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Trade: LRC/USDT/720/SSF/HWMA/2077

Strategy
LRC/USDT/720/SSF/HWMA/2077
Pair
LRC_USDT
Interval
12h
Score
346826
Daily Profit
0.189376
Profit Factor
1.397719
Profitability
46.808511
Streak
13.625782
Best Strategy
Training Data Length
1945.000000
Evaluation Time
2025-10-08 18:01
Expiration Time
2025-12-05 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 311199.6628 368336.9002 -57137.2374 -107662.8564 32698.4189 -140361.2753
Total P&L (%) 311.1997 368.3369 -57.1372 -107.6629 32.6984 -140.3613
Avg Daily Profit (%) 0.16 0.1894 -0.0294 0 0.0145 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -309802 -95112 -401322 -102562 -29558 -137717
Profit Factor 1.1534 1.3977 0.9482 0.6984 1.2456 0.3728
Total Trades 471 235 236 471 235 236
Winning Trades 244 110 134 206 110 96
Losing Trades 227 125 102 265 125 140
Profitability (%) 51.8047 46.8085 56.7797 43.7367 46.8085 40.678
Ratio Avg Win / Avg Loss 1.073 1.5883 0.7218 0.8984 1.4154 0.5437
Largest Winning Trade 118770 118770 47385 31561 31561 13543
Largest Losing Trade -115896 -31491 -115896 -23250 -13415 -23250
Avg Bars in Trades 8 8 8 8 8 8
Avg Bars in Winners 8 8 8 8 8 8
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 3881 1935 1946 3881 1935 1946
Profit Streak 9.6258 13.6258 9.6258 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -40459 346826 -578276 -580474 -176820 -583446
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3890,
    "evaluation_days": 1945,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1591920000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759935667585,
    "expiration_time": 1764966240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 10,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.35612,
            "nc": 0.74463
        }
    }
}
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": [
        [
            311199.6628064671,
            368336.9001909065,
            -57137.2373844396,
            -107662.8564243766,
            32698.418867324,
            -140361.2752917004
        ],
        [
            311.199663,
            368.3369,
            -57.137237,
            -107.662856,
            32.698419,
            -140.361275
        ],
        [
            0.16,
            0.189376,
            -0.029376,
            0,
            0.014546,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -309802,
            -95112,
            -401322,
            -102562,
            -29558,
            -137717
        ],
        [
            1.153371,
            1.397719,
            0.948196,
            0.698381,
            1.245572,
            0.372822
        ],
        [
            471,
            235,
            236,
            471,
            235,
            236
        ],
        [
            244,
            110,
            134,
            206,
            110,
            96
        ],
        [
            227,
            125,
            102,
            265,
            125,
            140
        ],
        [
            51.804671,
            46.808511,
            56.779661,
            43.73673,
            46.808511,
            40.677966
        ],
        [
            1.073013,
            1.588317,
            0.721761,
            0.898403,
            1.415423,
            0.543699
        ],
        [
            118770,
            118770,
            47385,
            31561,
            31561,
            13543
        ],
        [
            -115896,
            -31491,
            -115896,
            -23250,
            -13415,
            -23250
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            3881,
            1935,
            1946,
            3881,
            1935,
            1946
        ],
        [
            9.625782,
            13.625782,
            9.625782,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40459,
            346826,
            -578276,
            -580474,
            -176820,
            -583446
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3890,
    "evaluation_days": 1945,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1591920000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759935667585,
    "expiration_time": 1764966240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 10,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.35612,
            "nc": 0.74463
        }
    }
}

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)