9
Avg Bars in Losers 80 117 46 48 63 30
Bars Traded 3619 2354 1265 3619 2354 1265
Profit Streak 76.7512 76.7512 296.7512 76.7512 76.7512 296.7512
Trades During Streak 17 8 16 17 8 16
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574086 -116856 -575256 -129402 -576942 603624
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3898,
    "evaluation_days": 1949,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1597320000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760292100878,
    "expiration_time": 1765322208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.9005,
            "nb": 0.26751,
            "nc": 0.87461
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 126,
            "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": [
        [
            -56031.8146099468,
            104522.5260660081,
            -160554.3406759551,
            563675.2258188755,
            -1642770.326408099,
            2206445.552226974
        ],
        [
            -56.031815,
            104.522526,
            -160.554341,
            563.675226,
            -1642.770326,
            2206.445552
        ],
        [
            -0.028749,
            0.053629,
            -0.082378,
            0.097155,
            0,
            0.16115
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -335700,
            -140457,
            -334246,
            -1582444,
            -1985965,
            -728513
        ],
        [
            0.930427,
            1.355661,
            0.686098,
            1.136671,
            0.447929,
            2.920853
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            133,
            67,
            66,
            115,
            55,
            60
        ],
        [
            35,
            17,
            18,
            53,
            29,
            24
        ],
        [
            79.166667,
            79.761905,
            78.571429,
            68.452381,
            65.47619,
            71.428571
        ],
        [
            0.244849,
            0.343974,
            0.187118,
            0.523857,
            0.236181,
            1.168341
        ],
        [
            47593,
            47593,
            25334,
            1903105,
            136870,
            1903105
        ],
        [
            -278290,
            -65688,
            -278290,
            -1209421,
            -1209421,
            -479582
        ],
        [
            21,
            28,
            15,
            21,
            28,
            15
        ],
        [
            5,
            5,
            6,
            9,
            9,
            9
        ],
        [
            80,
            117,
            46,
            48,
            63,
            30
        ],
        [
            3619,
            2354,
            1265,
            3619,
            2354,
            1265
        ],
        [
            76.751167,
            76.751167,
            296.751167,
            76.751168,
            76.751168,
            296.751168
        ],
        [
            17,
            8,
            16,
            17,
            8,
            16
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574086,
            -116856,
            -575256,
            -129402,
            -576942,
            603624
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3898,
    "evaluation_days": 1949,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1597320000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760292100878,
    "expiration_time": 1765322208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.9005,
            "nb": 0.26751,
            "nc": 0.87461
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 126,
            "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)