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Trade: LRC/USDT/120/DCM/MIDPRICE/7511

Strategy
LRC/USDT/120/DCM/MIDPRICE/7511
Pair
LRC_USDT
Interval
2h
Score
422899
Daily Profit
0.423229
Profit Factor
2.393541
Profitability
40.909091
Streak
34.903103
Best Strategy
Training Data Length
1940.330000
Evaluation Time
2025-10-05 08:40
Expiration Time
2025-12-14 02:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 821203.1913 690515.4938 130687.6975 -6819728.431 -1626532.1884 -5193196.2427
Total P&L (%) 821.2032 690.5155 130.6877 -6819.7284 -1626.5322 -5193.1962
Avg Daily Profit (%) 0.4232 0.3559 0.0674 0 0 0
Buy And Hold Return (%) 21.3235 21.3235 21.3235 21.3235 21.3235 21.3235
Max Trade Drawdown -186880 -98735 -166771 -7281824 -1951226 -5645749
Profit Factor 2.3935 3.4987 1.4176 0.4682 0.6973 0.3029
Total Trades 88 44 44 88 44 44
Winning Trades 36 14 22 49 29 20
Losing Trades 52 30 22 39 15 24
Profitability (%) 40.9091 31.8182 50 55.6818 65.9091 45.4545
Ratio Avg Win / Avg Loss 3.4573 7.4972 1.4176 0.3726 0.3607 0.3635
Largest Winning Trade 461953 461953 48041 584762 584762 430517
Largest Losing Trade -155428 -38681 -155428 -1442584 -1442584 -1293763
Avg Bars in Trades 255 238 273 255 238 273
Avg Bars in Winners 380 423 353 170 179 158
Avg Bars in Losers 169 151 193 362 352 368
Bars Traded 22506 10480 12026 22506 10480 12026
Profit Streak 34.9031 134.1531 0 0 0 54.0698
Trades During Streak 1 2 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422899 360367 -102722 -579806 -578657 -581924
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23284,
    "evaluation_days": 1940.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593547200000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759642828071,
    "expiration_time": 1765672012800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 72,
            "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": [
        [
            821203.1913139678,
            690515.493846985,
            130687.6974669829,
            -6819728.431048396,
            -1626532.1883729843,
            -5193196.2426754115
        ],
        [
            821.203191,
            690.515494,
            130.687697,
            -6819.728431,
            -1626.532188,
            -5193.196243
        ],
        [
            0.423229,
            0.355875,
            0.067353,
            0,
            0,
            0
        ],
        [
            21.323529,
            21.323529,
            21.323529,
            21.323529,
            21.323529,
            21.323529
        ],
        [
            -186880,
            -98735,
            -166771,
            -7281824,
            -1951226,
            -5645749
        ],
        [
            2.393541,
            3.498684,
            1.417611,
            0.468179,
            0.697287,
            0.302944
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            36,
            14,
            22,
            49,
            29,
            20
        ],
        [
            52,
            30,
            22,
            39,
            15,
            24
        ],
        [
            40.909091,
            31.818182,
            50,
            55.681818,
            65.909091,
            45.454545
        ],
        [
            3.457337,
            7.497181,
            1.417611,
            0.372633,
            0.360666,
            0.363533
        ],
        [
            461953,
            461953,
            48041,
            584762,
            584762,
            430517
        ],
        [
            -155428,
            -38681,
            -155428,
            -1442584,
            -1442584,
            -1293763
        ],
        [
            255,
            238,
            273,
            255,
            238,
            273
        ],
        [
            380,
            423,
            353,
            170,
            179,
            158
        ],
        [
            169,
            151,
            193,
            362,
            352,
            368
        ],
        [
            22506,
            10480,
            12026,
            22506,
            10480,
            12026
        ],
        [
            34.903103,
            134.153103,
            0,
            0,
            0,
            54.069769
        ],
        [
            1,
            2,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422899,
            360367,
            -102722,
            -579806,
            -578657,
            -581924
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23284,
    "evaluation_days": 1940.33,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593547200000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759642828071,
    "expiration_time": 1765672012800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 72,
            "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)