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Trade: LRC/USDT/720/JMA/HWMA/8701

Strategy
LRC/USDT/720/JMA/HWMA/8701
Pair
LRC_USDT
Interval
12h
Score
468655
Daily Profit
0.312307
Profit Factor
1.568481
Profitability
46.606335
Streak
15.870309
Best Strategy
Training Data Length
1941.000000
Evaluation Time
2025-10-04 23:53
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 606187.5561 514203.2324 91984.3237 138126.1801 -172906.0404 311032.2205
Total P&L (%) 606.1876 514.2032 91.9843 138.1262 -172.906 311.0322
Avg Daily Profit (%) 0.3123 0.2649 0.0474 0.0447 0 0.0729
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124624 -110464 -73969 -716436 -578847 -329307
Profit Factor 1.5685 1.8874 1.1889 1.0371 0.9142 1.1823
Total Trades 221 111 110 221 111 110
Winning Trades 103 47 56 103 47 56
Losing Trades 118 64 54 118 64 54
Profitability (%) 46.6063 42.3423 50.9091 46.6063 42.3423 50.9091
Ratio Avg Win / Avg Loss 1.7969 2.5701 1.1465 1.1882 1.2448 1.1401
Largest Winning Trade 439667 439667 60336 330801 330801 327487
Largest Losing Trade -46193 -34208 -46193 -285229 -163866 -285229
Avg Bars in Trades 16 15 18 16 15 18
Avg Bars in Winners 22 18 25 22 18 25
Avg Bars in Losers 11 12 10 11 12 10
Bars Traded 3693 1675 2017 3693 1675 2017
Profit Streak 15.8703 15.8703 21.3703 15.8703 15.8703 21.3703
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468655 352637 -141656 -311698 -581491 -114995
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3882,
    "evaluation_days": 1941,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1599609600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759611194707,
    "expiration_time": 1764610272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.28706,
            "nc": 0.26795
        }
    }
}
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": [
        [
            606187.5561169726,
            514203.2324146301,
            91984.323702342,
            138126.1800666306,
            -172906.0404472775,
            311032.2205139082
        ],
        [
            606.187556,
            514.203232,
            91.984324,
            138.12618,
            -172.90604,
            311.032221
        ],
        [
            0.312307,
            0.264917,
            0.04739,
            0.04471,
            0,
            0.07285
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124624,
            -110464,
            -73969,
            -716436,
            -578847,
            -329307
        ],
        [
            1.568481,
            1.887449,
            1.188914,
            1.037124,
            0.914167,
            1.182291
        ],
        [
            221,
            111,
            110,
            221,
            111,
            110
        ],
        [
            103,
            47,
            56,
            103,
            47,
            56
        ],
        [
            118,
            64,
            54,
            118,
            64,
            54
        ],
        [
            46.606335,
            42.342342,
            50.909091,
            46.606335,
            42.342342,
            50.909091
        ],
        [
            1.7969,
            2.570144,
            1.146452,
            1.188161,
            1.244823,
            1.140067
        ],
        [
            439667,
            439667,
            60336,
            330801,
            330801,
            327487
        ],
        [
            -46193,
            -34208,
            -46193,
            -285229,
            -163866,
            -285229
        ],
        [
            16,
            15,
            18,
            16,
            15,
            18
        ],
        [
            22,
            18,
            25,
            22,
            18,
            25
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            3693,
            1675,
            2017,
            3693,
            1675,
            2017
        ],
        [
            15.870309,
            15.870309,
            21.370309,
            15.870309,
            15.870309,
            21.370309
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468655,
            352637,
            -141656,
            -311698,
            -581491,
            -114995
        ]
    ]
}
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": 1599609600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759611194707,
    "expiration_time": 1764610272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.28706,
            "nc": 0.26795
        }
    }
}

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)