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Trade: LRC/USDT/720/BBM/WMA/3845

Strategy
LRC/USDT/720/BBM/WMA/3845
Pair
LRC_USDT
Interval
12h
Score
319726
Daily Profit
0.399902
Profit Factor
1.952890
Profitability
37.398374
Streak
0.000000
Best Strategy
Training Data Length
1939.000000
Evaluation Time
2025-10-03 00:43
Expiration Time
2025-11-29 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 775409.0693 718809.9863 56599.083 224966.6603 37655.7318 187310.9285
Total P&L (%) 775.4091 718.81 56.5991 224.9667 37.6557 187.3109
Avg Daily Profit (%) 0.3999 0.3707 0.0292 0.0608 0.0165 0.0544
Buy And Hold Return (%) 18.1362 18.1362 18.1362 18.1362 18.1362 18.1362
Max Trade Drawdown -137173 -122010 -85052 -265960 -395828 -151779
Profit Factor 1.9529 2.6563 1.149 1.1324 1.0389 1.2561
Total Trades 123 62 61 123 62 61
Winning Trades 46 17 29 46 17 29
Losing Trades 77 45 32 77 45 32
Profitability (%) 37.3984 27.4194 47.541 37.3984 27.4194 47.541
Ratio Avg Win / Avg Loss 3.269 7.0314 1.2679 1.8955 2.75 1.386
Largest Winning Trade 568880 568880 57777 316752 316752 101728
Largest Losing Trade -47961 -32735 -47961 -128548 -128548 -70765
Avg Bars in Trades 30 27 34 30 27 34
Avg Bars in Winners 49 53 47 49 53 47
Avg Bars in Losers 19 17 22 19 17 22
Bars Traded 3794 1705 2089 3794 1705 2089
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 319726 -158768 -376109 -190142 -527176 -283034
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3878,
    "evaluation_days": 1939,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1593475200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759441388041,
    "expiration_time": 1764432288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 32,
            "offset": 0,
            "std": 1.12082
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 37,
            "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": [
        [
            775409.0692632551,
            718809.9862771608,
            56599.0829860945,
            224966.6603004308,
            37655.731802813,
            187310.928497618
        ],
        [
            775.409069,
            718.809986,
            56.599083,
            224.96666,
            37.655732,
            187.310928
        ],
        [
            0.399902,
            0.370712,
            0.02919,
            0.0608,
            0.016483,
            0.054445
        ],
        [
            18.13622,
            18.13622,
            18.13622,
            18.13622,
            18.13622,
            18.13622
        ],
        [
            -137173,
            -122010,
            -85052,
            -265960,
            -395828,
            -151779
        ],
        [
            1.95289,
            2.656298,
            1.14904,
            1.132352,
            1.038892,
            1.256051
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            46,
            17,
            29,
            46,
            17,
            29
        ],
        [
            77,
            45,
            32,
            77,
            45,
            32
        ],
        [
            37.398374,
            27.419355,
            47.540984,
            37.398374,
            27.419355,
            47.540984
        ],
        [
            3.268968,
            7.031377,
            1.267906,
            1.895459,
            2.750007,
            1.385987
        ],
        [
            568880,
            568880,
            57777,
            316752,
            316752,
            101728
        ],
        [
            -47961,
            -32735,
            -47961,
            -128548,
            -128548,
            -70765
        ],
        [
            30,
            27,
            34,
            30,
            27,
            34
        ],
        [
            49,
            53,
            47,
            49,
            53,
            47
        ],
        [
            19,
            17,
            22,
            19,
            17,
            22
        ],
        [
            3794,
            1705,
            2089,
            3794,
            1705,
            2089
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319726,
            -158768,
            -376109,
            -190142,
            -527176,
            -283034
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3878,
    "evaluation_days": 1939,
    "actual_first_datapoint_time": 1591920000000,
    "first_datapoint_time": 1593475200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759441388041,
    "expiration_time": 1764432288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 32,
            "offset": 0,
            "std": 1.12082
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 37,
            "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)