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Trade: LRC/USDT/720/ZLMA/FWMA/3227

Strategy
LRC/USDT/720/ZLMA/FWMA/3227
Pair
LRC_USDT
Interval
12h
Score
587842
Daily Profit
0.166139
Profit Factor
4.533152
Profitability
54.838710
Streak
32.518536
Best Strategy
Training Data Length
1941.000000
Evaluation Time
2025-10-05 03:26
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 37660.3082 168385.6748 -130725.3665 -515725.3044 2408011.2681 -2923736.5725
Total P&L (%) 37.6603 168.3857 -130.7254 -515.7253 2408.0113 -2923.7366
Avg Daily Profit (%) 0.0194 0.0868 -0.0673 0 0.1661 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -394036 -152056 -287076 -2514211 -183713 -3277732
Profit Factor 1.0565 1.6486 0.6784 0.8868 4.5332 0.245
Total Trades 61 31 30 61 31 30
Winning Trades 33 15 18 30 17 13
Losing Trades 28 16 12 31 14 17
Profitability (%) 54.0984 48.3871 60 49.1803 54.8387 43.3333
Ratio Avg Win / Avg Loss 0.8965 1.7585 0.4523 0.9163 3.7332 0.3204
Largest Winning Trade 185830 185830 44352 696650 696650 294641
Largest Losing Trade -274710 -48905 -274710 -2514211 -110703 -2514211
Avg Bars in Trades 59 74 44 59 74 44
Avg Bars in Winners 35 39 32 74 102 37
Avg Bars in Losers 88 107 62 45 39 50
Bars Traded 3634 2299 1335 3634 2299 1335
Profit Streak 0 0 272.5185 4.0185 32.5185 0
Trades During Streak 0 0 3 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -494835 -74682 -578179 -747299 587842 -583418
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3882,
    "evaluation_days": 1941,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1600300800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759624001504,
    "expiration_time": 1764610272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 117,
            "offset": 78
        }
    }
}
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": [
        [
            37660.3082373384,
            168385.6747863537,
            -130725.3665490156,
            -515725.3044135423,
            2408011.268129027,
            -2923736.5725425696
        ],
        [
            37.660308,
            168.385675,
            -130.725367,
            -515.725304,
            2408.011268,
            -2923.736573
        ],
        [
            0.019403,
            0.086752,
            -0.067349,
            0,
            0.166139,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -394036,
            -152056,
            -287076,
            -2514211,
            -183713,
            -3277732
        ],
        [
            1.056539,
            1.648606,
            0.678398,
            0.886756,
            4.533152,
            0.245013
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            33,
            15,
            18,
            30,
            17,
            13
        ],
        [
            28,
            16,
            12,
            31,
            14,
            17
        ],
        [
            54.098361,
            48.387097,
            60,
            49.180328,
            54.83871,
            43.333333
        ],
        [
            0.896457,
            1.758513,
            0.452265,
            0.916315,
            3.733184,
            0.320401
        ],
        [
            185830,
            185830,
            44352,
            696650,
            696650,
            294641
        ],
        [
            -274710,
            -48905,
            -274710,
            -2514211,
            -110703,
            -2514211
        ],
        [
            59,
            74,
            44,
            59,
            74,
            44
        ],
        [
            35,
            39,
            32,
            74,
            102,
            37
        ],
        [
            88,
            107,
            62,
            45,
            39,
            50
        ],
        [
            3634,
            2299,
            1335,
            3634,
            2299,
            1335
        ],
        [
            0,
            0,
            272.518536,
            4.018536,
            32.518536,
            0
        ],
        [
            0,
            0,
            3,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -494835,
            -74682,
            -578179,
            -747299,
            587842,
            -583418
        ]
    ]
}
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": 1600300800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759624001504,
    "expiration_time": 1764610272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 117,
            "offset": 78
        }
    }
}

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)