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Trade: LRC/USDT/120/SSF/SWMA/7900

Strategy
LRC/USDT/120/SSF/SWMA/7900
Pair
LRC_USDT
Interval
2h
Score
347562
Daily Profit
0.325899
Profit Factor
1.594198
Profitability
41.176471
Streak
0.000000
Best Strategy
Training Data Length
1929.750000
Evaluation Time
2025-09-26 18:12
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 628902.6616 559457.514 69445.1476 378817.9579 227267.1536 151550.8043
Total P&L (%) 628.9027 559.4575 69.4451 378.818 227.2672 151.5508
Avg Daily Profit (%) 0.3259 0.2899 0.036 0.0812 0.0615 0.0478
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106957 -81580 -133307 -212876 -223110 -168252
Profit Factor 1.5942 2.1183 1.1244 1.209 1.2462 1.1704
Total Trades 187 94 93 187 94 93
Winning Trades 77 32 45 77 32 45
Losing Trades 110 62 48 110 62 48
Profitability (%) 41.1765 34.0426 48.3871 41.1765 34.0426 48.3871
Ratio Avg Win / Avg Loss 2.2774 4.1042 1.1994 1.7271 2.4145 1.2484
Largest Winning Trade 248998 248998 52077 150102 150102 123786
Largest Losing Trade -45864 -27521 -45864 -99894 -76069 -99894
Avg Bars in Trades 121 118 125 121 118 125
Avg Bars in Winners 176 175 177 176 175 177
Avg Bars in Losers 83 89 76 83 89 76
Bars Traded 22808 11155 11653 22808 11155 11653
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 347562 227731 -229454 -86364 -116506 -163090
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": 1592690400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758899561540,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 223,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 104,
            "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": [
        [
            628902.6615928889,
            559457.5140330849,
            69445.147559804,
            378817.9578921482,
            227267.1535857731,
            151550.804306375
        ],
        [
            628.902662,
            559.457514,
            69.445148,
            378.817958,
            227.267154,
            151.550804
        ],
        [
            0.325899,
            0.289912,
            0.035987,
            0.081191,
            0.061457,
            0.047814
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106957,
            -81580,
            -133307,
            -212876,
            -223110,
            -168252
        ],
        [
            1.594198,
            2.11831,
            1.124424,
            1.208992,
            1.24619,
            1.170386
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            77,
            32,
            45,
            77,
            32,
            45
        ],
        [
            110,
            62,
            48,
            110,
            62,
            48
        ],
        [
            41.176471,
            34.042553,
            48.387097,
            41.176471,
            34.042553,
            48.387097
        ],
        [
            2.277426,
            4.104226,
            1.199385,
            1.727132,
            2.414493,
            1.248411
        ],
        [
            248998,
            248998,
            52077,
            150102,
            150102,
            123786
        ],
        [
            -45864,
            -27521,
            -45864,
            -99894,
            -76069,
            -99894
        ],
        [
            121,
            118,
            125,
            121,
            118,
            125
        ],
        [
            176,
            175,
            177,
            176,
            175,
            177
        ],
        [
            83,
            89,
            76,
            83,
            89,
            76
        ],
        [
            22808,
            11155,
            11653,
            22808,
            11155,
            11653
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347562,
            227731,
            -229454,
            -86364,
            -116506,
            -163090
        ]
    ]
}
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": 1592690400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758899561540,
    "expiration_time": 1764724694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 223,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 104,
            "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)