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Trade: LRC/USDT/120/SMA/SSF/8464

Strategy
LRC/USDT/120/SMA/SSF/8464
Pair
LRC_USDT
Interval
2h
Score
638471
Daily Profit
0.653463
Profit Factor
3.159486
Profitability
48.672566
Streak
0.000000
Best Strategy
Training Data Length
1929.750000
Evaluation Time
2025-09-25 14:30
Expiration Time
2025-12-03 03:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1261020.3213 1037617.7209 223402.6003 12698598.8629 -219678.7486 12918277.6116
Total P&L (%) 1261.0203 1037.6177 223.4026 12698.5989 -219.6787 12918.2776
Avg Daily Profit (%) 0.6535 0.5377 0.1158 0.2517 0 0.2526
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118453 -91511 -50267 -13023365 -7055605 -10221636
Profit Factor 3.1595 4.1528 1.8767 1.269 0.9906 1.5447
Total Trades 113 57 56 113 57 56
Winning Trades 55 21 34 55 21 34
Losing Trades 58 36 22 58 36 22
Profitability (%) 48.6726 36.8421 60.7143 48.6726 36.8421 60.7143
Ratio Avg Win / Avg Loss 3.3318 7.119 1.2143 1.3382 1.6983 0.9995
Largest Winning Trade 655280 655280 46130 7230069 6382312 7230069
Largest Losing Trade -33763 -33763 -27887 -4870477 -2953072 -4870477
Avg Bars in Trades 201 176 227 201 176 227
Avg Bars in Winners 272 258 281 272 258 281
Avg Bars in Losers 134 129 143 134 129 143
Bars Traded 22809 10084 12725 22809 10084 12725
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 638471 -167352 -214664 293708 -763450 -170266

Evaluation Data

{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23157,
    "evaluation_days": 1929.75,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593705600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758799833577,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 168,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            1261020.321250889,
            1037617.7209300783,
            223402.6003208107,
            12698598.862943936,
            -219678.7486386064,
            12918277.611582547
        ],
        [
            1261.020321,
            1037.617721,
            223.4026,
            12698.598863,
            -219.678749,
            12918.277612
        ],
        [
            0.653463,
            0.537695,
            0.115768,
            0.251744,
            0,
            0.252628
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118453,
            -91511,
            -50267,
            -13023365,
            -7055605,
            -10221636
        ],
        [
            3.159486,
            4.152774,
            1.876666,
            1.269029,
            0.990647,
            1.54474
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            55,
            21,
            34,
            55,
            21,
            34
        ],
        [
            58,
            36,
            22,
            58,
            36,
            22
        ],
        [
            48.672566,
            36.842105,
            60.714286,
            48.672566,
            36.842105,
            60.714286
        ],
        [
            3.331822,
            7.119041,
            1.214313,
            1.338248,
            1.698252,
            0.999538
        ],
        [
            655280,
            655280,
            46130,
            7230069,
            6382312,
            7230069
        ],
        [
            -33763,
            -33763,
            -27887,
            -4870477,
            -2953072,
            -4870477
        ],
        [
            201,
            176,
            227,
            201,
            176,
            227
        ],
        [
            272,
            258,
            281,
            272,
            258,
            281
        ],
        [
            134,
            129,
            143,
            134,
            129,
            143
        ],
        [
            22809,
            10084,
            12725,
            22809,
            10084,
            12725
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            638471,
            -167352,
            -214664,
            293708,
            -763450,
            -170266
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LRC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 23157,
    "evaluation_days": 1929.75,
    "actual_first_datapoint_time": 1591948800000,
    "first_datapoint_time": 1593705600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758799833577,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 168,
            "offset": 0,
            "poles": 3
        }
    }
}

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)