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Trade: LRC/USDT/720/SWMA/PWMA/2698

Strategy
LRC/USDT/720/SWMA/PWMA/2698
Pair
LRC_USDT
Interval
12h
Score
414000
Daily Profit
0.256715
Profit Factor
3.645694
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
1947.000000
Evaluation Time
2025-10-11 03:52
Expiration Time
2025-12-07 23:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 610558.4201 499824.4734 110733.9466 212071.1446 -50472.8419 262543.9866
Total P&L (%) 610.5584 499.8245 110.7339 212.0711 -50.4728 262.544
Avg Daily Profit (%) 0.3136 0.2567 0.0569 0.0585 -0.0361 0.0662
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88636 -63833 -90075 -551037 -472191 -295984
Profit Factor 2.458 3.6457 1.4818 1.1318 0.9403 1.3437
Total Trades 58 29 29 58 29 29
Winning Trades 27 12 15 27 12 15
Losing Trades 31 17 14 31 17 14
Profitability (%) 46.5517 41.3793 51.7241 46.5517 41.3793 51.7241
Ratio Avg Win / Avg Loss 2.8222 5.1647 1.383 1.2995 1.3321 1.2541
Largest Winning Trade 403708 403708 64305 164613 164613 150581
Largest Losing Trade -86544 -31318 -86544 -290590 -254054 -290590
Avg Bars in Trades 64 49 79 64 49 79
Avg Bars in Winners 89 70 104 89 70 104
Avg Bars in Losers 43 35 52 43 35 52
Bars Traded 3753 1448 2305 3753 1448 2305
Profit Streak 0 0 82.5362 0 0 82.5362
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167148 414000 -114649 -371253 -582518 -103092
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3894,
    "evaluation_days": 1947,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1596369600000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760143930858,
    "expiration_time": 1765144224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 40,
            "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": [
        [
            610558.4200669976,
            499824.4734216991,
            110733.9466452982,
            212071.1446299859,
            -50472.8419416336,
            262543.9865716194
        ],
        [
            610.55842,
            499.824473,
            110.733947,
            212.071145,
            -50.472842,
            262.543987
        ],
        [
            0.313589,
            0.256715,
            0.056874,
            0.058469,
            -0.036082,
            0.066174
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88636,
            -63833,
            -90075,
            -551037,
            -472191,
            -295984
        ],
        [
            2.458004,
            3.645694,
            1.481781,
            1.131784,
            0.940296,
            1.34371
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            46.551724,
            41.37931,
            51.724138,
            46.551724,
            41.37931,
            51.724138
        ],
        [
            2.822153,
            5.164733,
            1.382995,
            1.299455,
            1.332086,
            1.25413
        ],
        [
            403708,
            403708,
            64305,
            164613,
            164613,
            150581
        ],
        [
            -86544,
            -31318,
            -86544,
            -290590,
            -254054,
            -290590
        ],
        [
            64,
            49,
            79,
            64,
            49,
            79
        ],
        [
            89,
            70,
            104,
            89,
            70,
            104
        ],
        [
            43,
            35,
            52,
            43,
            35,
            52
        ],
        [
            3753,
            1448,
            2305,
            3753,
            1448,
            2305
        ],
        [
            0,
            0,
            82.536237,
            0,
            0,
            82.536237
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167148,
            414000,
            -114649,
            -371253,
            -582518,
            -103092
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3894,
    "evaluation_days": 1947,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1596369600000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760143930858,
    "expiration_time": 1765144224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 40,
            "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)