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Trade: LRC/USDT/120/KCL/MIDPRICE/6345

Strategy
LRC/USDT/120/KCL/MIDPRICE/6345
Pair
LRC_USDT
Interval
2h
Score
319100
Daily Profit
0.269297
Profit Factor
1.724180
Profitability
39.849624
Streak
103.805737
Best Strategy
Training Data Length
1938.670000
Evaluation Time
2025-10-03 16:20
Expiration Time
2025-12-12 09:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 522077.649 565888.2914 -43810.6424 -79514.2791 -78207.704 -1306.5751
Total P&L (%) 522.0776 565.8883 -43.8106 -79.5143 -78.2077 -1.3066
Avg Daily Profit (%) 0.2693 0.2919 -0.0226 -0.0817 -0.0786 -0.0007
Buy And Hold Return (%) 14.3791 14.3791 14.3791 14.3791 14.3791 14.3791
Max Trade Drawdown -219641 -224547 -53952 -433968 -480394 -62154
Profit Factor 1.7242 2.0633 0.7678 0.9192 0.8987 0.9938
Total Trades 133 66 67 133 66 67
Winning Trades 53 23 30 53 23 30
Losing Trades 80 43 37 80 43 37
Profitability (%) 39.8496 34.8485 44.7761 39.8496 34.8485 44.7761
Ratio Avg Win / Avg Loss 2.6025 3.8574 0.947 1.3874 1.6801 1.2257
Largest Winning Trade 698614 698614 17357 389519 389519 40132
Largest Losing Trade -47478 -47478 -31605 -86058 -86058 -33724
Avg Bars in Trades 153 277 32 153 277 32
Avg Bars in Winners 207 422 43 207 422 43
Avg Bars in Losers 118 200 22 118 200 22
Bars Traded 20476 18326 2150 20476 18326 2150
Profit Streak 103.8057 0 168.8057 103.8057 0 168.8057
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319100 -117604 -699186 -582145 -708350 -697520
Evaluation Data
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23264,
    "evaluation_days": 1938.67,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593374400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759497615656,
    "expiration_time": 1765522828800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 198,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "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": [
        [
            522077.6490302065,
            565888.291422173,
            -43810.6423919664,
            -79514.2790714115,
            -78207.7039587558,
            -1306.5751126556
        ],
        [
            522.077649,
            565.888291,
            -43.810642,
            -79.514279,
            -78.207704,
            -1.306575
        ],
        [
            0.269297,
            0.291895,
            -0.022598,
            -0.081746,
            -0.07856,
            -0.000678
        ],
        [
            14.379085,
            14.379085,
            14.379085,
            14.379085,
            14.379085,
            14.379085
        ],
        [
            -219641,
            -224547,
            -53952,
            -433968,
            -480394,
            -62154
        ],
        [
            1.72418,
            2.06328,
            0.767845,
            0.919174,
            0.898666,
            0.993837
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            53,
            23,
            30,
            53,
            23,
            30
        ],
        [
            80,
            43,
            37,
            80,
            43,
            37
        ],
        [
            39.849624,
            34.848485,
            44.776119,
            39.849624,
            34.848485,
            44.776119
        ],
        [
            2.602535,
            3.857437,
            0.947009,
            1.387433,
            1.680114,
            1.225732
        ],
        [
            698614,
            698614,
            17357,
            389519,
            389519,
            40132
        ],
        [
            -47478,
            -47478,
            -31605,
            -86058,
            -86058,
            -33724
        ],
        [
            153,
            277,
            32,
            153,
            277,
            32
        ],
        [
            207,
            422,
            43,
            207,
            422,
            43
        ],
        [
            118,
            200,
            22,
            118,
            200,
            22
        ],
        [
            20476,
            18326,
            2150,
            20476,
            18326,
            2150
        ],
        [
            103.805737,
            0,
            168.805737,
            103.805737,
            0,
            168.805737
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319100,
            -117604,
            -699186,
            -582145,
            -708350,
            -697520
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23264,
    "evaluation_days": 1938.67,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593374400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759497615656,
    "expiration_time": 1765522828800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 198,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "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)