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Trade: LRC/USDT/120/T3/SINWMA/2796

Strategy
LRC/USDT/120/T3/SINWMA/2796
Pair
LRC_USDT
Interval
2h
Score
374512
Daily Profit
0.467567
Profit Factor
2.226615
Profitability
38.613861
Streak
0.000000
Best Strategy
Training Data Length
1938.420000
Evaluation Time
2025-10-03 11:01
Expiration Time
2025-12-12 02:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 906340.9746 822739.9079 83601.0667 506810.4327 -421338.9373 928149.37
Total P&L (%) 906.341 822.7399 83.6011 506.8104 -421.3389 928.1494
Avg Daily Profit (%) 0.4676 0.4244 0.0431 0.0931 0 0.1203
Buy And Hold Return (%) 15.0176 15.0176 15.0176 15.0176 15.0176 15.0176
Max Trade Drawdown -150764 -124665 -69870 -1413530 -1255710 -431734
Profit Factor 2.2266 3.0104 1.2536 1.1263 0.8264 1.585
Total Trades 101 51 50 101 51 50
Winning Trades 39 13 26 39 13 26
Losing Trades 62 38 24 62 38 24
Profitability (%) 38.6139 25.4902 52 38.6139 25.4902 52
Ratio Avg Win / Avg Loss 3.5397 8.7996 1.1572 1.7905 2.4155 1.4631
Largest Winning Trade 576194 576194 57987 704686 704686 485427
Largest Losing Trade -41777 -37435 -41777 -620025 -620025 -208676
Avg Bars in Trades 225 212 238 225 212 238
Avg Bars in Winners 363 422 334 363 422 334
Avg Bars in Losers 138 140 134 138 140 134
Bars Traded 22760 10823 11937 22760 10823 11937
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 374512 -192281 -316253 -152963 -785987 -209971
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23261,
    "evaluation_days": 1938.42,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593288000000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759478513100,
    "expiration_time": 1765500451200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 187,
            "offset": 0,
            "a": 0.60174
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 87,
            "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": [
        [
            906340.9745662857,
            822739.9079097116,
            83601.0666565739,
            506810.4327164623,
            -421338.937327673,
            928149.3700441348
        ],
        [
            906.340975,
            822.739908,
            83.601067,
            506.810433,
            -421.338937,
            928.14937
        ],
        [
            0.467567,
            0.424438,
            0.043128,
            0.09306,
            0,
            0.120291
        ],
        [
            15.017645,
            15.017645,
            15.017645,
            15.017645,
            15.017645,
            15.017645
        ],
        [
            -150764,
            -124665,
            -69870,
            -1413530,
            -1255710,
            -431734
        ],
        [
            2.226615,
            3.010391,
            1.253604,
            1.126292,
            0.826363,
            1.585045
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            39,
            13,
            26,
            39,
            13,
            26
        ],
        [
            62,
            38,
            24,
            62,
            38,
            24
        ],
        [
            38.613861,
            25.490196,
            52,
            38.613861,
            25.490196,
            52
        ],
        [
            3.539748,
            8.799606,
            1.157173,
            1.790516,
            2.415521,
            1.463118
        ],
        [
            576194,
            576194,
            57987,
            704686,
            704686,
            485427
        ],
        [
            -41777,
            -37435,
            -41777,
            -620025,
            -620025,
            -208676
        ],
        [
            225,
            212,
            238,
            225,
            212,
            238
        ],
        [
            363,
            422,
            334,
            363,
            422,
            334
        ],
        [
            138,
            140,
            134,
            138,
            140,
            134
        ],
        [
            22760,
            10823,
            11937,
            22760,
            10823,
            11937
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            374512,
            -192281,
            -316253,
            -152963,
            -785987,
            -209971
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23261,
    "evaluation_days": 1938.42,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593288000000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759478513100,
    "expiration_time": 1765500451200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 187,
            "offset": 0,
            "a": 0.60174
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 87,
            "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)