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Trade: LRC/USDT/360/PWMA/ZLMA/5058

Strategy
LRC/USDT/360/PWMA/ZLMA/5058
Pair
LRC_USDT
Interval
6h
Score
457734
Daily Profit
0.323026
Profit Factor
2.026427
Profitability
47.368421
Streak
24.118224
Best Strategy
Training Data Length
1945.750000
Evaluation Time
2025-10-09 23:50
Expiration Time
2025-12-07 04:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 628527.6778 526496.7123 102030.9655 174335.8604 20963.6217 153372.2387
Total P&L (%) 628.5277 526.4967 102.031 174.3359 20.9636 153.3722
Avg Daily Profit (%) 0.323 0.2706 0.0524 0.0519 0.0098 0.0478
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121476 -123829 -120411 -435525 -324113 -216906
Profit Factor 2.0264 2.5936 1.3619 1.1129 1.0271 1.1992
Total Trades 95 47 48 95 47 48
Winning Trades 45 19 26 45 19 26
Losing Trades 50 28 22 50 28 22
Profitability (%) 47.3684 40.4255 54.1667 47.3684 40.4255 54.1667
Ratio Avg Win / Avg Loss 2.2516 3.8221 1.1524 1.2365 1.5136 1.0147
Largest Winning Trade 483925 483925 48931 222663 222663 207656
Largest Losing Trade -72136 -38975 -72136 -169668 -84243 -169668
Avg Bars in Trades 77 54 99 77 54 99
Avg Bars in Winners 112 81 135 112 81 135
Avg Bars in Losers 45 36 57 45 36 57
Bars Traded 7343 2557 4786 7343 2557 4786
Profit Streak 24.1182 0 39.1182 24.1182 0 39.1182
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457734 358001 -121251 -220229 -379305 -129269
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7783,
    "evaluation_days": 1945.75,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1596391200000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760043014578,
    "expiration_time": 1765076184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 207,
            "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": [
        [
            628527.6778344677,
            526496.7123360008,
            102030.9654984671,
            174335.8604290504,
            20963.6217395657,
            153372.2386894848
        ],
        [
            628.527678,
            526.496712,
            102.030965,
            174.33586,
            20.963622,
            153.372239
        ],
        [
            0.323026,
            0.270588,
            0.052438,
            0.051879,
            0.009782,
            0.047792
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121476,
            -123829,
            -120411,
            -435525,
            -324113,
            -216906
        ],
        [
            2.026427,
            2.593564,
            1.361868,
            1.112871,
            1.027057,
            1.199242
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            50,
            28,
            22,
            50,
            28,
            22
        ],
        [
            47.368421,
            40.425532,
            54.166667,
            47.368421,
            40.425532,
            54.166667
        ],
        [
            2.251585,
            3.822094,
            1.15235,
            1.236523,
            1.513558,
            1.014743
        ],
        [
            483925,
            483925,
            48931,
            222663,
            222663,
            207656
        ],
        [
            -72136,
            -38975,
            -72136,
            -169668,
            -84243,
            -169668
        ],
        [
            77,
            54,
            99,
            77,
            54,
            99
        ],
        [
            112,
            81,
            135,
            112,
            81,
            135
        ],
        [
            45,
            36,
            57,
            45,
            36,
            57
        ],
        [
            7343,
            2557,
            4786,
            7343,
            2557,
            4786
        ],
        [
            24.118224,
            0,
            39.118224,
            24.118224,
            0,
            39.118224
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            457734,
            358001,
            -121251,
            -220229,
            -379305,
            -129269
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7783,
    "evaluation_days": 1945.75,
    "actual_first_datapoint_time": 1591941600000,
    "first_datapoint_time": 1596391200000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760043014578,
    "expiration_time": 1765076184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 207,
            "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)