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Trade: LRC/USDT/720/MIDPRICE/SWMA/9875

Strategy
LRC/USDT/720/MIDPRICE/SWMA/9875
Pair
LRC_USDT
Interval
12h
Score
507163
Daily Profit
0.370456
Profit Factor
1.734439
Profitability
50.857143
Streak
0.000000
Best Strategy
Training Data Length
1941.000000
Evaluation Time
2025-10-04 21:20
Expiration Time
2025-12-01 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 719055.1513 602049.3807 117005.7706 -8623041.5118 -879417.0918 -7743624.4199
Total P&L (%) 719.0552 602.0494 117.0058 -8623.0415 -879.4171 -7743.6244
Avg Daily Profit (%) 0.3705 0.3102 0.0603 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184608 -38373 -236394 -15106110 -4113620 -11908808
Profit Factor 1.7344 2.7183 1.1861 0.7476 0.9388 0.6088
Total Trades 175 88 87 175 88 87
Winning Trades 89 39 50 86 50 36
Losing Trades 86 49 37 89 38 51
Profitability (%) 50.8571 44.3182 57.4713 49.1429 56.8182 41.3793
Ratio Avg Win / Avg Loss 1.676 3.4153 0.8777 0.7737 0.7135 0.8625
Largest Winning Trade 130538 130538 69105 1927074 1554684 1927074
Largest Losing Trade -164667 -22524 -164667 -2542447 -1866258 -2542447
Avg Bars in Trades 21 14 28 21 14 28
Avg Bars in Winners 26 15 35 18 13 24
Avg Bars in Losers 16 13 19 24 15 31
Bars Traded 3779 1276 2503 3779 1276 2503
Profit Streak 0 0 0 77.764 78.764 77.764
Trades During Streak 0 0 0 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 507163 428945 -128976 -578451 -578566 -583210
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3882,
    "evaluation_days": 1941,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1593648000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759602006759,
    "expiration_time": 1764610272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 41,
            "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": [
        [
            719055.1513353115,
            602049.3807300251,
            117005.7706052863,
            -8623041.511753269,
            -879417.0918328981,
            -7743624.419920372
        ],
        [
            719.055151,
            602.049381,
            117.005771,
            -8623.041512,
            -879.417092,
            -7743.62442
        ],
        [
            0.370456,
            0.310175,
            0.060281,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184608,
            -38373,
            -236394,
            -15106110,
            -4113620,
            -11908808
        ],
        [
            1.734439,
            2.718304,
            1.186113,
            0.747628,
            0.938809,
            0.608834
        ],
        [
            175,
            88,
            87,
            175,
            88,
            87
        ],
        [
            89,
            39,
            50,
            86,
            50,
            36
        ],
        [
            86,
            49,
            37,
            89,
            38,
            51
        ],
        [
            50.857143,
            44.318182,
            57.471264,
            49.142857,
            56.818182,
            41.37931
        ],
        [
            1.675975,
            3.415306,
            0.877724,
            0.773708,
            0.713495,
            0.862514
        ],
        [
            130538,
            130538,
            69105,
            1927074,
            1554684,
            1927074
        ],
        [
            -164667,
            -22524,
            -164667,
            -2542447,
            -1866258,
            -2542447
        ],
        [
            21,
            14,
            28,
            21,
            14,
            28
        ],
        [
            26,
            15,
            35,
            18,
            13,
            24
        ],
        [
            16,
            13,
            19,
            24,
            15,
            31
        ],
        [
            3779,
            1276,
            2503,
            3779,
            1276,
            2503
        ],
        [
            0,
            0,
            0,
            77.763967,
            78.763967,
            77.763967
        ],
        [
            0,
            0,
            0,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            507163,
            428945,
            -128976,
            -578451,
            -578566,
            -583210
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3882,
    "evaluation_days": 1941,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1593648000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759602006759,
    "expiration_time": 1764610272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 41,
            "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)