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Trade: LRC/USDT/480/SINWMA/HILO/9510

Strategy
LRC/USDT/480/SINWMA/HILO/9510
Pair
LRC_USDT
Interval
8h
Score
413352
Daily Profit
0.274228
Profit Factor
3.026295
Profitability
42.424242
Streak
0.000000
Best Strategy
Training Data Length
1941.670000
Evaluation Time
2025-10-06 00:54
Expiration Time
2025-12-03 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 616215.8247 532459.5627 83756.262 -270765.2933 69360.1751 -340125.4684
Total P&L (%) 616.2158 532.4596 83.7563 -270.7653 69.3602 -340.1255
Avg Daily Profit (%) 0.3174 0.2742 0.0431 0 0.0271 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114052 -74528 -123681 -425605 -103073 -391084
Profit Factor 2.167 3.0263 1.3158 0.698 1.2233 0.4195
Total Trades 66 33 33 66 33 33
Winning Trades 30 14 16 35 18 17
Losing Trades 36 19 17 31 15 16
Profitability (%) 45.4545 42.4242 48.4848 53.0303 54.5455 51.5152
Ratio Avg Win / Avg Loss 2.6004 4.1071 1.398 0.6182 1.0194 0.3948
Largest Winning Trade 490544 490544 51805 48756 48756 35306
Largest Losing Trade -111975 -54661 -111975 -124092 -92875 -124092
Avg Bars in Trades 82 57 107 82 57 107
Avg Bars in Winners 129 85 167 44 33 56
Avg Bars in Losers 43 36 51 125 85 162
Bars Traded 5446 1890 3556 5446 1890 3556
Profit Streak 0 0 0 35.9131 35.9131 37.5798
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -117381 413352 -135725 -707894 -155942 -580061
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5825,
    "evaluation_days": 1941.67,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1596672000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759701294139,
    "expiration_time": 1764712800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            616215.824718722,
            532459.5626778989,
            83756.2620408231,
            -270765.2933340807,
            69360.1750681553,
            -340125.4684022361
        ],
        [
            616.215825,
            532.459563,
            83.756262,
            -270.765293,
            69.360175,
            -340.125468
        ],
        [
            0.317364,
            0.274228,
            0.043136,
            0,
            0.027138,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114052,
            -74528,
            -123681,
            -425605,
            -103073,
            -391084
        ],
        [
            2.16702,
            3.026295,
            1.315763,
            0.697981,
            1.2233,
            0.419483
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            30,
            14,
            16,
            35,
            18,
            17
        ],
        [
            36,
            19,
            17,
            31,
            15,
            16
        ],
        [
            45.454545,
            42.424242,
            48.484848,
            53.030303,
            54.545455,
            51.515152
        ],
        [
            2.600423,
            4.107114,
            1.397998,
            0.618211,
            1.019416,
            0.394808
        ],
        [
            490544,
            490544,
            51805,
            48756,
            48756,
            35306
        ],
        [
            -111975,
            -54661,
            -111975,
            -124092,
            -92875,
            -124092
        ],
        [
            82,
            57,
            107,
            82,
            57,
            107
        ],
        [
            129,
            85,
            167,
            44,
            33,
            56
        ],
        [
            43,
            36,
            51,
            125,
            85,
            162
        ],
        [
            5446,
            1890,
            3556,
            5446,
            1890,
            3556
        ],
        [
            0,
            0,
            0,
            35.913127,
            35.913127,
            37.579793
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -117381,
            413352,
            -135725,
            -707894,
            -155942,
            -580061
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5825,
    "evaluation_days": 1941.67,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1596672000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759701294139,
    "expiration_time": 1764712800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)